- $50-100k AUD Equivalent
- Contract or Temporary
- No Experience years of experience
Working within the Quant Risk and Derivatives Pricing team of this global leading financial services firm the role is a junior/ entry level position seeking strong Quant academics as well as SQL or R programming experience.
The pricing function is responsible for the settlement pricing, rules and methodologies across all Derivative products, as well as being responsible for researching and development of pricing model methodologies.
To be successful in this position the candidate requires strong technical ability, communication skills and an inquisitive nature which enable them to firstly grasp and apply the intricacies of option pricing, identify issues and discuss pricing concepts with internal and external stakeholders. Advanced excel skills and exposure to programming languages (SQL/R preferred) will be required and utilised on a daily basis.
The role will focus on quantitative risk management activities including:-
- Price validation and approval (Daily)
- Model testing / validation
- Undergraduate degree in Quantitative discipline (Engineering, Science, Maths, Statistics, Econometrics or Finance)
- Quantitative skill set (analytical and highly numerate)
- Familiarity with Option pricing theory and concepts
- Advanced Excel abilities, exposure to SQL and R programming languages
- Strong attention to detail and problem solving abilities