Get set for your next great career move.
How will I help?
- Based in Sydney CBD
- Brand new role
- Make an enterprise-wide impact
In this new opportunity you will be working within Westpac's Market Risk Analytics team responsible for quantitative modelling across both market and counterparty credit risk.
You will conduct analysis, research and development in support of the team's market and counterparty credit risk models, with emphasis on counterparty credit and recently developed models therein (i.e. IM and SA-CCR).
The role will also encompass the support of projects (including system enhancements and regulatory changes). What's in it for me?
You will build your profile internally and externally with stakeholders and be part of the future of a business that has been around for 200 years and whose vision is becoming the world's best service company.
You'll be working for an organisation that supports development, internal career moves and flexible working. Along with a competitive salary, you'll receive Westpac's generous benefits and a whole array of customer discounts. Being an integral part of the Westpac team, you will constantly be challenging the status quo and delivering high quality customer outcomes. What do I need?
Along with a post-graduate degree in quantitative finance/physics/maths/engineering or similar degree, we are looking for:
What is it like to work there?
- Experience with market risk and/or counterparty credit risk concepts such as VaR, PFE, CVA, FVA, IM and SA-CCR
- A sound knowledge of financial markets products and how they are priced
- Knowledge of analysis tools such as R/SAS/Python
- Exposure to databases such as SQL server or similar
- Experience programming in one or more of VBA, C/C /C# or Java (desirable)
- Good written and verbal communication skills
At the Westpac Group, we have a vision to be one of the world's great service companies - this means helping our people, customers and communities to prosper and grow. We aim to be leaders in diversity, flexibility and as an equal opportunity employer.
You will join one big, supportive team and working with us you'll discover new ways of working, and an exciting range of roles to showcase your skills. As an equal opportunity employer, we're proud to have created a culture where people can be their best, in an environment that values diversity and flexibility. And one where everyone belongs. How do I Apply?
Start here. Just click on the APPLY