Senior Quantitative Manager

See job description for details

  • Demonstrable career progression
  • Collaborative, high energy team environment
  • Based in Sydney

About The Role
The Framework team has a broad mandate, looking at valuation adjustments (VAs) from the perspectives of accounting and regulatory standards as well as implementation, through methodology and modelling. The incumbent in this role will be required to analyse and review and propose methodologies and models for making VAs. As such a maths-finance back ground is desirable with experience in Interest Rate and FX derivative products. The incumbent will also be required to support and maintain ANZs Valuation Framework and as such significant written and verbal communication capabilities are required. BAU work will involve analysing new trades and product. Given the scope of work required, to be successful, the incumbent will need to be eager to learn and to be a strong team player.

About You
To be successful in this role, you will ideally bring the following:
  • Working knowledge of valuation principles for linear and non-linear products across Rates and FX
  • Understanding of PnL attribution and risk dynamics understanding
  • Continuous Improvement Focus – ability and enthusiasm to work independently
  • Working knowledge of xVA pricing and industry implications
  • Very Strong written and verbal communication skills.
  • Good university degree in related area (mathematics, financial mathematics, finance etc).
About ANZ
ANZ is a leading regional bank with representation in 34 markets, focusing on core markets in Australia, New Zealand and Asia Pacific. As we continue our journey to build our global business and support our customers, we’re committed to attracting and retaining the best talent. We’ve made it our business to be an organisation where people strive, and are rewarded, for excellence.

At ANZ we aim to create a work environment where employee differences such as gender, age, culture, disability, sexual orientation, family and caring responsibilities and religion are valued.

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We work flexibly at ANZ. Talk to us about how this role could be flexible for you.

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