Quantitative Analyst
Core
Designing and building quantitative models for ALM, dynamic hedging, and derivative overlays to manage market risks for institutional investors and superannuation funds.
Role type
Quantitative Analyst (Financial Risk Management)
Builds
Quantitative models for liability and asset management, risk/valuation models for derivative overlays, and stochastic models for retirement income strategies.
Domain
Financial services, Actuarial consulting, Capital markets
Deliverable
production ML models | product features
Required skills
Quantitative modeling, ALM, dynamic hedging, vanilla and exotic derivatives, embedded guarantees, stochastic modeling, capital markets, modern finance concepts, option pricing, portfolio theory
Preferred skills
Python, SQL, PowerBI, R, C++, C#, Bloomberg MARS
Responsibilities
Designing and building models to support ALM and dynamic hedging programs; Designing and building risk and valuations models for derivative overlays; Generating key performance, risk, and stress reporting; Developing stochastic models for retirement income strategies; Providing quantitative support for derivative valuation and risk models; Collaborating with capital markets and quantitative developers to enhance modeling capability.
Seniority
Mid-level, hands-on IC
