Main characteristics
- Location
- Dawes Point, New South Wales
- Company
- Randstad
- Salary
- AU$ 165000 - AU$ 175000 /per year
- Employment type
- Permanent
- Category
- banking & financial services
Job summary
job detailsThe major focus of this role is to build the quant pricing library and to develop quantitative solutions on the platform to support commodity trading and sales in pricing and risk management.
Your impact to business is significant, from building the pricing/risk platform, delivering solutions and analytics, to facilitate productivity by automation.
Your delivery and productivity will make a difference. You will enjoy seeing your work valued by the business. ...
Responsibilities:
- Work together with the team to build the business' derivatives pricing and risk management library and the platform based on bespoke best in class technology.
- Leverage the advanced technology platform to build automation tools for business at request.
- Maintain and support the existing pricing tools for commodity trading and sales.
- Assist traders in pricing and hedging;
- Assist sales in preparing client facing analytics;
- Quant support to other stakeholders
- Assist the quant manager on other quant BAU (Business As Usual) tasks.
Skills & Experience:
- Strong learning skill and passionate to be a quant.
- Strong programming skill in Python.
- Strong problem solving oriented, i.e. try to find a solution, not a dependency on others.
- Strong numerical analysis skill, i.e. enjoy being a number detective.
- Experience in some major computer languages, such as C++/C#, is a plus.
- Good knowledge in derivatives pricing and risk is a plus.
- Experience in a quant role is a plus.
- Experience in development of Beacon or other quantitative finance system is a big plus
- You are expected to demonstrate productivity and delivery focused work ethic.
If this is you, please apply using the link.
OR
send your CV to [Apply online]
show more
The major focus of this role is to build the quant pricing library and to develop quantitative solutions on the platform to support commodity trading and sales in pricing and risk management.
Your impact to business is significant, from building the pricing/risk platform, delivering solutions and analytics, to facilitate productivity by automation.
Your delivery and productivity will make a difference. You will enjoy seeing your work valued by the business.
Responsibilities:
- Work together with the team to build the business' derivatives pricing and risk management library and the platform based on bespoke best in class technology.
- Leverage the advanced technology platform to build automation tools for business at request.
- Maintain and support the existing pricing tools for commodity trading and sales.
- Assist traders in pricing and hedging;
- Assist sales in preparing client facing analytics;
- Quant support to other stakeholders
- Assist the quant manager on other quant BAU (Business As Usual) tasks.
Skills & Experience:
...
- Strong learning skill and passionate to be a quant.
- Strong programming skill in Python.
- Strong problem solving oriented, i.e. try to find a solution, not a dependency on others.
- Strong numerical analysis skill, i.e. enjoy being a number detective.
- Experience in some major computer languages, such as C++/C#, is a plus.
- Good knowledge in derivatives pricing and risk is a plus.
- Experience in a quant role is a plus.
- Experience in development of Beacon or other quantitative finance system is a big plus
- You are expected to demonstrate productivity and delivery focused work ethic.
If this is you, please apply using the link.
OR
send your CV to [Apply online]
show more
- experience
6 years
- skills
Strong Quantitative experience
- qualifications
- Bachelor degree(s) in Quantitative Finance
- Computer Science or Engineering
- Higher degree is a plus.
- education
Bachelor Degree