Quantitative Manager | Interest Rate Risk Management
vor 3 Wochen
The Balance Sheet Management and Funding team work across high impact areas within Banking and Financial Services Treasury. We use our financial and numerical skills to optimise and monitor balance sheet opportunities in a dynamic and fast-growing bank.
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
As a Quantitative Manager, you will lead the development and implementation of Balance Sheet Management and IRRBB (Interest Rate Risk in the Banking Book) models to improve risk measurement and management in line with APS117 regulatory standards. You will work closely with colleagues in Product, Finance and Risk to optimise business opportunities within clearly understood and acceptable risk parameters in a high performing team supported by talented and technical peers, having a hands-on opportunity to develop IRRBB models.
What you offerPress space or enter keys to toggle section visibility
- Strong academic background in a quantitative degree such as mathematics, statistics, actuarial, engineering, or computer science
- Strong numerical and analytical skills, coupled with an ability to understand and succinctly explain complex data sets and concept
- Good understanding of financial markets and key risk factors for financial products
- Technical proficiency in SQL and a language such as R/Python.
- Experience in statistical predictive modelling within a banking/financial context is advantageous.
Press space or enter keys to toggle section visibility
Banking and Financial Services is our technology-driven retail bank. You will be part of a team that supports clients to achieve their full potential – whether that’s buying a home, growing a business, purchasing a car or investing to manage wealth.
Press space or enter keys to toggle section visibility
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
Press space or enter keys to toggle section visibility
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.
#J-18808-Ljbffr-
Senior Quantitative Researcher
vor 2 Monaten
Sydney, Österreich Quantitative Talent Ltd VollzeitSenior Quantitative Researcher / Trader - SydneySydney, Australia | Posted on 27/09/2023 Our client is a global quantitative trading firm. The firm is committed to developing its people, providing a collaborative and supportive work environment, and delivering exceptional returns. They are seeking a talented and motivated Quantitative Researcher & Trader...
-
Senior Quantitative Researcher
vor 4 Wochen
Sydney, Österreich Quantitative Talent Ltd VollzeitSenior Quantitative Researcher / Trader - SydneySydney, Australia | Posted on 27/09/2023 Our client is a global quantitative trading firm. The firm is committed to developing its people, providing a collaborative and supportive work environment, and delivering exceptional returns. They are seeking a talented and motivated Quantitative Researcher & Trader...
-
Senior Quantitative Analyst | Equity Risk
vor 3 Wochen
Sydney, Österreich Macquarie Bank Limited VollzeitSenior Quantitative Analyst | Equity Risk Join the Equity Risk Analysis Group as a Senior Quantitative Analyst where you will be part of the team that provides quantitative support to investment teams for equity and multi-asset strategies globally, as well as for the firm's senior management. At Macquarie, our advantage is bringing together diverse people...
-
Director, Interest Rates, Rural
Vor 4 Tagen
Sydney, Österreich eFinancialCareers Ltd. VollzeitDirector, Interest Rates, Rural & Corporate Sales, Markets AU/NZ Director, Interest Rates, Rural & Corporate Sales, Markets AU/NZ Rabobank Sydney, Australia Director, Interest Rates, Rural & Corporate Sales, Markets AU/NZ Rabobank Sydney, Australia Posted 1 day ago Permanent Competitive Director, Interest Rates, Rural & Corporate Sales,...
-
Product Manager
Vor 4 Tagen
Sydney, Österreich Bloomberg VollzeitProduct Manager - Rates E-Trading Sydney Posted Jun 28, 2024 - Requisition No. 126249 Bloomberg Electronic Trading Systems (ETS) offers premier multi-asset trading venues and services, including workflows for Australia Market participants trading Fixed Income instruments. As the Australia Rates E-Trading Product Manager, you will help drive the...
-
Product Manager
Vor 3 Tagen
Sydney, Österreich Bloomberg L.P. VollzeitBloomberg Product Manager - Rates E-Trading in Sydney , Australia SydneyBloomberg Electronic Trading Systems (ETS) offers premier multi-asset trading venues and services, including workflows for Australia Market participants trading Fixed Income instruments. As the Australia Rates E-Trading Product Manager, you will help drive the overall strategy...
-
Quantitative Analyst Investments
vor 3 Monaten
Sydney, Österreich TAL VollzeitCompany DescriptionWelcome to This Australian Life. From the millions of Australians we protect, to those that make it happen every day at TAL, people really are what we're all about. We want to grow with you. Achieve with you. And support you to do your best work. That's why we're focused on developing leadership, promoting diversity, rewarding excellence...
