My client is looking to appoint a Quantitative Investment Modelling Specialist to work across investment product design, valuation, and risk modelling within a highly specialised quantitative team.

Responsibilities

- Contribute to the design of investment and retirement product solutions by applying quantitative modelling techniques to structure analysis and decision support.
- Develop and enhance pricing, valuation, and risk models used to assess product features and portfolio exposures.
- Perform scenario analysis and Monte Carlo simulation to evaluate how products behave under different market conditions, including stress and tail events.
- Translate product requirements into quantitative model specifications and ensure assumptions are clearly defined and testable.
- Analyse model outputs to identify sensitivities, key risk drivers, and performance characteristics across different economic environments.
- Work closely with investment, actuarial, product, and risk stakeholders to communicate findings and support decision‑making processes.
- Support model validation, documentation, and internal review processes, ensuring outputs are well‑documented and suitable for governance use.
- Assist in improving existing modelling frameworks, tools,



and methodologies to increase efficiency, accuracy, and robustness.

What you’ll need

- 6+ years’ experience in quantitative finance, financial engineering, market risk, ALM, or related analytical roles.
- Strong understanding of stochastic processes, numerical methods, and simulation‑based modelling techniques.
- Hands‑on experience building or maintaining pricing, valuation, or risk models in a production or near‑production setting.
- Advanced programming skills in Python, C++, MATLAB, or equivalent languages used for quantitative analysis.
- Ability to interpret complex model results and communicate insights clearly to both technical and non‑technical audiences.
- Experience working across investment, product development, or risk functions in a structured finance or insurance environment.
- Exposure to structured investment products, retirement solutions, or long‑term liability‑driven products (advantageous).
- Strong analytical judgement with the ability to balance model complexity against practical usability.
- Must have PR / Citizenship for Australia – please email me on if keen to explore.

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📌 Quantitative Investment Modelling Specialist (City of Sydney)
🏢 Ethos BeathChapman
📍 City of Sydney