Clearing Risk Analyst Role
The Quantitative Analyst Group is responsible for researching and developing quantitative financial risk models to assess the financial risks faced by ASX.
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 function in their current capacity.
* Develop and document a plan to rigorously test all changes.
* Lead changes and testing to safely migrate and test key Quantitative Risk models to new systems.
Requirements:
This role requires 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.
* Excellent communication skills, technical documentation skills, and ability to work independently.
* Demonstrated experience collaborating effectively with a broad range of internal and external stakeholders within and across different functional teams, and ability to deliver to deadlines.
* Curiosity and strong problem-solving skills, being self-motivated, highly resourceful, and receptive to constructive feedback.
Benefits:
ASX offers an impressive range of employee benefits and a flexible working environment underpinned by a friendly and collaborative culture.
* Support for flexible working arrangements.
* Hybrid working options.
* Background checks, including reference and police checks, completed as part of the onboarding process.
* Professional development opportunities.