Quant jobs / Sia

Clearing Risk & Quant Programme- 1 Year Contract, Multiple Roles & Levels

Sia advertises several twelve-month roles supporting an Australian clearing-risk platform. Quantitative tracks cover model development and implementation; the same advert also lists risk-management and delivery positions.

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.

For quant tracks, develop or implement margin and stress methodologies.
Validate models using backtests and sensitivity tests.
For clearing-risk tracks, assess exposures, collateral and default scenarios.

What they ask for

Required

Role-specific clearing or quantitative experience
Margin and risk-model knowledge
Technical analysis
Clear documentation and stakeholder communication

Preferred

Quant tracks: Python, C++, Java, R or MATLAB
CCP or regulated market-infrastructure experience

Education: Requirements vary: the senior quant track seeks an advanced quantitative degree or equivalent experience; no common minimum degree stated.
Experience: Several levels and roles; twelve-month contracts with possible extension and Australian-time-zone working.
Markets: multi-asset

How to prepare

Implement and backtest a clearing margin model.
Stress participant exposures and default-fund needs.
Document how research model outputs become controlled production calculations.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Sia’s site before applying: requirements, location and pay can change after we check them.

View the posting on Sia’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Sia and doesn’t handle applications.