Model Risk Management Lead: Validation & Strategy

ASX Limited; Australia Landing (MS); Hybrid; USD 104,000 - 160,000; Full time

Job summary

ASX Group is a leading securities exchange powering Australia’s markets. The Model Risk Management Group oversees policy, standards and validation of models used in risk management, including reporting to governance bodies.

The role focuses on independent validation, challenge and continuous improvement across the model lifecycle. You will coach a quantitative team, ensure high standards of governance, and collaborate with Risk, Technology and external stakeholders in a hybrid, flexible work

Qualifications

• Extensive experience applying quantitative analysis to financial risk, including clearing, settlement or investment risk.

Responsibilities

• Shape and translate strategy into direction for clearing risk.

Skills

Quantitative risk analysis

Model validation

MRM governance

Senior stakeholder reporting

Quantitative degree

Education

Quantitative degree (math, stats, eng)

Tools

C#

Python

SQL

JIRA

Git

GoCD

Jenkins

Job description

ASX Group is a leading securities exchange powering Australia’s markets. The Model Risk Management Group oversees policy, standards and validation of models used in risk management, including reporting to governance bodies.

The role focuses on independent validation, challenge and continuous improvement across the model lifecycle. You will coach a quantitative team, ensure high standards of governance, and collaborate with Risk, Technology and external stakeholders in a hybrid, flexible work