Senior Quantitative Risk Modeller — Stress Testing & Derivatives (Canberra)

Senior Quantitative Risk Modeller — Stress Testing & Derivatives (Canberra)

19 Oct
|
Susquehanna International
|
Canberra

19 Oct

Susquehanna International

Canberra

ASX Group is seeking a senior Quantitative Analyst to join the Clearing Risk Quant modelling team and help develop methodologies across ASX products, with focus on new initiatives. You will work with stakeholders across Credit Risk Policy, Market Risk Oversight and Markets, communicating complex models clearly. The role requires solid technical skills, problem solving, and ability to mentor junior staff while delivering high‑quality work to deadlines.

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📌 Senior Quantitative Risk Modeller — Stress Testing & Derivatives (Canberra)
🏢 Susquehanna International
📍 Canberra

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