Senior Quantitative Analyst Markets
Senior Quantitative Analyst Markets
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Job Description
- Critical role providing independent validation activity covering derivative pricing and risk models
- Permanent opportunity
- Open to candidates in Sydney Melbourne Brisbane Adelaide locations
- Hybrid working model minimum 23 days per week in office
How will I help
Join our dynamic Model Risk team at Westpac Group where we specialise in the independent validation of models and spearhead key initiatives in model risk management. This role provides a unique opportunity to delve into an exciting spectrum of Financial Markets products spanning interest rates foreign exchange and commodities.
This role involves validating derivative pricing and risk models across IRRBB FX IR and Commodity markets requiring close collaboration with model owners and project teams to ensure highquality outcomes.
Some of the key accountabilities are:
- Validation of quantitative models used for pricing and risk in Treasury and Financial Markets.
- Validation of risk systems to incorporate new products and new regulatory requirements.
- Development and enhancement of independent models used for validation.
- Present validation outcomes to management model owners and developers.
Whats in it for me
Youll play a significant part of the future of a business that has been around for over 200 years. Our purpose is to createbetter futures together. So well back you in the development of your career internal career prospects and flexible working. Youll also keep learning to grow your career backed by a fantastic team of people with a cando supportive structure. Whatever shape your family takes we offer generous paid and unpaid parental leave for your nominated primary and support carers. This includes leave to organise adoptions surrogacy and foster care arrangements. And we continue to pay your super contributions while you take all the time you need to get your new family settled.
What do I need
- At least 45 years experience within a financial market quantitative team with a thorough knowledge of financial markets derivatives with a focus on APS116 and APS117 regulatory models
- An excellent tertiary qualification in a quantitative discipline with a focus on financial mathematics preferable
- Excellent written and interpersonal communication skills particularly the ability to explain complicated issues in an effective manner
- Ability to work to tight deadlines and deal with changing priorities.
- Ability to work independently and in a team.
- Experience using front office and risk systems like Murex is an advantage.
Are you ready to take your quantitative expertise to the next level Join our innovative team at Westpac Group and make a lasting impact in model risk management. If youre passionate about financial markets thrive on solving complex challenges and want to be part of a collaborative and dynamic environment we want to hear from you.
Whats it like to work there
We are a collaborative team of passionate people with a shared ambition to make a difference for our customers our communities and each other. At Westpac making a difference means creating impact unlocking our own and each others passions and transformative success stories to create better futures together.
As well as competitive remuneration and a great culture joining the Westpac family gives you access to a wide range ofemployee benefitsto help you manage your priorities whether that means family life work/life balance ambition to grow or all the little perks in between.
Well empower you to shape your career path. Through personalised upskilling mentoring and training opportunities youre in control of where you start and how youll grow.
As an equal opportunity employer we are proud to have created a culture and work environment that values diversity and flexibility and champions inclusion.
Hear from some ofour peopleand their experiences working with us.
How do I apply
Start here. Just click on the APPLY orAPPLY NOWbutton.
At Westpac were all about creating a supportive culture and ensuring our workplaces branches products and services are accessible and inclusive for everyoneour customers employees and the wider community. If youre interested in discussing workplace flexibility please feel free to mention it in your application.
We invite candidates of all ages genders sexual orientation cultural backgroundspeople with disability neurodiverse individuals veterans and reservists and Indigenous Australians to apply. If you have questions about the recruitment processplease email.
Do you need reasonable adjustments during the recruitment process
We can provide reasonable adjustments for individuals with disability and/or neurodiversity. If you require an adjustment to be made during the recruitment process at any stage please email
Required Experience:
Senior IC
Employment Type
Full-Time
