Quantitative Analyst | Market Risk
vor 3 Wochen
Join our global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie’s market facing activities.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
What role you will play?Press space or enter keys to toggle section visibility
In this role you will be responsible for running and analysing VaR results, reporting to Senior Management and assisting with planning and management of team deliverables. You will devise model and process enhancements, calibrate model parameters and assist with the implementation of changes required for regulatory developments, in particular, the Fundamental Review of the Trading Book. You will assess the impact of regulatory capital from new products, businesses and trading strategies and work on the calculation of regulatory and economic capital, ensuring our compliance with APS116.
What you offerPress space or enter keys to toggle section visibility
- Excellent numerical and analytical skills
- Keen interest in, and fundamental knowledge of, financial markets
- Tertiary qualification in finance, mathematics, statistics, engineering or a related discipline
- Ability to balance being immersed in detailed day to day activities whilst managing longer term activities and objectives
- High performer with experience working in a fast paced and demanding environment.
- Experience or interest in coding, in Python or similar languages, is advantageous.
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In our Risk Management Group, you will be part of an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. Our divisions include Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Prudential Risk, and Risk Management Group Central.
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Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:
- Hybrid and flexible working arrangements
- One wellbeing leave day per year and up to five additional days leave based on length of service
- Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent
- Paid volunteer leave and donation matching
- Range of benefits to support your physical, psychological and financial wellbeing
- Access to a wide range of learning and development opportunities
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We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background.
If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.
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