19
February
Quantitative Analytics Developer (Python)
Talent - Brisbane Grove, NSW
Banking & Finance
Source: uWorkin
JOB DESCRIPTION
This Queensland government-owned energy company is looking for a Quantitative Analytics Developer to perform quantitative model design and development in preparation for a regulatory piece of work, as well as provide ongoing support and continuous improvement of these models.
Responsibilities
- Contribute to the ongoing development of the Quantitative Risk & Analytics Framework, which underpins the risk models and analytics to enhance the organisation's understanding of risk exposures, modelling potential market outcomes, and producing risk and performance measures.
- Remediate quantitative models that are written in R to Python using the model framework.
- Design and build models and tools to be used in analytical applications, levering the Quantitative Risk & Analytics Framework where possible.
- Research and continuous improvement on modelling; identify and implement best practices in quantitative model development.
- Ensure code is well documented and documentation kept up to date.
- Provide quantitative analytical skills for the purpose of supporting quantitative risk and trading strategies and decision making.
- Provide quantitative advisory services in relation to technical design of models and processes to support decision making.
- Communicate technical issues and concepts to peers and managers, and engage stakeholders to ensure successful outcomes for the business.
- Minimum 3 years practical experience in a trading, financial risk or data driven analytics/modelling team with a heavy focus on quantitative analysis and development.
- Proven ability to program at an advanced level in Python.
- Strong knowledge of key Python numerical and data science tools (pandas, numpy, xarray, etc.).
- Proven ability to design, build and implement data-driven quantitative models.
- Experience using Git and GitHub.
- Knowledge and experience following software development best practices (including version control, testing, documentation, etc.)
Michael.Tran@talentinternational.com
https://www.linkedin.com/in/michaeltntran/
Matt.brearley@talentinternational.com
https://www.linkedin.com/in/mattbrearley1/
For a list of all vacant positions, please see our website www.talentinternational.com