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April

Senior Quantitative Analyst - Tmr

SUNCORP GROUP - Brisbane Grove, NSW

Any Industry
Source: uWorkin

JOB DESCRIPTION

The Role

We are currently recruiting for a Senior Quantitative Analyst (Traded Market Risk) to join the Data Analytics & Treasury Risk team. The Data Analytics & Treasury Risk team is responsible for measuring and managing risks within Suncorp Bank’s trading and banking book. The Senior Quantitative Analyst plays an important role within the Quantitative Services team to develop and maintain risk measurement models in compliance with APRA guidelines under both the standard and internal model approach for Suncorp.

Key Responsibilities

  • Maintain and develop models that measure interest rate risk, equity position risk and foreign exchange risk
  • Maintain and develop credit derivative risk measurement models for fixed income and counterparty positions
  • Model interest rate curves within the Bank’s risk measurement system
  • Provide quantitative support to the team and wider areas of the business (Excel VBA, QRM, OPICS etc.)
  • Document model theory, development and testing methodologies
  • Provide advice on interpretation and implementation of global financial industry regulations and standards included in APRA standards, Basel II and Basel III.

Skills & Experience

  • Degree in Quantitative Finance, Economics, Statistics / Mathematics, or Risk Mandatory
  • PhD/Masters in Finance, Mathematics or Applied Science Desired
  • Quantitative modelling skills (yield curve construction, bond pricing etc.)
  • Advanced VBA, SQL and QRM highly desired
  • Tableau, C++, R, SAS or similar experience will be preferred
  • Practical knowledge of banking products, financial markets and foreign exchange preferred
  • Understanding of APS 116, 180, 221 and 226.

Benefits

  • Discounts of up to 25% on our various Insurance, Banking & Superannuation products
  • Flexible working environment and arrangements; genuine focus on work-life balance
  • Numerous discounts with our corporate partners (retail & shopping / travel & holiday / health & wellbeing)
  • We offer support and various programs for our people: (Employee Assistance Program (EAP), Health & Wellbeing, Study Support, Employee Referral Program ($600), Facilities for nursing mothers, Company share options, Social club, Years of Service Recognition)

Culture

Working within the Suncorp Network we believe we are our best when our workforce is as diverse, talented and passionate as the communities in which we live and operate, and where our people feel included, valued and connected. We are passionate about inspiring our people by creating an inclusive culture, offering flexible work, career development and internal mobility, and building connected relationships amongst our team members and with our customers. Joining Suncorp, you will be joining an organisation which cares and is proud of our achievements in being recognised for:

  • Money magazine’s Bank of the Year and Business Bank for the third consecutive year (2018-2020)
  • Creating our Peace of Mind Package which provides immediate financial relief for customers (2020)
  • Developing our Small Business COVID-19 Relief Package to support our Insurance customers (2020)
  • Member of the RE100 Global Corporate Renewable Energy Initiative (2020)
  • Named an Inclusive Employer by the Diversity Council of Australia (2019-2020)
  • Employer of Choice for Gender Equality for sixth consecutive year (2014-2019)

If this opportunity sounds like the challenge you have been looking for please apply online today.

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