The Risk and Compliance Department is seeking a Lead Analyst in its Portfolio Risk and Compliance (PRC) team to be the Department subject matter expert on the pricing, valuations, and risk management practices/conventions for financial instruments ? primarily for Cross-Currency Basis Swaps (CCBS), but potentially (medium-term) for other products in the RBA?s portfolio.
The Role:
This is a newly created quantitative and systems-focused role, and you will drive the design and maintenance of mathematical models for pricing financial instruments and producing risk analysis and metrics on these instruments. You will require advanced quantitative skills on financial market instruments to work on data requirements and trading system configuration and implementation in relation to financial instruments, as well as testing, producing documentation and training, and acting as a technical liaison between business stakeholders and project teams. More specifically around CCBS, this would involve developing expertise on the CCBS valuation process and its ... Click here to view more detail / apply for Lead Analyst, Financial Instrument Specialist
The Role:
This is a newly created quantitative and systems-focused role, and you will drive the design and maintenance of mathematical models for pricing financial instruments and producing risk analysis and metrics on these instruments. You will require advanced quantitative skills on financial market instruments to work on data requirements and trading system configuration and implementation in relation to financial instruments, as well as testing, producing documentation and training, and acting as a technical liaison between business stakeholders and project teams. More specifically around CCBS, this would involve developing expertise on the CCBS valuation process and its ... Click here to view more detail / apply for Lead Analyst, Financial Instrument Specialist
