Clearing Risk & Quant Programme (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Clearing Risk & Quant Programme (Fintech): Designing, building, and operating a clearing house’s risk and margining platform with an accent on quantitative modeling, risk management, and platform delivery. Focus on implementing production-grade quant models, calibrating margin methodologies, and managing participant exposures.
Location: Based in Australia or open to remote candidates who can work in the Australia time zone
Company
is a global management consulting group that leverages data science and digital strategy to help clients navigate complex business transformations.
What you will do
- Implement and maintain production-grade quantitative models for margin, stress testing, and sensitivities.
- Develop and calibrate margin, stress-testing, and default-fund sizing methodologies.
- Monitor participant exposures, margin coverage, and concentration risk on an ongoing basis.
- Define and maintain the product vision and roadmap for the clearing risk platform, owning the product backlog.
- Elicit requirements from stakeholders and document functional specifications and data flows.
- Collaborate between risk, quant, engineering, and regulatory stakeholders to ensure platform stability.
Requirements
- Significant experience in clearing, market, or counterparty risk, ideally at a CCP, exchange, or bank.
- Strong programming skills in Python and/or C++/Java (for developer roles).
- Advanced degree (Masters/PhD) in a quantitative discipline (for analyst roles).
- Proven experience as a Product Owner or Business Analyst on risk, trading, or clearing platforms.
- Ability to work within the Australia time zone.
Nice to have
- Direct experience with Australian or international CCPs (e.g., ASX Clear, LCH, CME Clearing).
- Exposure to CPMI-IOSCO Principles for Financial Market Infrastructures.
- Experience in a regulated market infrastructure or exchange environment.
Culture & Benefits
- 12-month fixed-term contract with possibility of extension.
- Opportunity to work on a next-generation financial risk platform.
- Engagement with a global consulting group with expertise across 40+ sectors.
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