7+ years market risk quantitative analyst experience
Strong r or python programming skills
Experience with exchange traded derivatives pricing
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The ASX is seeking a Manager for Clearing Risk Quantitative Risk Methodologies to lead the development and testing of quantitative financial risk models as part of a transition to a cloud-based ETD clearing system. The role requires strong quantitative skills and experience in market risk, ideally within a clearing house or financial environment, and offers a hybrid work arrangement.
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Job Summary
The role involves leading the identification, documentation, and testing of changes to quantitative risk models during a major system replacement project.
Candidates must possess strong communication skills to represent complex quantitative models clearly to both business and technology stakeholders.
ASX fosters an inclusive workplace culture celebrating diversity and offers flexible working arrangements including hybrid options.
Matching Summary
Match Score: 75
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The ASX is seeking a Manager for Clearing Risk Quantitative Risk Methodologies to lead the development and testing of quantitative financial risk models as part of a transition to a cloud-based ETD clearing system. The role requires strong quantitative skills and experience in market risk, ideally within a clearing house or financial environment, and offers a hybrid work arrangement.
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Skills & Requirements
Must-have
7+ years market risk quantitative analyst experience
Strong R or Python programming skills
Experience with exchange traded derivatives pricing
Nice-to-have
Central Counterparty Clearing Risk experience
Agile environment working experience
Confluence and JIRA familiarity
Key Requirements
Minimum 7 years experience in clearing house or banking
Tertiary qualification in mathematics, statistics, or quantitative finance
Must be legally authorised to work in Australia permanently
Work Rights
Must have permanent work authorization without restrictions