Quantitative Analyst - Randstad

Senior Quantitative Analyst: Model Risk & Markets

• Leading Bank
• Permanent Role
• Model Risk Team

The Company

A major Australian financial institution is seeking a Senior Quantitative Analyst to join its Markets Model Risk team in Sydney. This is a permanent, technical role focused on ensuring that valuation, risk, and capital models are mathematically sound and fit for their intended purpose.

You will work within a high-performing environment that prioritizes technical quality and independent challenge across trading and banking books.

The Role

• Independent Model Assessment: Evaluate valuation, risk, and capital models across various asset classes, specifically covering interest rates, foreign exchange, and commodities.
• Technical Validation: Review and test models used across Financial Markets, Risk, and Treasury to ensure they are robust and well-understood.
• Stakeholder Engagement: Partner with a ...