Job Description

About the role

At ANZ our purpose is to shape a world where people and communities thrive. We\'re making this happen by improving the financial wellbeing and sustainability of our customers so they can achieve incredible things- whether they\'re buying a home, building a business, or saving for things big or small.

The Desk Quant Manager will be working as part of the Front Office Quants and Analytics team towards Sky platform support and build and will be based in Singapore.

Sky is an ANZ-developed front-to-back integrated risk management engine that provides a single source of real time pricing, valuation and risk management for markets related activity across ANZ. Launched in 2014, it has grown from being a rates-only platform to the preferred solution for all products at ANZ.

The role requires product knowledge in one or more of following asset classes, to understand and support pricing, risk, PnL, and VaR analytics for the various desks in ANZ markets business: a) Interest Rate b) Credit derivatives c) FX d) Commodity. Cross asset product knowledge including understanding of XVA framework (CVA, FVA, RWA, or KVA) and other aspects of counterparty credit risk management would be greatly advantageous.

What will your day look like

(a) Supporting the desks with their risk and pricing needs
(b) Supporting and enhancing the platform capabilities
(b) Assisting in functional and integration testing
(c) Work closely with stakeholders from various functions like FO, Tech, Market Risk, Finance for day-to-day trading activities or for additional platform enhancements
(d) 3rd Level of support for Sky platform

Role Type: Permanent, Full-time

What will you bring?

To grow and be successful in the role, you will ideally bring the following:

• Proven track record in Quant background and knowledge of the relevant markets\' product.
• Experience in dealing with internal and external clients and negotiating with clients and stakeholders at all seniority levels.
• Knowledge of regulatory framework and requirements in relevant countries.
• Experience with working in a team across multiple geographies and time zones is required
• Strong customer focus and ability to drive results

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?

There\'s something special about being part of ANZ. From the moment you join us, you\'re part of a team working towards a common goal: improving the financial wellbeing and sustainability of our millions of customers.

As a Purpose-led bank, we\'ve committed to delivering commercial and societal outcomes across environmental sustainability, financial wellbeing, and household affordability. We deliver these sustainability commitments with our customers, in our business and across the communities where we operate.

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 and community you need to take the next big step in your career, towards even bigger things in the future.

We offer a range of benefits tailored to the countries in which we operate including Health and Wellbeing programs and flexible working arrangements.

You\'ll also enjoy working in a diverse and inclusive workplace where the different backgrounds, perspectives and life experiences of our people are celebrated. We 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, let us know how we can provide you with additional support.

To find out more about working at ANZ or to view other opportunities visit www.careers.anz.com. You may apply for this role by visiting ANZ Careers and searching for reference ID 32209.

Job Posting End Date

17/03/2023 , 11.59pm, (Melbourne Australia)

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