| Job Title: |
Senior Quantitative Analyst, Strategy |
| Job Type: |
Ongoing, Full-time |
| Salary: |
$80,000 - $130,000 |
| Location: |
Melbourne | VIC |
| Broadband: |
FFMA 4 (EL 1 - EL 2)
(Executive Level 1, Executive Level 2) |
| Classification: |
Executive Level 1, Executive Level 2 |
| Agency Website: |
http://www.futurefund.gov.au/ |
| Agency Employment Act: |
PS Act 1999 |
Job Description
Duties
The position of Senior Quantitative Analyst within the Strategy team will be responsible for the provision of quantitative support for the strategy process, involving a diverse range of responsibilities including:
•Developing and maintaining economic and asset class models;
•Developing meausurements for portfolio level risk;
•Examining the link between macro-economic variables and asset pricing models; and
•Establishing and maintaining databases for a range of financial and economic indicators.
Eligibility
Tertiary and post graduate qualifications in computer science or mathematics essential with at least 5 years experience in financial or economic modelling. Matlab experience would be highly valued.
To Apply
| Selection Documentation: |
Paul Mann, 03 8656 6400, recruitment@futurefund.gov.au
|
| Position Contact: |
Paul Mann, 03 8656 6400 |
| Apply Address: |
Locked bag 20010,
Melbourne, Victoria, 3001 |
Applicants to employment opportunities notified in all formats of the electronic
APS Employment Gazette should be aware that the names of successful applicants
will also be notified in all formats of the electronic APS Employment Gazette.
This notice is part of the electronic APS employment Gazette
PS10 - 11 Mar 2010
Published by Australian Public Service Commission.
|