Quantitative Analyst
2 weeks ago
Worker Type: Permanent Here at BNZ, it's about more than just banking. We work together in an agile, energising environment to create innovative solutions through our promise "If you can imagine a better future, let's find a way." We support wellbeing, flexible working and have a generous leave offering. There is the opportunity for growth, learning and career development. No two days are the same. Mō te Tūranga | About the Role We have an exciting opportunity for someone to join our thriving Financial Markets team as a Quant Associate - based in Wellington. We sat down with our Head of Trading, and he let us know the following about the role: What does a day in the life of a Quant Associate look like?- Complete comprehensive quantitative analysis of key trades and portfolios to assess impact of valuation adjustments (XVA/FVA/CVA) and optimising RoE & RWA for the business.- Implementations of enhanced modelling tools & analysis across historical data-set to support risk management approach across the trading business. What is the team culture and environment like? Financial Markets is a fast-paced and dynamic environment, so if you enjoy being busy and working as part of a high performing team then you will thrive here Success in this role will be defined by providing quantitative expertise to support BNZ Markets to deliver against the pipeline of global & local projects and business changes flowing from the new/changed regulation and material changes in the financial markets and related risk landscape What attributes will this person display in order to be successful in this role? We are looking for someone with programming language experience including Python & SQL. You will also have: - Development and validation of mathematical models for pricing, risk management and trading strategies.- Experience creating quantitative tools whose value is proven by their on-going and consistent use. What do we want you to know before you apply? This role will be best suited to someone interested and involved in keeping up with evolving market trends and quantitative techniques. You will ideally have 1-3 years experience in a similar quantitative analyst role. Nau Mai ki te Pēke o Aotearoa | Come to the Bank of New Zealand - Ehara taku toa i te toa takitahi, engari he toa takitini" - Success is not the work of an individual, but the work of many.”_ Closing Date: 22 July 2025
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