Senior Quantitative Risk Modeller – Hybrid/Flexible Work

Australian Securities Exchange; Sydney; Hybrid; AUD 180,000 - 260,000; Full time

Benefits offered by this job

Restaurant stipend

Job summary

Australian Securities Exchange in Sydney, NSW, seeks a highly skilled Quantitative Analyst to join the Clearing Risk Quantitative Modelling Team in a senior role, focusing on developing methodologies for risk and new product initiatives. The team quantifies and evaluates risks using models for pricing and risk management.

You will quantify and validate models used for pricing and risk management, mentor juniors, and communicate complex concepts to business and technology stakeholders, with

Qualifications

• At least 7 years' experience as a market risk quantitative analyst in a clearing house, banking, finance or related environment.
• Tertiary Qualifications in a quantitative discipline (maths, statistics, engineering, quantitative finance, etc.).
• Deep knowledge of exchange traded and OTC products, derivatives pricing, and market data conventions.
• Demonstrated ability to design pragmatic solutions to complex financial problems.
• Advanced statistical analysis and modelling skills.
• Demonstrated experience in R and/or Python, working with large datasets.
• Excellent communication and technical documentation skills, ability to work independently.

Responsibilities

• Developing stress testing and margin methodologies for new products and initiatives.
• Contributing to back-testing methodology and framework.
• Developing or contributing to various other quantitative methodology initiatives.
• Mentoring and guiding junior team members to deliver high-quality work on time.
• Ensuring models and changes are well documented and governance-compliant.

Skills

Advanced statistics

Quantitative analysis

Problem solving

Communication

Education

Quantitative degree

Tools

Python

R

Confluence

JIRA

Job description

Australian Securities Exchange in Sydney, NSW, seeks a highly skilled Quantitative Analyst to join the Clearing Risk Quantitative Modelling Team in a senior role, focusing on developing methodologies for risk and new product initiatives. The team quantifies and evaluates risks using models for pricing and risk management.

You will quantify and validate models used for pricing and risk management, mentor juniors, and communicate complex concepts to business and technology stakeholders, with