- Manage and take ownership of projects
- Manage and coach more junior team members
- Ensure the scope of independent validation appropriately challenges a model's scope of application, methodology, implementation, data used and its documentation;
- Ensure adherence to internal and external policies;
- Present validation outcomes to management, model owners and developers
Skills and Experience Required:
- Excellent tertiary qualification in an applied mathematical field
- At least 5 years' experience within a financial market quantitative team with a thorough understanding of financial markets derivatives, such as IRS, XCCY swaps, OTC options, swaptions, etc. covering a range of asset classes (IR, FX, commodities, energy, equities)
- Knowledge and experience building or testing derivative pricing models
- Understanding of financial mathematics and numerical techniques used to implement models, such as Monte Carlo simulations, finite difference methods, binomial and trinomial trees, etc.
- Proficiency in a programming language i.e. SAS, R, Python or equivalent
- Experience with Git or other version control software experience is desirable.
For more information on this role please contact Olivia on 0409 356 856 or simply click APPLY.