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Senior manager - quantitative liquidity modelling

Sydney
Macquarie Group
Posted: 4 June
Offer description

Our Banking and Financial Services Treasury team manages key activities that support the stability and performance of our business, including funding, liquidity, interest rate risk management, capital, provisioning, and regulatory reporting. We partner closely with teams across product, credit, finance, technology, data, and central risk and financial management groups to deliver solutions that enable strong business outcomes within clear risk boundaries.

What role will you play?

In this role, you will lead the development of quantitative funding and liquidity models to meet regulatory expectations and strengthen our capabilities for balance sheet optimisation and managing funding and liquidity risk.

What You Offer

* 7+ years' of experience in quantitative modelling within financial services, with clear career progression
* Proven experience in liquidity and deposit modelling, including stress testing or behavioural modelling
* Strong knowledge of statistics and quantitative methods, supported by a degree in mathematics, statistics, engineering or actuarial science
* Experience leading small teams of 2–3 people and supporting the growth of junior colleagues
* Strong communication skills with the ability to explain complex modelling concepts to non-technical stakeholders

What We Offer

Benefits

At Macquarie, you're empowered to shape a career that's rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on employment type, include:

* 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 along with 12 days of transition leave upon return to work, and 6 weeks' paid leave for non-primary caregivers
* 2 days of paid volunteer leave and donation matching
* Up to 12 months' gender affirmation leave, including 6 weeks' paid leave
* Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
* Access to a wide range of salary packaging options
* Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
* Hybrid and flexible working arrangements, dependent on role
* Reimbursement for work from home equipment

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, family and domestic violence 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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