The Clearing Risk Quantitative Development Team is responsible for developing and maintaining software tools and applications to quantify, evaluate and monitor the clearing risks faced by ASX Central Counterparties
Job Summary
The Clearing Risk Quantitative Development Team is responsible for developing and maintaining software tools and applications to quantify, evaluate and monitor the clearing risks faced by ASX Central Counterparties.
Design, implement and test proprietary software solutions for credit and liquidity stress testing, margining calculations and reporting in C#.
We are proud to foster a workplace where diversity is celebrated and inclusion is part of our everyday culture.
Matching Summary
The Clearing Risk Quantitative Development Team is responsible for developing and maintaining software tools and applications to quantify, evaluate and monitor the clearing risks faced by ASX Central Counterparties.
Skills & Requirements
Must-have
C# application development
ASX exchange traded products
OTC interest rate derivative products
Derivatives pricing and risk management
Enterprise-grade CI/CD pipelines
Nice-to-have
Tertiary qualifications in quantitative discipline
Data visualization tools
HTTP-based APIs
Advanced SQL skills
AWS services experience
Key Requirements
Extensive experience in .Net/C#
Deep understanding of financial markets
5+ years developer experience in banking/finance
10+ years commercial development experience
Strong Communication skills
Demonstrated ability to work collaboratively
Ability to write and maintain technical documentation
Work Rights
Legally authorised to work in Australia on a permanent basis