full-time
Senior Quantitative Analyst - Counterparty Credit Risk
Westpac Group
- Employer
- Westpac Group
- Location
- Sydney
- Working pattern
- hybrid
About the role
The role involves managing and enhancing models used for counterparty credit risk, derivative valuations, and XVA within a front-office quantitative team. You will collaborate with trading, risk, and technology teams to develop new capabilities and support the introduction of new financial products. Candidates must possess strong quantitative expertise in counterparty credit risk or XVA and proficiency in programming languages such as C++, R, or Python. A methodical approach to model testing and documentation is required, along with strong communication and collaboration skills.