Quantitative Analyst
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
Join our Quantitative Analytics team within Financial Markets as a Quantitative Analyst.
Whats the role
Youll be part of a highly skilled front-office quant team working within the Systematic Trading and Quants (STAQ) group. The team is critical to derivative valuations and counterparty credit risk across Financial Markets and Treasury building and maintaining models that underpin trading and risk management.
In this role youll implement stochastic volatility and term structure models to price complex payoffs optimise existing models and develop efficient numerical pricing solutions using PDEs. Youll collaborate closely with traders model risk and technology teams to deliver innovative solutions that enhance business performance.
This is an exciting opportunity to apply advanced mathematical techniques to real-world problems on the trading floor. This is a 12-month fixed term role based in Sydney reporting to the Head of Quantitative Analytics.
What do I need
To succeed youll bring:
- Strong applied mathematics and financial experience in FX or Interest Rate derivatives.
- Expertise in numerical methods for PDEs and stochastic modelling.
- Ability to implement and optimise pricing models in production systems.
- Collaborative mindset to work with stakeholders across business units risk and technology.
- A PhD or equivalent experience in quantitative finance mathematics or related field is highly regarded.
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:
IC
Key Skills
- ArcGIS
- Intelligence Community Experience
- GIS
- Python
- Computer Networking
- Data Collection
- Intelligence Experience
- R
- Relational Databases
- Analysis Skills
- Data Management
- Application Development
About Company
Westpac has a long and proud history as Australia's first and oldest bank. It was established in 1817 as the Bank of New South Wales under a charter of incorporation provided by Governor Lachlan Macquarie. In October 1982 it changed its name to Westpac Banking Corporation following th ... View more
