Senior Quantitative Analyst, Market Risk (Hybrid)

ASX; Sydney; Hybrid; AUD 180,000 - 260,000; Full time

Benefits offered by this job

Hybrid working options

Background checks on onboarding

Job summary

ASX is seeking a highly skilled Quantitative Analyst to join the Clearing Risk Quantitative Modelling Team. The role focuses on developing quantitative risk methodologies for new product initiatives, with emphasis on stress testing, margins, and governance.

Strong technical problem solving and stakeholder communication are essential. The successful candidate will collaborate across Credit Risk Policy, Market Risk Oversight and Markets, mentor juniors, and ensure models are well-documented and

Qualifications

• Advanced statistical analysis and modelling skills.
• Demonstrated experience in R and/or Python, working with large datasets.
• Tertiary Qualifications in a quantitative discipline (mathematics, statistics, engineering, quantitative finance, etc.).
• Deep knowledge of exchange traded and OTC products, derivatives pricing, and market data and conventions.

Responsibilities

• Develop stress testing and margin methodologies for new products and initiatives.
• Contribute to back-testing methodology and framework.
• Develop/contribute to various other quantitative methodology initiatives.
• Mentor and guide junior team members to deliver high-quality work on time.
• Ensure new models or changes are documented and follow governance processes.

Skills

Communication skills

Problem solving

Collaboration

Self-motivation

Attention to detail

Education

Bachelor or higher in quantitative field

Tools

Python

R

Confluence

JIRA

Job description

ASX is seeking a highly skilled Quantitative Analyst to join the Clearing Risk Quantitative Modelling Team. The role focuses on developing quantitative risk methodologies for new product initiatives, with emphasis on stress testing, margins, and governance.

Strong technical problem solving and stakeholder communication are essential. The successful candidate will collaborate across Credit Risk Policy, Market Risk Oversight and Markets, mentor juniors, and ensure models are well-documented and