This is a rare and exciting opportunity, with at least 3 years project work to keep you fully occupied. Our client is a thriving Australian Financial Institution who is seeking an exceptional Quantitative Analyst to be a key member of their Analytics and Solutions group whose fundamental role is to help assist the Capital Markets and FX businesses make more money.

The role of Quantitative Analyst within this team requires you to act as a strong conduit between the business and technology as you assist in building the analytical model library with a particular focus on the debt & capital markets businesses. This will entail providing strategic assistance and support to the underlying spreadsheets in those businesses as well as creating a suite of financial functions and option models using the latest numeric techniques. You will enjoy operating in a RAD style development environment and openly contribute to the improvement and efficiency of current processes and systems.

To qualify, you will possess an exemplary academic background in Mathematics, and quantitative modeling with a thorough understanding and use of numeric techniques such as Finite differencing, Monte Carlo as well as Stochastic Calculus. Experience with the latest Financial Option Models such as Libor market model would be ideal. You are an expert in Debt and Capital Markets with specific first hand knowledge of Caps/Floors and Swaptions. You have a minimum 3 years practical experience as a Quantitative Analyst with strong C++ and source code management tools such as Subversion, CVS or Clearcase. Apart from business and technical skills, we are requiring a pro-active individual who has exceptional communication skills and a track record of forging strong relationships with the business. An exceptional career path awaits you.

For further details please telephone April Carter on (02) 9025 3992 or email your cv via the link below.