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Senior manager - portfolio risk management and stress testing

Macquarie Group
Risk Management
Posted: 17 February
Offer description

Join our Portfolio Risk Management and Stress Testing team who provide enterprise-wide insights into balance sheet resilience by integrating stress testing, scenario analysis and portfolio risk assessment to support regulatory outcomes, capital strategy and senior management decision-making
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 31 markets and with 56 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 will you play?
You will play a leadership role in shaping Macquarie’s enterprise-wide stress testing and portfolio risk framework. The role sits at the intersection of balance sheet risk, capital resilience, and strategic decision-making, partnering closely with Group Treasury and Operating Groups across the organisation. You will be responsible for driving the evolution of the Group’s stress testing framework, scenario design, and portfolio risk insights to support regulatory outcomes (e.g. ICAAP) as well as commercial and strategic decision-making by senior management and the Board. In addition, you will oversee the development of severe but plausible scenarios and portfolio risk narratives, including macroeconomic, market, liquidity and idiosyncratic stress themes, translating these into clear insights for the business.
What You Offer
8+ years’ experience in portfolio risk, balance sheet risk, capital management, stress testing or a related risk/treasury functionStrong understanding of

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