- A degree in a highly quantitative discipline such as mathematics, statistics, physics, engineering, computer science, financial mathematics, or a related field.
- A strong foundation in probability, statistics, stochastic calculus, and numerical methods.
- Knowledge of quantitative techniques used in derivative pricing, such as Monte Carlo simulation, stochastic differential equations, and finite-difference/grid methods for solving pricing problems.
- An understanding of, or strong interest in, financial markets, derivatives, and quantitative modelling. Prior professional experience in these areas is helpful but not required.
- Experience using programming or analytical tools to solve quantitative problems.
- Experience with Python, C++, R or similar languages is beneficial.
- Exposure to additional analytical techniques such as regression, optimisation, or time-series analysis, whether through university coursework, research, internships, or professional experience.
- The ability to break down complex quantitative problems, challenge assumptions and communicate conclusions clearly.
- Strong written and verbal communication skills and an interest in collaborating with colleagues and stakeholders across different asset classes and global locations.
- A willingness to learn new financial products, modelling techniques and programming approaches.
- We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.
Job description provided by Macquarie Group.
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