Risk Manager - Developer

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The Risk Manager-Developer role is responsible for the continual improvement of tools and the measurement, monitoring and management of risk across Tibra. This role works collaboratively with the Trading teams to manage risk, and is suited to someone who enjoys complex quantitative analysis, has an affinity for financial markets, and who is looking to take the next step in their career. Tibra's trading desks operate across a variety of international markets, asset classes and trading styles. As such, the role is a unique opportunity to work with our global team and step up towards the leadership of projects and business relationships, with a data driven and dynamic workload.

 

Key Responsibilities:

  • Update and improve current data centralisation and reporting
  • Work with Trading and our Clearers/PBs/Brokers to review and set internal and external risk limits
  • Monitor, manage, escalate and report internal and external limit violations including market risk, capital, and drawdown limit violations
  • Review and sign-off on increased or new risk-taking capacity
  • Ensure capital requirements are maintained at Tibra's Clearers/PBs
  • Monitor and manage meeting haircut deficits and or margin calls 
  • Support the maintenance and development of Tibra's replications of its Clearer and Prime Broker risk (capital usage) models 
  • Review and keep abreast of risk related regulatory requirements
  • Proactively identify operational risks arising from Tibra’s people, processes, and systems and ensure that appropriate controls are in place
  • Maintain and develop Tibra's incident management frameworks, systems, and reporting
  • Be a key risk contact for the risk and relationship teams of our Clearers/PBs/Brokers 
  • Devising, developing, and implementing quantitative risk management methodologies, models, and tools
  • Deliver high quality model documentation that satisfies auditors and or external regulators

 

Experience & Skills:

  • High level of proficiency in Python and SQL
  • A minimum 4+ years of experience in a Risk Management or a Developer function within the financial services sector
  • Ideally had exposure to equity and fixed income derivatives including options, cash-based products, and strategies within a proprietary trading firm
  • Ability to apply coding skills to the design, development and deployment of risk management models, tools, and reporting
  • Experience with exchange and Clearer/PB/Broker margining systems and analysis
  • Familiarity with the relevant regulatory frameworks as it applies to risk management within the financial service sector
  • Solid knowledge of risk models, stress testing and timeseries analysis
  • Ability to apply mathematical principles to data analysis, problem-solving and decision making
  • Ability to work in a time-pressured and dynamic environment with a high degree of accuracy and concentration
  • Ability to collaborate effectively on issues affecting Tibra globally and to ensure group Risk processes are followed
  • A passion for financial markets and willingness to learn

 

Qualifications:

  • A Bachelor’s Degree or higher in a relevant field of study

 

Location:

This role can be based out of Tibra's Austinmer or Bondi Junction office, however the successful candidate will need to initially work from the Austinmer office for a period of time for training/onboarding purposes. 

 

What We Offer
In addition to working with smart and like-minded people every day, Tibra's benefits include:
•  A market leading, merit based bonus scheme
•  In house and external training opportunities
•  Generous leave allowances
•  Insurance cover
•  Massages and personal training
•  Healthy breakfast, lunch and snacks provided daily

 

Please click APPLY above to register your application.

 

Location

Sydney or Remote

Employment Type

Full-time

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