The Balance Sheet Management and Interest Rate Risk team works across high-impact areas within Banking and Financial Services (BFS) Treasury. We use our financial and numerical skills to model, optimize, 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 31 markets with 56 years of unbroken profitability. You'll be part of a friendly and supportive team where everyone - no matter their role - contributes ideas and drives outcomes.
What role will you play?
You will work closely with the Finance, Product, and Group Treasury teams to model, optimize, manage, and monitor the cost of funds and balance sheet outcomes. You will develop a deep understanding of what drives a bank's P&L and use your analytical and financial modelling skills to deliver risk and commercial insights to senior stakeholders. Working within a high-performing team, you will be supported by talented and technical peers. In this role, you will be responsible for the quantitative modelling of behavioural assumptions related to banking products, hedging fixed-rate lending and deposit products, and monitoring IRRBB metrics against limits.
What you offer
* Strong academic background in a financial or quantitative degree such as actuarial, mathematics, computer science, engineering, finance, or accounting
* Substantial years of prior experience in quantitative modelling, with technical proficiency in statistical modelling using R/Python and SQL
* Strong communication skills with the ability to explain complex concepts simply to senior stakeholders
* Understanding of treasury concepts, including Cost of Funds, Transfer Pricing, and Interest Rate Risk in the Banking Book, is advantageous
We love hearing from anyone inspired to build a better future with us. If you're excited about the role or working at Macquarie, we encourage you to apply.
About Banking and Financial Services
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, or investing to manage wealth.
Our commitment to diversity, equity, and inclusion
We are committed to fostering a diverse, equitable, and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, neurodiversity, religion or belief, disability, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process. To learn more, contact our team by clicking here. Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know in the application process.
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