-
Product Manager
Vor 4 Tagen
Sydney, Österreich Bloomberg L.P. VollzeitBloomberg Electronic Trading Systems (ETS) offers premier multi-asset trading venues and services, including workflows for Australia Market participants trading Fixed Income instruments. As the Australia Rates E-Trading Product Manager, you will help drive the overall strategy and growth of the Australia Fixed Income trading business. You will develop...
-
Quantitative Analyst | Market Risk
vor 3 Wochen
Sydney, Österreich Macquarie Bank Limited VollzeitJoin 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...
-
Director, Interest Rates, Rural
Vor 5 Tagen
Sydney, Österreich Rabobank VollzeitDirector, Interest Rates, Rural & Corporate Sales, Markets AU/NZDirector, Interest Rates, Rural & Corporate Sales, Markets AU/NZ Corporate Finance & Investment Banking (Banking & Financial Services) Full time Competitive Salary + Bonus + Flexible working At Rabobank, our commitment to our employees and clients is at the heart of everything we do.As...
-
Quantitative Researcher
Vor 4 Tagen
Sydney, Österreich Campbell North Ltd. VollzeitA Global Medium-Frequency Trading firm based in Sydney is seeking a Quantitative Researcher to join it's team. They are a highly collaborative and flat-structured team built on great ideas implemented through sophisticated technology and diverse trading strategies. The team is made up of highly talented professionals specialising in everything from trading...
-
Associate – FX
vor 2 Monaten
Sydney, Österreich Bank of America VollzeitJob Description:At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.One of the keys to driving Responsible Growth is being a great place to work for our...
-
Associate – FX
vor 4 Wochen
Sydney, Österreich Bank of America VollzeitJob Description:At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.One of the keys to driving Responsible Growth is being a great place to work for our...
-
Global Quantitative Strategies Summer Analyst
vor 1 Woche
Sydney, Österreich ISTITUTO MARANGONI VollzeitWhat we’re looking for: Penultimate year Undergraduate, Masters or PHD student Outstanding academic achievement Mathematics, Engineering, Physics or Computer Science background required Strong programming skills required (preferably in an Object-oriented language such as Python, Java, C#, C++) Experience using Excel/VBA Database skills and exposure to...
-
Director, Interest Rates, Rural
Vor 4 Tagen
Sydney, Österreich Rabobank Gruppe VollzeitAt Rabobank, our commitment to our employees and clients is at the heart of everything we do.As the world’s leading specialist in food and agribusiness banking, one of our key strengths lies in our people who have a deep understanding of agriculture and are committed to adding long-term value for clients.Our culture is unique, because every day our people...
-
Analyst, Quantitative Credit Risk
vor 1 Monat
Sydney, Österreich Prospa Advance Pty Limited VollzeitAt Prospa, we exist to unleash the potential of every small business. We are building the future of small business and simplifying cashflow by building a leading platform that helps customers make payments, fund growth and reduce admin.The roleYou’ll work cross-functionally within the Credit Risk team and Prospa to prioritise and deliver initiatives that...
-
Analyst, Quantitative Credit Risk
vor 4 Wochen
Sydney, Österreich Prospa Advance Pty Limited VollzeitAt Prospa, we exist to unleash the potential of every small business. We are building the future of small business and simplifying cashflow by building a leading platform that helps customers make payments, fund growth and reduce admin.The roleYou’ll work cross-functionally within the Credit Risk team and Prospa to prioritise and deliver initiatives that...
-
Senior Analyst|Model Risk Management
vor 3 Wochen
Sydney, Österreich Macquarie Bank Limited VollzeitJoin our Model Risk team in Sydney who have global responsibility for ensuring the appropriateness and integrity of Capital, Provisioning and Stress Testing models across Macquarie. 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...
-
Global Quantitative Strategies Summer Analyst
vor 3 Wochen
Sydney, Österreich Bank of America Corporation VollzeitGlobal Quantitative Strategies Summer Analyst - 2025 - Sydney Please note the maximum number of applications that you can submit per recruitment season is 8. You are only allowed to submit:- 3 applications in total to U.S. and Canada programs- 2 applications in total to APAC programs- 2 applications in total to LATAM programs- EMEA applicants are limited...
-
Risk manager
vor 4 Wochen
Council of the City of Sydney, Österreich Northern Trust Asset Management VollzeitAbout Northern Trust:Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring...
