Risk Analytics

- Develop and maintain proprietary trade enhancement tools such as for regression analysis, portfolio transition (BOWIC) analysis, trade strategies, repack trade modeling, key market indicators and market data summaries.

- Develop Risk management tools such as risk trigger monitoring, analyses by entity, curve and book, LGD ladders, index decomp, beta adjusted risk

- Development of trade identification tools and portfolio simulation models

- Securitization: e.g. transaction modeling and analyses, static data maintenance

- Valuation of Structured trades, modeling cashflows

- Research / Due Diligence - qualitative and quantitative analysis, name specific event alerts, database searches, analysis using rating agency models

- MIS: performance analytics, daily risk reports, key risk and credit metrics and other management reporting.

- Compile and maintain a database of Aussie Corp bond primary issuance and secondary trades

- Fundamental credit research analyst to research bespoke companies (not covered directly by Aust analysts). This would support regular trade ideas/axes.

- Bank Balance Sheet Structured Credit Modelling

- Prepare pitch books where required

- Back testing on specific trades where required

- Trade Idea generation

- SPV management tools: e.g. assistance and support for entity and trade administration activities, modeling trades, valuation, collateral monitoring

Key Competencies

- Strong technical and quantitative background from a top tier mathematics or engineering school

- Requirements include superior analytical aptitude, problem solving abilities, statistics skills and excellent communication and presentation skills

- Motivated, fast thinking, dynamic professionals with financial markets knowledge

- Strong programming skills required (Excel & VBA, dbAnalytics)

- Desire to work in a fast paced, challenging environment