Join the Global Market Risk team based in Sydney, building and maintaining models across all asset classes for the Group.
What role will you play?
As a Quantitative Market Risk Analyst, you will be responsible for building and maintaining Market Risk models, including regulatory capital models for Traded Market Risk (APS 116) and Interest Rate Risk in the Banking Book (APS 117). You will engage with stakeholders, develop new models, and enhance existing ones to meet the dynamic requirements of Market Risk.
What You Offer
- Solid understanding of fundamental quantitative/computational finance principles and excellent analytical and problem‑solving skills
- Proficient programming in Python, R, and SQL
- Effective communication with key stakeholders
- Tertiary qualification in finance, mathematics, statistics, engineering or a related quantitative discipline
- Ability to balance detailed day‑to‑day activity with longer‑term objectives
- Keen interest in financial markets
What We Offer
- 1 wellbeing leave day per year
- Up to 5 additional service bonus leave days per year
- Up to 20 weeks’ paid parental leave for primary caregivers, plus transitional leave and non‑primary caregiver leave
- 2 days paid volunteer leave and donation matching
- 12 months’ gender affirmation leave, including paid leave
- Employee Assistance Program and wellbeing benefits (skin & health checks, flu vaccinations)
- Wide range of salary packaging options
- Professional development opportunities, including reimbursement for memberships or subscriptions
- Hybrid and flexible working arrangements, dependent on role
- Reimbursement for work‑from‑home equipment
Our Risk Management Group operates as an independent and centralised function, providing objective oversight and reporting on Macquarie’s material risks. We are a global team that ensures proper risk management today and anticipates tomorrow’s risks.
We are committed to fostering a diverse, equitable and inclusive workplace. We welcome people from all backgrounds and provide reasonable adjustments during recruitment and selection. For more information, contact our team or visit Macquarie.com.
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