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About Us. Standard. At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.. About The Role. As a Quantitative Analyst within ANZ Market Risk, your role is to support the Markets business to meets its growth aspirations and its regulatory obligations through the validation of valuation and risk models across Traded and Non-Traded Market Risk and Counterparty Credit Risk. You will act as a subject matter expert to a range of stakeholders across Markets Risk and the wider Markets Business to maximise the flow of technical and practical knowledge within the group.. Banking is changing and we’re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you’ll be building your future, while helping to build ours.. Role Type: Permanent. Role Location: Acacia,Bengaluru. Work Hours: Regular. What will your day look like?. As an Quantitative Analyst, you are accountable for :. Design, model, develop and maintain independent market risk benchmark models. Provide effective challenge to model assumptions, mathematical formulation and implementation. Assess and quantify model risk due to model limitations and determine mitigating factors and controls.. Provide support fo development and maintenance of Markets Risk measurement systems and associated processes. Proactively remediate outstanding risk methodology issues including participation in risk methodology discussions with Technology teams and model developers (inclusive of third-party vendors).. Provide proactive quantitative risk support to Front Office, Markets Risk product managers, Markets Finance, Treasury and Banking Book. Maintain relationships with Risk Managers to maximise the flow of technical and practical knowledge within the Group.. Provide excellent key Stakeholder Management of internal & external stakeholders. Anticipate issues & influence decisions, negotiate outcomes and communicate them in an effective and timely manner; proactively identify project management issues affecting delivery and suggest solutions.. Establish a reputation for credibility, integrity and technical excellence of the team as a whole with stakeholders.. Assist in the provision of quantitative outcomes required to achieve excellent audit outcomes; prepare audit documentation on quantitative issues & explicit role in liaising with auditors as a quantitative SME as required.. Establish a good working culture (open, collaborative & efficient) in any small groups you are part of. Be seen as a role model within and outside the validation team. Help embed a great risk culture in ANZ. Ensure all initiatives are undertaken in accordance with established risk and compliance principles and policie. What will you bring?. To grow and be successful in this role, you will ideally bring the following:. Experience in Financial Markets across multiple asset classes. Experience in Market Risk in a quantitative role w/in Front Office or Risk. Sound knowledge of Financial Mathematics including derivatives products such as Interest Rate Derivatives, Foreign Exchange Options and Equity/Commodity derivatives. Expertise in C/C++ and Python. Experience in financial mathematics, quantitative models such as Hull-White, LGM, Libor Market Model, Stochastic Local Vol etc. Ability to communicate regulations, policies and procedures concepts to a wide variety of staff. You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.. So why join us? (Global). From the moment you join ANZ, you'll be doing meaningful work that will shape a world where people and communities thrive.. But it's not just our customers who'll feel your impact. you'll feel it too. Because at ANZ, you'll have the resources, opportunities, and support you need to take the next big step in your career.. We're a diverse bunch at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more.. At ANZ, you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. That's because we're committed to building a workplace that reflects the diversity of the communities we serve. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirement, let us know how we can provide you with additional support.. To find out more about working at ANZ, visit https://www.anz.com.au/careers . You can apply for this role by visiting ANZ Careers and searching for reference number 97559.. Job Posting End Date. , 11.59pm, (Indian Standard Time). Show more Show less
