Senior Manager, Algorithmic Trading & Machine Learning

Sydney

Key Responsibilities:

• Develop model risk management and valuation strategies associated with algorithmic trading processes and models (Algo) and Machine Learning (ML) across the group
• Ensure quantity of independent validation deliverables
• Ensure quality and delivery of policy, standards and other risk management documents associated with Algo and ML models
• Represent model risk at Algo Governance forums and interface with Operational Risk and Compliance teams in relation to broad ML risk management frameworks and toolkits
• Contribute to Algo and ML model policy and reporting

Key Requirements:

• Excellent tertiary qualifications in an applied mathematical or quantitative discipline
• 7+ years' experience within a data science or trading development team
• Fluency in programming (Q, Python, R or equivalent) and associated data science tools (Docker, Git, CI, and analytic notebooks).
• Commercial exposure to Algorithmic Trading
• Clear understanding of regulatory requirements (MiFID II RTS 6, PRA PS12/18) is preferred

If you are interested in learning more about this opportunity please contact Olivia on 0409 356 856 or simply click APPLY.

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