Senior Model Risk Manager: Validation & Strategy (Hybrid)

ASX Limited; Sydney; Hybride; AUD 180 000 - 240 000; Plein temps

Résumé du poste

ASX is seeking an experienced professional for the Model Risk Management Group, a second line of defence responsible for policy development, validation and oversight of material models used in clearing and settlement risk. You will lead a quantitative team, apply independent validation across the model life cycle, and collaborate with Risk, Technology and governance forums.

Strong knowledge of regulatory expectations and programming skills are essential.

Qualifications

• Extensive experience applying quantitative analysis to financial risk problems.
• Experience in model validation and independent challenge.
• Strong knowledge of model risk management frameworks and governance.
• Ability to produce senior-level reporting for management and regulators.
• Excellent academic qualifications in a quantitative discipline.
• Knowledge of ASX clearing, CCP risk, margin, liquidity stress testing.
• Understanding of end-to-end CCP activities and regulatory expectations.
• Programming or analytical tooling experience (C#, Python, SQL).
• Experience using collaboration tools like JIRA, GIT, GoCD, Jenkins.

Responsabilités

• Translate strategy into direction and take an enterprise view of clearing risk.
• Set priorities and manage delivery discipline across complex methodology work.
• Coach and develop a specialist quantitative team.
• Lead cross-functional partnerships across Risk, Technology and governance forums.
• Shape a dynamic future by ensuring model risk policy adherence.
• Provide independent validation and challenge of high/medium risk models.
• Maintain model inventory, validation records and decision evidence.
• Support external reviews, regulatory engagement and management reporting.

Connaissances

Quantitative analysis

Model validation

Stakeholder engagement

Report writing

Regulatory knowledge

Formation

Bachelor's/Master's in quantitative field

Outils

JIRA

GIT

GoCD

Jenkins

Python

SQL

C#

Description du poste

ASX is seeking an experienced professional for the Model Risk Management Group, a second line of defence responsible for policy development, validation and oversight of material models used in clearing and settlement risk. You will lead a quantitative team, apply independent validation across the model life cycle, and collaborate with Risk, Technology and governance forums.

Strong knowledge of regulatory expectations and programming skills are essential.