7+ years market risk quantitative analyst experience
Strong r or python programming skills
Experience with exchange traded derivatives pricing
ASX Operations Pty is seeking a Manager for Clearing Risk Quantitative Risk Methodologies, focusing on managing and migrating quantitative financial risk models to a new cloud-based platform. The role requires significant quantitative analysis and stakeholder management experience, with an emphasis on collaboration and communication
Job Summary
The role involves leading the identification, documentation, and testing of key quantitative risk models impacted by a major ETD clearing system replacement.
Candidates must possess strong communication skills to represent complex quantitative models clearly to both business and technology stakeholders.
ASX offers a diverse and inclusive workplace culture with flexible working options including hybrid arrangements.
Matching Summary
Match Score: 85
ASX Operations Pty is seeking a Manager for Clearing Risk Quantitative Risk Methodologies, focusing on managing and migrating quantitative financial risk models to a new cloud-based platform. The role requires significant quantitative analysis and stakeholder management experience, with an emphasis on collaboration and communication.
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