Senior Analyst | Counterparty Credit Risk

vor 1 Monat


Sydney, Österreich Macquarie Group Vollzeit

Senior Analyst | Counterparty Credit RiskAs a Senior Analyst, you will make improvements to existing counterparty credit risk models and assist in developing new models' methodologies and tools compliance with internal and regulatory requirements.
You will also have the opportunity to calibrate risk factor evolution model parameters for newly traded assets and assets not yet modelled in the system.
You will maintain and develop processes and tools designed to monitor model performance, analyse model output and prepare reports for stakeholders, and reduce the use of legacy non-simulation-based models.
In addition, you will ensure comprehensive and current documentation exists across all counterparty credit risk processes and systems, whilst supporting Front Office and Credit Analyst queries relating to counterparty credit risk.
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