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Risk Model Development Specialist

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Sydney, New South Wales, Australia beBeeAnalyst Full time $80,000 - $100,000
Quantitative Modelling Specialist

The purpose of this role is to develop quantitative methodologies that enable new products within a clearing house risk management framework. This involves close collaboration with the Markets and Risk Management teams to develop risk models that support new product offerings.

Key Responsibilities:
  • 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.

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.

Requirements:

To be considered for this role, you 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.

You should also possess excellent communication skills, technical documentation skills and the ability to work independently. Additionally, strong commercial acumen and the ability to explain technical subjects to non-experts are essential.

Benefits:

This role offers a unique opportunity to join a leading global securities exchange and be part of a dynamic team that develops innovative quantitative methodologies. You will have the chance to work closely with experienced professionals and contribute to the success of the organization.

The successful candidate will be offered a competitive salary and benefits package, as well as opportunities for professional development and growth.