Senior Analyst/Manager- Quantitative Application Division (QAD)
Senior Analyst/Manager- Quantitative Application Division (QAD)Accelerate Your Career- Global Quant Team
- 50 Martin Place, Sydney
- Connected, flexible and sustainable workplace
- Exposure across all major asset classes
Based at Macquarie Headquarters, Sydney- our QAD team has global responsibility for ensuring the integrity of key financial models used by Macquarie. You will develop and review new models for pricing of derivatives across all major asset classes, as well as for quantifying credit risk, market risk and operational risk. Breadth in model range including derivative pricing models across all major asset classes. This is a team that thrives on cross skilling, ensuring that your skill set and knowledge is stretched and developed. Fantastic growth opportunity.
QAD utilises a range of analytic techniques including: time series analysis, regression analysis, optimisation, partial differential equations, finite difference methods and Monte Carlo simulations. These are implemented using a variety of computing technologies including: C++, VBA, Excel, Python, SciFinance, Mathematica, MATLAB and R, on Linux and Windows platforms. Please note that we provide unique in-house training to enhance modelling skills. Bring demonstrated proficiency in at least one of the above programming languages with you and a willingness to learn the others. This is a rare opportunity to up-skill, and we will consider candidates at all stages of their career.
This role would suit someone with solid experience in a similar role with familiarity in finance, and demonstrated quantitative and programming skills. To express initial interest please follow the link and apply online today, and please include a cover letter and academic transcripts with your application.
Macquarie - a workplace that encourages entrepreneurial spirit, high performance and true career development based on merit. Our people are guided by our principles of Opportunity, Accountability, and Integrity, and are recognised for the contribution they make to their business and the broader organisation. We value innovation and initiative.
Our Sydney workplace is designed around the vision of a connected, flexible and sustainable environment that encourages teamwork, cross group collaboration and facilitates our innovative and entrepreneurial culture.
The Risk Management Group (RMG) is an independent, centralised unit responsible for assessing and monitoring risks across Macquarie. This includes market and liquidity risk, credit risk, compliance risk and operational risk. RMG personnel liaise closely with all operating areas to ensure risks are understood and properly managed.
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
Find out more about Macquarie careers at www.macquarie.com/careers
Advertised: 16 Feb 2017 AUS Eastern Daylight Time