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About the Role
Join ASX, a leading global securities exchange and trusted market operator, as a Quantitative Analyst. This senior role involves developing quantitative risk methodologies for all ASX products, with a focus on new product initiatives, and contributing to the research, development, and validation of pricing and risk management models.
Responsibilities
- Develop and document quantitative methodologies to support new product roll-outs.
- Develop stress testing and margin methodologies for new products and initiatives.
- Contribute to the back-testing methodology and framework.
- Develop or contribute to various other quantitative methodology initiatives.
- Mentor and guide junior team members, ensuring timely and high-standard delivery of their work.
- Ensure new or modified models are documented to a high standard and follow appropriate governance processes.
- Interact significantly with internal stakeholders, including Credit Risk Policy, Market Risk Oversight, and Markets.
- Understand and meet stakeholder needs, implement feedback, and adhere to deadlines.
Requirements
- At least 7 years of experience as a market risk quantitative analyst in a clearing house, banking, finance, or related environment.
- Tertiary qualifications in a quantitative discipline (mathematics, statistics, engineering, quantitative finance, etc.).
- Deep knowledge of exchange-traded and OTC products, derivatives pricing, and market data and conventions.
- Demonstrated ability to design pragmatic solutions to complex financial problems.
- Advanced statistical analysis and modelling skills.
- Demonstrated experience in R and/or Python, working with large datasets.
- Excellent communication skills, technical documentation skills, and ability to work independently.
- Strong commercial acumen.
- Demonstrated experience collaborating effectively with a broad range of internal and external stakeholders, including senior management and regulators.
- Ability to explain technical subjects to non-experts verbally and in writing.
- Curiosity and strong problem-solving skills; self-motivated, highly resourceful, and receptive to constructive feedback.
- Collaborative team focus and willingness to own problems and their solutions.
- Focus on quality of outcome and continuous improvement, attention to detail, ability to deliver to deadlines, and ability to span several work streams.
- Must be legally authorised to work in Australia on a permanent basis without restrictions.
Skills
- Quantitative analysis
- Risk modelling
- Stress testing
- Margin methodologies
- Back-testing
- Derivatives pricing
- Market data
- Statistical analysis
- Modelling
- R
- Python
- Stakeholder management
- Communication
- Technical documentation
- Problem-solving
- Commercial acumen
- Collaboration
- Volatility surfaces
- Electricity derivatives
- Central Counterparty Clearing Risk
- Agile environment
- Confluence
- JIRA
Location
- Australia
Work Type
- Hybrid working options
- Full-time
- Part-time
Experience Level
- Senior
Education Level
- Tertiary Qualifications in a quantitative discipline
About the Company
- ASX powers Australia's financial markets, enabling a stronger economic future.
- ASX is a leading global securities exchange with a strong brand, known as a trusted market operator and an exciting data hub.
- The ASX team comprises talented individuals from diverse disciplines, running critical market infrastructure.
- Approximately 1 in 3 employees are in technology roles.
- ASX offers a unique complexity of roles across operations, program delivery, financial products, investor engagement, risk, and compliance.
- ASX fosters a workplace where diversity is celebrated and inclusion is part of the everyday culture.
- Employee-led networks champion LGBTIQ+ inclusion, gender equality, accessibility, wellbeing, giving, volunteering, and cultural/religious events.
- ASX is an AWEI Bronze employer and a member of the Champions of Change Coalition for gender equality.
- ASX supports flexible working and offers hybrid working options.
Equal Opportunity
- We make hiring decisions based on your skills, capabilities and experience, and of how you’ll help us to live our values.
- We encourage you to apply even if you don’t meet all the criteria of this role.
- If you need any adjustments during the application or interview process to help you present your best self, please let us know at careers@asx.com.au.
- Our diverse workforce is essential to build and maintain a fair and dynamic marketplace.
- We encourage you to apply if you are interested in part-time or other flexible working arrangements.