full-time
Senior Quantitative Analyst - Counterparty Credit Risk
Westpac Institutional and Business
- Employer
- Westpac Institutional and Business
- Location
- Sydney
- Working pattern
- hybrid
About the role
Develop and enhance models for counterparty credit risk, derivative valuations, and XVA to support Financial Markets, Treasury, and Commodities. Collaborate with trading, risk, and technology teams to implement new capabilities and support the introduction of new products. Requires strong quantitative expertise in counterparty credit risk and proficiency in programming languages like C++, R, or Python. Candidates should have experience in mark-to-market model testing and a methodical approach to technical documentation.