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Senior Analyst – Capital & Aggregate Risk Measurement


Do you have an interest in understanding the risks faced by diversified financial institutions? Are you looking for a challenging role as part of a dynamic team? Join our Aggregate Risk team, who play a key role in providing valuable insights across Macquarie’s aggregate risk profile and financial strength using both the Enterprise-Wide Stress Testing and Economic Capital frameworks.

As a member of the team, you will play a key role in driving the development of material components of Macquarie’s stress testing framework, as well as supporting the delivery of enterprise-wide stress testing exercises (including ICAAP and regulatory stress tests).

You will be particularly involved in supporting the ongoing development of Macquarie’s enterprise-wide stress testing methodologies and processes, particularly relating to wholesale credit risk and counterparty credit risk exposure modelling techniques, and helping to drive forward looking insights for the firm.

The role offers plenty of exposure and the opportunity to collaborate with global stakeholders across the organisation, including all of Macquarie’s operating businesses, Risk, Economist, Finance and Treasury teams, including engagement with senior management.

To be successful in this role, you will need to bring the following key skills and experience:

  • Post-graduate working experience in a related role or one which provides for transferable skills within a financial institution, consultancy practice, regulatory body or rating agency
  • An academic background in economics, finance or mathematics, with an understanding of macroeconomic concepts
  • Keen and broad interest in financial markets, including current and prospective macro-economic, financial, commodity and asset management market trends
  • Familiarity with either wholesale credit risk (IFRS 9) and/or counterparty credit risk exposure modelling (e.g. IMM) techniques
  • Experience with data and task automation through programming language (e.g. Alteryx / VBA / R / Python)
  • Passion for working collaboratively, with strong verbal, written, communication and presentation skills
  • Strong numerical and analytical skills with great attention to detail

Whilst not essential, the following skills and experience are desirable:

  • Knowledge of and experience in stress testing and familiarity with Global regulatory requirements across stress testing, ICAAP and model risk management

If this sounds like the right opportunity for you to take the next step in your career, please apply via the link today.

About the Risk Management Group

The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.

Our commitment to Diversity, Equity and Inclusion 

The diversity of our people is one of our greatest strengths. An inclusive and equitable workplace enables us to embrace that diversity to deliver more innovative and sustainable solutions for our people, clients, shareholders and communities. At Macquarie, you'll be encouraged to be yourself and supported to perform at your best. If you're inspired to deliver on our purpose of ‘empowering people to innovate and invest for a better future’, we want you on our team. If you need adjustments made to the recruitment process, please reach out to your recruiter.

As an inclusive employer, Macquarie does not discriminate on the grounds of age, disability, sex, sexual orientation, gender identity or expression, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.

Joining Macquarie means you’ll be able to work in a way that suits you best. With the right technology, support and resources, our people can work in a range of flexible ways. Talk to us about what working arrangements would help you thrive.


About Macquarie

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With 19,200+ employees and offices in 34 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.

Find out more at

Job no: RMG-970241
Work type: Permanent - Full time
Location: London
Category: Mid-senior, Risk Management
Group: Risk Management Group
Division: RAAR
Recruiter: Richard Dyson
Opening Date: