Quantitative Analyst, C#, C++, FX, Rates and Credit. LMM, HW, Monte-Carlo & latt

Location: Sydney
Reference: 202042751
Contact: steve
Quantitative Analyst, C#, C++, FX, Rates and Credit. LMM, HW, Monte-Carlo & lattice

The company 

My client is a leading, highly reputed, financial institution seeking new and better ways to progress the business with a positive change in the environmental dynamics. Backed by a proud and established heritage, they are on a journey to become the leader of leaders within the APAC region.

 The Role 

This role will see you working within their highly respected Quant team. This is an important role that focuses on development of more sophisticated analytics such as LMM, HW, advanced Monte-Carlo & lattice techniques.  You will be able to leverage the strong foundations already built (curves, surfaces, etc) and draw on the know-how of team members.  The scope is cross-asset with an emphasis on interest rate and FX products, with responsibilities ranging from model design and development, through to providing advice and insight to other quants and the traders.
Required Skills 

• Strong math skills (stochastic calculus, PDE's, numerical techniques,...)
• Solid knowledge of contemporary derivative pricing techniques 
• Natural critical thinker and problem solver
• Proficient in O-O design concepts (Java/C++/C#)
• Disciplined and careful approach to software development
• Team-player - sharing ideas, effort and success
• Strong interpersonal and communication skills 
• Excel/VBA development
• Expertise in the quantitative aspects of one or more of: inflation products, bonds/credit trading, algo trading, time series analysis
Experience Essentials 

• 3+ years experience in financial markets including exposure to Rates / Fixed-Income and ideally FX.
• Contribution to the design and development of a proprietary Quant-library (C#, C++ or Java)
• Prior experience developing and calibrating term-structure models (LMM or short-rate) in a commercial environment
Qualification Expectations 

• Post-graduate studies in math-finance will be viewed favourably but not essential, However Bachelors degree within this space is essential. 
The client aims to create a work environment where employee differences such as gender, age, culture, disability, sexual orientation, family and caring responsibilities and religion are valued. Looking for work-life balance in the finance industry? You don't have to look far, just hit the apply now button or call Steve on 02 8047 4031 for a more confidential discussion or email steve@xpand.com.au