Manager, Model Risk Management
Lead independent model validation within ASX’s second-line risk function. The role tests clearing, settlement and investment-risk models and develops quantitative challengers.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Validate assumptions, data and implementation in material risk models.
- Develop benchmarks and analyse backtests or sensitivity results.
- Coach reviewers and report model limitations and remediation.
What they ask for
Required
- Quantitative financial-risk analysis
- Independent model validation
- Model-risk governance
- Senior technical reporting
- Quantitative academic training
Preferred
- CCP margin or liquidity stress models
- C#, Python or SQL
- Education
- Strong academic qualification in a quantitative discipline; precise level not specified.
- Experience
- Extensive relevant model-validation and risk experience; no minimum years stated.
- Markets
- multi-asset
How to prepare
- Build an independent benchmark for a clearing margin model.
- Investigate backtest failures and model sensitivity.
- Prepare a validation report with evidence-backed remediation actions.
What to study
The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Australian Securities Exchange’s site before applying: requirements, location and pay can change after we check them.
View the posting on Australian Securities Exchange’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Australian Securities Exchange and doesn’t handle applications.