What’s the role?

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You’ll be part of a highly skilled front-office quant team working within the Systematic Trading and Quants (STAQ) group. The team is critical to derivative valuations and counterparty credit risk across Financial Markets and Treasury, building and maintaining models that underpin trading and risk management.

In this role, you’ll implement stochastic volatility and term structure models to price complex payoffs, optimise existing models, and develop efficient numerical pricing solutions using PDEs. You’ll collaborate closely with traders, model risk, and technology teams to deliver innovative solutions that enhance business performance.

This is an exciting opportunity to apply advanced mathematical techniques to real-world problems on the trading floor. This is a 12-month fixed term role based in Sydney, reporting to the Head of Quantitative Analytics.

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What do I need?

To succeed, you’ll bring:

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• Strong applied mathematics and financial experience in FX or Interest Rate derivatives.
• Expertise in numerical methods for PDEs and stochastic modelling.
• Ability to implement and optimise pricing models in production systems.
• Collaborative mindset to work with stakeholders across business units, risk, and technology.
• A PhD or equivalent experience in quantitative finance, mathematics, or related field is highly regarded.

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