Quantitative Analyst
CurrentModel development on risk management of listed futures, equity options, and futures options.- Initial Margin- Stress Testing
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Adam Chen is listed as Quantitative Analyst at ASX at ASX, a with 971 employees, based in Greater Sydney Area, Australia. AeroLeads shows a matched LinkedIn profile for Adam Chen.
Adam Chen previously worked as Quantitative Analyst at Asx and Graduate - Quantitative Risk | Business Development at Asx. Adam Chen holds Bachelor Of Engineering (Honours), Electrical Engineering from Unsw.
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Adam Chen is a Quantitative Analyst at ASX at ASX.
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Model development on risk management of listed futures, equity options, and futures options.- Initial Margin- Stress Testing
Sydney, New South Wales, Australia
Quantitative Risk Management- Assessment of a historical market crash as an appropriate stress scenario in modern Australian markets.- Calibration of historical stress test scenarios for debt securities and foreign cash.- Clearing Risk Monitoring Dashboard providing risk analytics for CCP - ASX Clear and Clear (Futures) Business Development, Interest Rate Derivatives- Secured Overnight Funding Index Australia (SOFIA) beta version of a potential repo reference… Show more Quantitative Risk Management- Assessment of a historical market crash as an appropriate stress scenario in modern Australian markets.- Calibration of historical stress test scenarios for debt securities and foreign cash.- Clearing Risk Monitoring Dashboard providing risk analytics for CCP - ASX Clear and Clear (Futures) Business Development, Interest Rate Derivatives- Secured Overnight Funding Index Australia (SOFIA) beta version of a potential repo reference rate. - Analysis of existing product performance, and underlying market for new products. Show less
Hong Kong Sar
Project Assistant in the Asset Management and Operations Department.
Other employees you can reach at asx.com.au. View company contacts for 971 employees →
Mahdi Akbari
Colleague at AsxGreater Sydney Area, Australia
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Anand Balachandran
Colleague at AsxSydney, New South Wales, Australia
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Steven Butcher
Colleague at AsxGreater Sydney Area, Australia
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Patrick Conroy
Colleague at AsxSydney, New South Wales, Australia
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Janine Berry
Colleague at AsxAustralia
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Francoise Tissier
Colleague at AsxSydney, New South Wales, Australia
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Aaron Satyadasan
Colleague at AsxSydney, New South Wales, Australia
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Toby Clifton-Everest
Colleague at AsxBexley, New South Wales, Australia
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Kimberley Fry
Colleague at AsxSydney, New South Wales, Australia
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Uthpala Wimalarathne
Colleague at AsxGreater Sydney Area, Australia
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Adam Chen works for ASX.
Adam Chen is listed as Quantitative Analyst at ASX at ASX.
Adam Chen is based in Greater Sydney Area, Australia while working with ASX.
Adam Chen has worked for Asx and Clp.
Adam Chen's colleagues at ASX include Mahdi Akbari, Anand Balachandran, Steven Butcher, Patrick Conroy, and Janine Berry.
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Adam Chen holds Bachelor Of Engineering (Honours), Electrical Engineering from Unsw.
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