Senior Quantitative Analyst
Core
Develop quantitative risk methodologies, stress testing, and margin frameworks for new financial products and initiatives at a securities exchange.
Role type
Senior Quantitative Analyst (Market Risk)
Builds
Quantitative models for pricing and risk management of exchange-traded and OTC products
Domain
Financial Markets / Derivatives / Risk Management
Deliverable
production ML models
Required skills
Market risk quantification, stress testing, margin methodologies, derivatives pricing, advanced statistical analysis, R, Python, technical documentation, stakeholder communication
Preferred skills
Volatility surface modeling, electricity derivatives, Central Counterparty Clearing Risk, RBA Financial Stability Standards, Agile development, JIRA/Confluence
Responsibilities
Develop stress testing and margin methodologies for new products; contribute to back-testing frameworks; mentor junior team members; document models and ensure governance compliance; interact with Credit Risk Policy and Market Risk Oversight teams
Seniority
Senior, hands-on IC with mentorship
