Quantitative Analysts - Financial Engineers - Sydney

We have a number of clients that are interested in adding to their quantitative / financial engineering development and trading teams.

Ideally we are looking for individuals who have a higher maths or computer science based educational achievement with an MBA or PhD preferred. This background should be complimented by at least 2 years experience gained within a financial environment. Funds,hedges funds or banking experience essential.

Extensive understanding of some or all of the following systems is required: Monte Carlo Simulation techniques, VAR calculation models (with exposure to the various VAR software modelling packages and databases), derivatives price models, scenario & stress testing. Statistical packages including SAS, STATA, Shazam, Eviews.

Extensive experience with various programming languages including VB, VBA, C, C++ and MATLAB. Good understanding of Stochastic Methods & Deterministic models in Economics and Finance.

If you would like to apply for this position, simply fill out your details here, enter your name in our reply box, attach a copy of your CV and click on the button to submit.

Alternatively, please apply for this position using the details below.
To apply for this position please call Nick Forte on:

02 9247 1218

Alternatively you can e-mail your resume to the address below:

Email your CV by clicking on the following link: ojdlAtfmfduqfstpoofm/dpn/bv
WHEN APPLYING FOR THIS VACANCY, PLEASE QUOTE REFERENCE NUMBER TF/SP/QAFE

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