About This Role
We are seeking a highly skilled Quantitative Analyst/Developer to join our team in this challenging and rewarding role. As a key member of the Clearing Risk Team, you will be responsible for researching and developing quantitative financial risk models to assess the risks faced by our organization.
Key Responsibilities
* Identify and prioritize key Clearing Risk models impacted by ETD clearing and data system replacement.
* Document changes needed to allow current models to continue functioning in their current capacity.
* Develop and document a plan to rigorously test all changes.
* Lead the changes and testing to safely migrate and test key Quantitative Risk models to new systems.
Requirements
* Strong quantitative technical abilities, problem solving, stakeholder management and communication skills.
* At least 7 years' experience as a market risk quantitative analyst/developer in a clearing house, banking, finance or related environment.
* Tertiary qualifications in a quantitative discipline (mathematics, statistics, engineering, quantitative finance, etc.).
* Knowledge of exchange traded and OTC products, derivatives pricing, and market data and conventions.
* Demonstrated ability to design pragmatic solutions to complex financial problems.
* Demonstrated experience in R and/or Python, working with large datasets.
* Excellent communication skills, technical documentation skills and ability to work independently.
About Our Organization
Our diverse workforce is essential to building and maintaining a fair and dynamic marketplace. We support flexible working and offer hybrid working options. If you need any adjustments during the application or interview process, please let us know.