-Join our cross-functional, Credit Modelling team in Sydney who are responsible for all aspects relating to the measurement and provisioning of credit exposure including counterparty credit risk (CCR) exposure measurement and methodology.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?
As an Analyst, you will monitor breaches of approved counterparty limits and ensure compliance with trading policies, whilst supporting Front Office and Credit Analysts with queries relating to exposures and systems.You will assist in maintaining and developing processes and tools designed to monitor CCR model performance, analyse model output and prepare reports for stakeholders. In addition, you will ensure comprehensive and current documentation exists across all exposure processes and systems.- What you offer
- Advanced degree in a quantitative discipline, such as Mathematics, Statistics, Actuarial, Engineering, Computer Science
- Experience in financial services, ideally in investment banking or trading systems support
- Knowledge of financial markets products, market conventions and regulatory requirements
- Good knowledge of numerical methods, stochastic calculus and probability theory
- Strong communication and stakeholder management skills
- Programming skills in R, Python and C++ will be highly regarded
- 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 the Risk Management Group
Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie's material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk and prudential, and central.- Our commitment to diversity, equity and inclusion