Senior Quantitative Analyst
Develop clearing-risk models for ASX, with a focus on new products. The senior role designs margin, stress and backtesting methods and explains them to business and regulatory stakeholders.
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.
- Develop margin and stress methodologies for product launches.
- Improve backtesting and quantitative risk frameworks.
- Document model changes and mentor analysts.
What they ask for
Required
- Market-risk quantitative methods
- Statistical modelling
- Derivatives and market-data conventions
- Python or R
- Technical documentation
Preferred
- Volatility surfaces or electricity derivatives
- CCP risk and production software
- Education
- Tertiary qualification in a quantitative subject; level not specified.
- Experience
- At least 7 years as a market-risk quantitative analyst; unrestricted permanent Australian work rights are required.
- Languages and tools
- Markets
- multi-asset, options
How to prepare
- Build and backtest a margin model for a derivative product.
- Stress model coverage under changing volatility and liquidity.
- Write a model document connecting assumptions, tests and limitations.
What to study
- Quantitative Risk Management
- Derivatives Pricing and Computational Finance
- Counterparty Credit Risk and CVA
The Risk 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.