Apply: Senior Quantitative Analyst

Reference: BH-177912
Join a Tier 1 Bank to validate models associated with IRRBB. Work from anywhere in Australia, daily rate contract with high possibility of extension.
  • 12-month day rate contract, high possibility to extend, ASAP start.
  • Background in IRRBB, non-traded market risk ideal.
  • Location: anywhere in Australia.
Our client is a Tier 1 Bank looking for a daily rate contractor in their project based on APS 117. Reporting to the Executive Manager, Markets, this role became available due to an internal promotion.

Key responsibilities include:
  • Testing and validating models associated with Interest Rate Risk in the Banking Book (IRRBB), building models where required.
  • Engaging with and presenting to various stakeholders including model owners, developers, and project teams.
  • Ensuring adherence to internal and external policies.
The ideal candidate will have:
  • 4-6 years’ experience as a quantitative analyst.
  • Background ideally in non-traded market risk, IRRBB, APS 117.
  • Strong knowledge of programming language, particularly C++, C#, and Python.
  • Great communication with the ability to influence and challenge.
  • Tertiary qualifications in mathematics, statistics, physics, engineering, actuary, or related field.
If you would like to learn more, please get in touch with Jerin Chowdhury at Ethos BeathChapman (jerinc@ethosbc.com.au), call Jerin on 0435 903 532 or apply via the APPLY button.

Only WORD FORMAT resumes will be accepted.
Company Background:

Ethos BeathChapman (EBC) is a global group of executive recruitment experts in Australia, Asia and EMEA, with a broader network beyond. We connect exceptional people to exceptional companies.

EBC’s mid-sized agility and solutions-focused approach enables us to flex where traditional recruitment agencies have failed, and scale beyond the reach of boutiques. Our multidisciplinary expertise covers corporate and specialised functions across Finance, Technology, Commerce and Government recruitment markets, among others.

Established 2005 in Sydney, EBC today has six offices worldwide in Australia, Singapore, Hong Kong, Japan, Netherlands and the UK. Part of the Nikkei-listed Will Group, Inc, we own Quay Appointments and our staffing and managed solutions specialists, CONNECT.

Let’s connect, and make exceptional happen, together: www.ethosbc.com

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