Quantitative Analyst
Vor 2 Tagen
You are an enthusiastic individual with willingness to develop capability in Model Validation.We are a team of values-driven Risk Management professionals, striving to improve CBA's overall risk posture.Together we can lead the delivery of world-class data, analytics and risk management capabilities to ensure CBA is primed for success.See yourself in our teamAs part of the Model Risk Validation (MRV) team we provide assurance and oversight of models across the group. We lead and conduct validation of the Group's models, based on internal policy and procedures, regulatory guidance, and the industry's best practices.We also influence the technology, data and validation strategies through active engagement with Business Units (BU's) and executive level stakeholders across the group.In this roleYou will be participating in multiple independent validation activities for models and quantitative tools developed for traded market risk and pricing where the models are used for regulatory capital calculations (APS 116); end-of-day pricing (APS 111 Fair Valuation); measuring limits against the Group risk appetite; and for stress testing.You will be thoroughly documenting the validation report, and appropriately challenging the modelling results and the thought process around the choice of modelling methodology, to enable stakeholders to understand the strength and weakness of the final model and assess its impact.Other responsibilities will include:Contributing to Model Risk Validation team at project advisory groups and coordinate with colleagues in the MRV team.Maintaining the Group Model Register for traded market risk and pricing models.Contributing to the broader validation strategy including clarity with respect to validation methodology, appropriate governance and model risk policy compliance.Effectively contributing to the presentation of the results of validation work and business implications to internal working groups, technical forums, governance committees or regulatory meetings.Proactively addressing and responding in a timely manner to developer, audit and regulatory queries and/or issues pertaining to models.Maintaining sound relationship with development team BU risk teams and other stakeholders.Evaluating model implementation challenges, including assessment of the business impact of new or updated models on risk measures or processes.Reviewing the Fit-for-purpose validation.We are interested in hearing from people who have:Please note that we are interested in hearing from people who might not meet all the following criteria. We're open to working with the right candidate to fill any skill gaps during your journey at CommBank.Exposure to model risk governance.Experience of model valuation for traded market risk and pricing models.Advanced numerical, mathematical, statistical, derivative pricing and programming skills gained either via tertiary education or experience with model validation work.Willingness to work with internal stakeholders across Business Units, Risk, Technology and Audit.Contributed to report writing e.g. for committees and to support letters to the regulator.Working with usWe support our people with at least half your time each month connecting in the Sydney office, allowing for flexibility in the remaining time.We have many other flexible working options available including changing start and finish times. Talk to us about how these arrangements might work for you.If this sounds like you, please apply now
#J-18808-Ljbffr
-
Quantitative Analyst
vor 2 Monaten
Sydney, Österreich Asx VollzeitAs one of the world's leading financial market exchanges, ASX operates at the heart of the Australian financial markets. Through the expertise, experience, and passion of its people, ASX works to ensure its operations are built on the foundations of quality, security, resilience, and trust.The ASX is seeking applicants to fill the role of QUANTITATIVE...
-
Quantitative Analyst
vor 2 Monaten
Sydney, Österreich Asx VollzeitAs one of the world's leading financial market exchanges, ASX operates at the heart of the Australian financial markets.Through the expertise, experience, and passion of its people, ASX works to ensure its operations are built on the foundations of quality, security, resilience, and trust.The ASX is seeking applicants to fill the role ofQUANTITATIVE ANALYST...
-
Quantitative Analyst
vor 1 Monat
Sydney, Österreich Macquarie Bank Limited VollzeitJoin our Quantitative Strategy team in Commodities and Global Markets and apply specialist methods from mathematics, science, and engineering as part of a global front office team aligned to revenue generation. We work on data, models, and algorithms with application to derivative valuation and risk, automated trading, and data-driven decision-making.At...
-
Quantitative Analyst
vor 1 Monat
Sydney, Österreich Macquarie Group Limited VollzeitJoin our Quantitative Strategy team in Commodities and Global Markets and apply specialist methods from mathematics, science, and engineering as part of a global front office team aligned to revenue generation.We work on data, models, and algorithms with application to derivative valuation and risk, automated trading, and data-driven decision-making. At...
-
Quantitative Analyst
vor 1 Monat
Sydney, Österreich Macquarie Group Limited VollzeitJoin our Quantitative Strategy team in Commodities and Global Markets and apply specialist methods from mathematics, science, and engineering as part of a global front office team aligned to revenue generation.We work on data, models, and algorithms with application to derivative valuation and risk, automated trading, and data-driven decision-making.At...
-
Quantitative Trading Analyst
vor 3 Monaten
Sydney, Österreich Nmftrading VollzeitNine Mile: Nine Mile is an electronic principal trading firm, focused on market making and arbitrage opportunities globally.Technology is at the forefront of our business, powering Nine Mile's unified global trading platform and the micro-decisions required for our successful trading.Nine Mile's scale and efficiency allow us to be nimble, responding quickly...
-
Quantitative Risk Analyst
vor 3 Wochen
Sydney, Österreich Ink Recruitment VollzeitOverviewOur client, a leading global insurer is experiencing significant growth and is seeking a talented Risk Analyst to join their Line 2 team in Sydney.This is a unique opportunity to play a vital role in supporting the Line 2 function, where you will help identify, assess, and mitigate inherent, residual, and emerging risks using your expertise in...
