Clearing Risk & Quant Programme- 1 Year Contract, Multiple Roles & Levels
Core
Design, build, validate, and operate a clearing house's risk and margining platform for an Australian market Financial Services client.
Role type
Senior IC quantitative analyst and risk engineer (clearing)
Builds
Production-grade risk and margining engines, calculation libraries, and regulatory reporting pipelines
Domain
Financial services, clearing, market risk, and quantitative modeling
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Python, C++, Java, numerical methods, linear algebra, statistics, margining, stress testing, default management, model validation, Agile/Scrum, product backlog management, requirements elicitation
Preferred skills
Experience with CCPs (ASX Clear, LCH, CME Clear), CPMI-IOSCO Principles, regulated market infrastructure, MATLAB/R
Technologies
Python, C++, Java, MATLAB, R
Responsibilities
Implement and maintain quantitative models in production code; Develop and calibrate margin and stress-testing methodologies; Monitor participant exposures and concentration risk; Define product vision and roadmap for the risk platform; Elicit requirements and document functional specifications for risk processes
Seniority
Senior, hands-on IC