The Model Risk Management team is a second-line of defence team responsible for the management of model risk relating to Clearing House risk models
Job Summary
The Model Risk Management team is a second-line of defence team responsible for the management of model risk relating to Clearing House risk models.
The role will involve adherence to the model risk framework, management of ASX Registers, development of challenger/benchmark models, and liaison with external stakeholders.
ASX fosters a workplace where diversity is celebrated and inclusion is part of our everyday culture, supporting flexible and hybrid working options.
Matching Summary
The Model Risk Management team is a second-line of defence team responsible for the management of model risk relating to Clearing House risk models.
Skills & Requirements
Must-have
model risk management framework
clearing risk platform enhancement
independent testing and validation
outcomes analysis
pragmatic analytical solutions
financial markets exposure
Nice-to-have
strong technical abilities
excellent communication skills
inquisitive nature
knowledge of ASX Derivatives products
understanding of end to end CCP activities
knowledge of Australian Financial regulatory environment
Key Requirements
strong knowledge of risk management concepts
experience with model validation, testing, and implementation
excellent academic qualifications in a quantitative discipline