Quantitative Analyst

Full job description
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?
Apply quantitative skills and analysis to a range of projects which include new product development and modelling updates within our core systems.
Validation of pricing models, risk models and RWA models to ensure we are applying appropriate model governance across the business.
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.