Senior Quantitative Developer

When you join ASX, you’re joining a company with a strong purpose – to power a stronger economic future by enabling a fair and dynamic marketplace for all.

In your new role, you’ll be part of a leading global securities exchange with a strong brand. We are known for being a trusted market operator and an exciting data hub. 

Want to know why we are a great place to work, click on the link to learn more.

www.asx.com.au/about/careers/a-great-place-to-work

The ASX team brings together talented people from a diverse range of disciplines. 

We run critical market infrastructure, with 1 in 3 people employed within technology.  Yet we have a unique complexity of roles across a range of disciplines such as operations, program delivery, financial products, investor engagement, risk and compliance.

We’re proud of the diversity of our organisation and the culture of inclusion that all our people help to build every day. Our employee-led groups are known for celebrating cultural and religious events, championing LGBTIQ+ inclusion (recently achieving AWEI Bronze), inspiring giving and volunteering, promoting gender equality, and wellbeing.  We are an Employer of Choice for Gender Equality (WGEA) and a member of the Champions of Change Coalition for the advancement of gender equality in Australia. 

Your Team

The Clearing Risk Quantitative Development Team is a small team of developers with a range of technical and quantitative skills. We are responsible for developing and maintaining software tools and applications to quantify, evaluate and monitor the clearing risks faced by ASX Clearing. We work closely with Quantitative Analysts, Risk Control, Data Analytics and Model Validation to accurately capture and understand complex mathematical models, algorithms and reporting requirements.

Your responsibilities

• As a People Leader at ASX, you will not only be responsible for the core duties outlined below, but also for providing leadership, mentoring and coaching team members, and fostering a collaborative, inclusive team environment that encourages innovation and accountability (as articulated in our Leadership Principles).
• Design, implement and test proprietary libraries for credit and liquidity stress testing, margining calculations and reporting in C#.
• Synthesising and communicating complex requirements from quantitative models and translate these into structured, testable, maintainable software solutions
• Contribute to maintenance and production support of existing models, tools and scripts.
• Help to drive uplift and continuous improvement of our processes, applications and deployment frameworks.
• Work across the entire software development lifecycle from gathering requirements to planning, coding, testing, deployment and maintenance.

Your experience and qualifications

Must have

• Extensive experience in .Net/C# (or similar language) application development with an understanding of design patterns
• Hands-on experience working with AWS services for process and data integration. For example Airflow, Apache Iceberg, Athena, Kafka
• Deep understanding of vanilla financial markets products, especially lifecycle, pricing and risk management.
• Tertiary Qualifications in a quantitative field (computer science, mathematics, statistics, physics, engineering, quantitative finance etc)
• Ability to write and maintain technical documentation.
• Proven ability to work collaborative in a team environment

Nice to have

• Experience with Data visualisation tools such as Tableau.
• Prior experience with AWS migrations
• SQL skills

We make hiring decisions based on your skills, capabilities and experience, and how you’ll help us to live our values. We encourage you to apply even if you don’t meet all the criteria of this role. If you need any adjustments during the application or interview process to help you present your best self, please let us know.

At ASX Group, our diverse workforce is essential to build and maintain a fair and dynamic marketplace. We support flexible working and offer hybrid working options. Even if our roles are advertised as full-time, we encourage you to apply if you are interested in part-time or other flexible working arrangements.

We will arrange for successful candidates to have background checks, including reference and police checks completed as part of the on-boarding process.