Senior Quantitative Analyst

Your responsibilities

• The Markets team within ASX is planning to launch a number of new products, targeting specific customer needs in the market. This role is for a senior quantitative analyst with extensive experience within a market risk function, to develop and document the quantitative methodologies required to support the role-out of new products in a timely manner. The successful candidate will be responsible for:
• Developing stress testing and margin methodologies for new products and initiatives.
• Contributing to the back-testing methodology and framework.
• Developing/contributing to various other quantitative methodology initiatives.
• Mentoring and guiding junior members of the team and ensuring their work is delivered on time to a high standard.
• Ensuring any new models or changes to existing models are documented to a high standard and follow the appropriate governance processes.
• This role will involve significant interaction with internal stakeholders, including Credit Risk Policy, Market Risk Oversight and Markets. Therefore, the successful candidate will need to be both technically proficient and an effective communicator. The ability to understand and meet stakeholder needs, a willingness to receive and implement stakeholder feedback, and adhere to deadlines is essential.

Must have

• At least 7 years’ 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 within and across different functional teams, in particular engagement with senior management and regulators.
• An ability to explain technical subjects to non-experts both verbally and in writing.
• Curiosity and strong problem-solving skills, being self-motivated, highly resourceful and receptive to constructive feedback.
• Collaborative team focus and willingness to own problems and their solutions.
• Focus on the quality of the outcome and continuous improvement, attention to detail and ability to deliver to deadlines, ability to span several streams of work at the same time.

Nice to have