Why This Role Stands Out
This hybrid role at Westpac Group offers a fantastic opportunity to shape cutting-edge quantitative models and analytics within a dynamic front-office team, directly impacting crucial risk management for markets, treasury, and commodities. You'll thrive here if you're a skilled Senior Quant Analyst eager to deepen your expertise in counterparty credit risk and XVA, collaborating closely with trading and tech to deliver impactful solutions. Apply now to join a reputable institution and advance your career in a rewarding environment.
Quick Overview
Job Description
Westpac Group in Sydney, Australia, is seeking a Senior Quantitative Analyst specialized in Counterparty Credit Risk to join a front-office quantitative team. You will help develop and refine models, analytics and risk capabilities for markets, treasury and commodities, working with trading, risk and tech teams to deliver practical, scalable solutions.
The role involves enhancing the counterparty credit risk platform, exposure modelling, and CVA work within a fast-moving financial markets
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