Quantitative Analyst
HybridSydney, New South Wales, Australia
Job Summary
Design and build quantitative models for asset-liability management, dynamic hedging, and derivative overlays to manage market risks for insurers and superannuation funds. Generate performance, risk, and stress reporting for clients while developing stochastic models for retirement income strategies and embedded guarantees. Provide quantitative support for derivative valuation, risk, and attribution models, collaborating with global teams to enhance automation platforms using internal systems and external tools like Bloomberg MARS. Present key deliverables to internal and external stakeholders. This role supports Milliman's Financial Risk Management practice, which advises institutional clients on over AUD $350 billion in global assets.
Required Qualifications
- 3-5 years of quantitative experience in investments, market risk management or retirement income products
- Understanding of capital markets and modern finance concepts (option pricing, portfolio theory, etc)
Desired Qualifications
- Proficiency in Excel and Python, experience of SQL, Python, PowerBI, R, C++, C# and other programming languages is a plus
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