Quantitative / Risk Analyst Modelling
Queensland Based

 

Quantitative analyst to support the risk-reporting department of Energy Company.  Must have good SQL skills.

Main role is to assist in the development and reporting of financial risk measures associated with this energy retailer’s activity.

 
Ideal experience would include reporting VaR, CVaR, credit mark to market, position limits, short-term earnings at risk based on model of physical energy market and associated activities. However, a heavy risk modelling background from within the banking industry would be of interest.

 
This is a fixed term 6 month contract.

Please contact: 
 
Nick Forte
Select Personnel Pty Ltd
Level 17 Australia Square
264 George St
SYDNEY, NSW 2000
Ph: 9247 1218
Fax: 9251 4187
nick@selectpersonnel.com.au
 

Apply now. Posted 19 August 2005.
**Mention you saw it on the AustMS website**