-
Quantitative Analyst
vor 1 Monat
Sydney, Österreich Corelogic VollzeitAt CoreLogic, we are driven by a single mission—to make the property industry faster, smarter, and more people-centric.CoreLogic is the trusted source for property intelligence, with unmatched precision, depth, breadth, and insights across the entire ecosystem.Our talented team of 5,000 employees globally uses our network, scale, connectivity and...
-
Sydney, Österreich Tideri Jobbörse VollzeitJoin our Quantitative Strategy team in Commodities and Global Markets and apply specialist methods from mathematics, science, and engineering as part of a global front office team aligned to revenue generation.We work on data, models, and algorithms with application to derivative valuation and risk, automated trading, and data-driven decision-making.At...
-
Quantitative Python Developer | Sydney, Au
vor 1 Woche
Sydney, Österreich Efinancialcareers Ltd. VollzeitQuantitative Python DeveloperSusquehanna International Group, Sydney, AustraliaOverviewSusquehanna is a global privately held financial trading firm. Our founders are entrepreneurs with a drive to deeply understand the world around us and to use that understanding to make the best business decisions every day, everywhere. We don't rely on hunches. We...
-
Quantitative Python Developer | Sydney, Au
vor 1 Woche
Sydney, Österreich Efinancialcareers Ltd. VollzeitQuantitative Python DeveloperSusquehanna International Group, Sydney, AustraliaOverviewSusquehanna is a global privately held financial trading firm.Our founders are entrepreneurs with a drive to deeply understand the world around us and to use that understanding to make the best business decisions every day, everywhere.We don't rely on hunches.We challenge...
-
Sydney, Österreich Tideri Jobbörse VollzeitQuantitative Python Developer Susquehanna International Group, Sydney, Australia OverviewSusquehanna is a global privately held financial trading firm.Our founders are entrepreneurs with a drive to deeply understand the world around us and to use that understanding to make the best business decisions every day, everywhere.We don't rely on hunches.We...
-
Equity Analyst
vor 2 Monaten
Sydney, Österreich Susquehanna Growth Equity VollzeitOverviewAs an Equity Analyst on Susquehanna's Research team, you will partner with our senior analysts and traders to identify investment opportunities. Research analysts provide in-depth country and sector-level analysis and provide opinions as new information emerges throughout the trading day. You will be responsible for finding opportunities that other...
-
Equity Analyst
vor 2 Monaten
Sydney, Österreich Susquehanna Growth Equity VollzeitOverview As an Equity Analyst on Susquehanna's Research team, you will partner with our senior analysts and traders to identify investment opportunities.Research analysts provide in-depth country and sector-level analysis and provide opinions as new information emerges throughout the trading day.You will be responsible for finding opportunities that other...
-
Quantitative Research Analyst
Vor 2 Tagen
Sydney, Österreich Schroders Recruitment VollzeitAbout SchrodersWe're a global investment manager.We help institutions, intermediaries and individuals around the world invest money to meet their goals, fulfil their ambitions, and prepare for the future.We have around 6,000 people on six continents.And we've been around for over 200 years, but keep adapting as society and technology changes.What doesn't...
-
Equity Analyst | Sydney, Au
vor 2 Monaten
Sydney, Österreich Efinancialcareers Ltd. VollzeitEquity Analyst Susquehanna International Group Sydney, Australia OverviewAs an Equity Analyst on Susquehanna's Research team, you will partner with our senior analysts and traders to identify investment opportunities. Research analysts provide in-depth country and sector-level analysis and provide opinions as new information emerges throughout the trading...
-
Equity Analyst | Sydney, Au
vor 1 Monat
Sydney, Österreich Tideri Jobbörse VollzeitEquity Analyst Susquehanna International Group Sydney, Australia OverviewAs an Equity Analyst on Susquehanna's Research team, you will partner with our senior analysts and traders to identify investment opportunities.Research analysts provide in-depth country and sector-level analysis and provide opinions as new information emerges throughout the trading...
-
Equity Analyst | Sydney, Au
vor 1 Monat
Sydney, Österreich Efinancialcareers Ltd. VollzeitEquity Analyst Susquehanna International Group Sydney, Australia OverviewAs an Equity Analyst on Susquehanna's Research team, you will partner with our senior analysts and traders to identify investment opportunities. Research analysts provide in-depth country and sector-level analysis and provide opinions as new information emerges throughout the trading...
-
Investment Risk Analyst
vor 1 Monat
Sydney, Österreich Qic VollzeitWe have an exciting opportunity available for an Investment Risk Analyst to drive risk reporting and analysis, data quality and continuous improvement for the State Investments team.This position will focus on monitoring, analysing and communicating whole-of-portfolio investment risks, system testing (Aladdin) and analysing and investigating private market...
-
Investment Risk Analyst
vor 1 Monat
Sydney, Österreich Qic Limited VollzeitAbout the role We have an exciting opportunity available for an Investment Risk Analyst to drive risk reporting and analysis, data quality and continuous improvement for the State Investments team. This position will focus on monitoring, analysing and communicating whole-of-portfolio investment risks, system testing (Aladdin) and analysing and investigating...
