Quantitative/Senior Quantitative Associate

SKL Actuarial; Sydney; On-site; AUD 120,000 - 180,000; Full time

Job summary

SKL Actuarial in Sydney is seeking a Quantitative Associate to join the Investments and Capital Markets team to manage fixed income portfolios and develop analytical tools.

Candidates will bring 3+ years in quantitative roles in asset management or investment banking, experience with fixed income, and proficiency in SQL, Python, R, VBA; Bloomberg API is a plus; role is on-site five days.

Qualifications

• Degree in a quantitative field.
• Minimum of 3 years of experience in a quantitative/trading role in asset management or investment banking.
• Experience trading fixed income securities.
• Proficiency in SQL, VBA, Python & R.
• Experience building quantitative models and dashboards desirable (Power BI).
• Bloomberg API experience advantageous.

Responsibilities

• Portfolio management of passive and active fixed income strategies using optimisation techniques.
• Develop tools and analysis for equity and fixed income returns and risk, supporting systematic portfolios and broader portfolio management.
• Building and maintaining models and tools for fixed income portfolio management.
• Fixed income OTC trade management and execution.
• Assist portfolio managers with trade reviews, portfolio performance and oversight of exposures and risk attributes.
• Support the wider business with data analysis, investment reporting, performance and risk attribution and stakeholder communications.

Skills

SQL

VBA

Python

R

Education

Bachelor's in Data Science/Finance/Actuarial Studies/Mathematics or similar

Postgraduate degree (PhD, MSc) or CFA preferred

Tools

Power BI

Bloomberg API

Job description

Our client – one of the world’s largest fund managers and leaders in ETFs – is seeking a Quantitative Associate or Senior Quantitative Associate to join their Investments and Capital Markets team. This role is based in Sydney and on-site 5-days a week.

About the role

• Portfolio management of passive and active fixed income strategies using optimisation techniques.
• Develop tools and analysis for equity and fixed income returns and risk, supporting both systematic portfolios and the broader portfolio management group.
• Building and maintaining models and tools for fixed income portfolio management
• Fixed income over the counter (OTC) trade management and execution.
• Assist portfolio managers with trade reviews, portfolio performance and oversight of exposures and risk attributes.
• Support the wider business with data analysis, investment reporting, performance and risk attribution and stakeholder communications.

About you

• Degree in a quantitative field (Bachelor of Data Science, Finance or Actuarial Studies, Mathematics or similar. Postgraduate degree (PhD, MSc or CFA) is preferred).
• Minimum of 3 years of experience in a quantitative/trading role in asset management or investment banking.
• Experience trading fixed income securities.
• Clear and effective communication skills and able to interact with a range of stakeholders.
• Ability to make sound decisions in a fast-paced environment.
• Proficiency in advanced analytical tools desirable (SQL, VBA, Python & R).
• Experience building quantitative models and dashboards desirable (Power BI).
• Previous experience with Bloomberg API is advantageous.