Senior Quantitative Analyst - Counterparty Credit
Senior Quantitative Analyst - Counterparty Credit
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Job Description
- Hybrid role 3 days in office 2 days WFH
- Front office exposure with traders and risk teams
- Work on XVA PSR and new product projects
Whats the role
Were looking for an experienced Counterparty Credit Risk (CCR) Quant to join our Quantitative Analytics team - a small highly skilled and collaborative front office quant group sitting on the trading floor.
Youll be working on derivative valuations counterparty credit risk and enhancing our XVA and Pre-Settlement Risk (PSR) models. Youll add new products to our platform take part in exciting CCR-related projects and help shape the future of our credit risk platform.
Youll work closely with other quants traders risk teams and technology specialists.
This is a permanent fulltime role based in Sydney with flexible working arrangements.
What do I need
To be successful in this role youll bring:
- Strong background in counterparty credit risk or XVA quant roles (ideally in a front office setting).
- Deep understanding of derivatives pricing and credit risk modelling (CVA exposure profiles scenario generation etc.).
- Solid experience with model configuration testing and independent validation.
- Proficiency in one or more of C Python or R.
- Advanced degree (masters or PhD) in Mathematics Physics Engineering or Quantitative Finance.
- Excellent documentation skills and a proactive delivery-focused mindset.
Why join us
Were obsessed with becoming our customers #1 banking partner for life and were looking for people who are passionate about helping us achieve that return were committed to making Westpac the best place to work in the country. Here are just a few of the ways were already doing that:
- Special offers on banking products and discounts from top brands including generous employee-only mortgage rates!
- Flexible work arrangements to help you achieve a greater work/life balance and a variety of leave options including Culture Lifestyle and Wellbeing leave.
- Tailored learning and development opportunities to help your grow your career within the bank.
- Lots of opportunities to give back to the Community by getting involved in our many volunteering initiatives
Create your future today
To get started simply click on the APPLY or APPLY NOW button
Were all about creating a supportive and inclusive community. We welcome everyone no matter your age gender background or abilities. We also provide additional support to welcome our veterans Indigenous Australians and neurodiverse community.
If you need any adjustments during the recruitment process you can find out more information and additional contact details by visiting the People with Disability and/or needing Accessibility Requirements page on our website.
Required Experience:
Senior IC
Employment Type
Full-Time
