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Location
Salary
$170000 per annum, Benefits: Competitive Salary l Strong Growth Potential l Flexible Work Environment
Job Type
Permanent
Ref
BH-170274
Contact
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
Posted
about 2 months ago
About us:
Work with one of the largest online stockbroking arm in Australia across the Market Risk team. The team has a few areas of focus: compliance, credit risk, market risk and operational risk. 


Role & Responsibility: 
* Work across numerous projects revolving around market risk:
   - Define apprpriate LVR setting for margin lending and margining settings for listed equity derivatives across ETFs, LICs, LITs and managed funds
* Develop and maintain risk visualisation tools.
* Review and challenge market risk related risk management practice implemented by the business and the Line 1 risk team via various projects.
* Build and enhance quantitative models to quantify risk exposures tied to the business’s risk appetite. 
* Coach and mentor junior a small team


Ideal Candidate:
* Strong understanding of financial markets - particularly the traded-market risk
* Quantitative / developer background - 
* Must know how to use: Excel - VBA, SQL, Access, R and Python. 
* Previous coding experience in C++ is ideal