Junior Quantitative Analyst, Melbourne CBD Job at ANZ Banking Group – Melbourne VIC

About the role

Understand and implement regulator and risk capital requirements

Write accurate, reliable, and fast code to determine portfolio returns

Work with a diverse and highly skilled team to model complex pricing and returns

As a Junior Quantitative Analyst, you will be responsible for estimating risk measures, cash flows and returns for the Institutional loans business. This will involve understanding and implementing complex regulator formulas; reconciling variations between realised and actual risk measures; and continually enhancing the calculation engine powering an industry-leading pricing tool that evaluates over AUD 150 bn of loans p.a. globally.

Role Location: Melbourne CBD

Role Type: Full-time, Permanent

What will your day look like

You will be working with an experienced and diverse team of experts in finance and software development. Many team members have PhDs, covering Monetary Economics, Quantum Physics to Biology. The team has a wide range of experience including former traders, trading quants, finance analysts (CFA), actuaries and mechanical engineers.

While working in this team you will be trained to develop in C# using best practices for both design and speed, as well as the opportunity to learn other programming languages such as R, JavaScript and SQL. You will be trained on how to calculate and understand bank capital, risk, relevant economics and how to appropriately apply data-science techniques for presentation.

What will you bring?

To be successful in the role, you will have the following experiences, knowledge and skills:

A demonstrable ability programming in any language.

Strong technical and problem-solving skills.

Strong knowledge of the fundamental concepts of finance.

Good comprehension and communication skills.

To grow and be successful in this role, you will ideally:
Be able to learn quickly and work independently on large complex projects.

Think deeply and create innovative solutions for complex programming and applied math problems.

Focus your activities and energy on understanding and meeting business objectives.

Be collaborative, dedicated to excellence, and committed to continuous improvement.

Be adaptable, enthusiastic and innovative in meeting complex business requirements.

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 number 24269.

Job Posting End Date

06/02/2023, 11.59pm, (Melbourne Australia)

About the Company

Company: ANZ Banking Group –

Company Location:  Melbourne VIC

Estimated Salary:

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About ANZ Banking Group -