Salary description: $130k-$160k + super + bonus
- $150-200k AUD Equivalent
- 3 to 7 years of experience
Our client is a leading global investment bank. Due to unprecedented growth they are seeking a Senior Quant Risk Associate to work as part of the Quant Risk team. This role is to work as a Senior Risk Analyst to develop advanced risk management tools for the company and its clients.
As this is a senior level Risk Analyst role within the Clearing Risk Quant team our client is seeking a senior level quant risk applicant who would have experience developing and building quant risk models across a range of trading environments, within equity derivatives, equity options, fixed income derivatives and OTCs.
- Develop quant models through the programming language R, so experience in R would be ideal.
- Programming languages such as SQL, C++ or Matlab would also be of interest.
- Develop advanced risk management tools for the company.
- At least 6 years experience with a similar role in a bank or broking team.
- You will have a strong academic profile as many in the team come from a Masters or PhD level education within computer science, mathematics or finance.
- Strong understanding of a wide range of derivative products from a front office trading perspective, as well as understanding how these instruments are priced and their risk profile can be measured.
- You would also be expected to collaborate with others in the team on derivative risk management.