CONTRACT: Quantitative Risk Reporting Analyst (Clearing, Oversight & Validation)

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Organisation

 

Financial institution are looking for a Quantitative Risk Reporting Analyst to join the Quantitative & Development Team for a 12 month contract.

 

Role

 

• Production and Analysis of back test reporting for Market risk models including VaR and Stress testing

• Portfolio and Counterparty investment risk monitoring

• Generation of board reporting

• Development  and maintenance of Managment Information  to support monitoring and oversight of Risk Indicators

• Management of inputs and limits around derivative pricing and risk models

 

Individual

 

• Risk management or Risk reporting experience within Buy Side, Sell Side, Regulator, Management Consulting or Treasury function

• Exposure to Market Risk Metrics including VaR Greeks, Deltas, Stress testing  and P&L desirable

• Opportunity for MO Analysts with P&L and the Greeks to move into Risk function 

• Exposure to Exchange Traded Derivatives (ETD) desirable  

• Experience of SQL, VBA, R or Python desirable

• Exposure to BI tools such as Tableau, Power BI or Spotfire desirable

• Professional qualifications such as CFA, FRM, Masters of Applied Finance desirable

• Tertiary education ideally from a Science, Technology, Engineering or Mathematics background

 

A pedigree financial institution that has an excellent reputation in the market for development and opportunity; via the scale and diversity of their business.

 

To apply, please send your CV by clicking on the appropriate link, or for more information or a confidential discussion, please contact Graeme Bradley on +61 2 9053 8990, or email graeme.bradley@avenir-consulting.com.au