At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are a global financial services group operating in 34 markets and with 54 years of unbroken profitability. You’ll be part of a supportive team where everyone - no matter what role - contributes ideas and drive outcomes.
What role will you play?
As a Market Risk Analyst, you will be responsible for Macquarie’s VaR model covering all trading businesses across the group, analysing VaR results and reporting VaR and other risk metrics to senior management. You will devise model enhancements, calibrate model parameters and assess back testing results for Macquarie’s VaR model and assist with the implementation of changes required for regulatory developments, in particular, the Fundamental Review of the Trading Book.
You will assess the impact of regulatory capital on new products, businesses and trading strategies, and work on the calculation of Macquarie’s regulatory and economic capital, ensuring our compliance with APS 116, and have responsibility for correspondence with the Australian Prudential Regulatory Authority.
What you offer
- Excellent numerical and analytical skills
- Keen interest in financial markets
- Tertiary qualification in finance, mathematics, statistics, engineering or a related discipline
- Ability to balance being immersed in detailed day to day activities whilst managing longer term activities and objectives
- High performer with experience working in a fast paced and demanding environment.
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.
- Hybrid and flexible working arrangements
- Wellbeing and service bonus leave
- Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent
- Paid volunteer leave and donation matching
- Range of benefits to support your physical, psychological and financial wellbeing
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 environment enables us to deliver innovative and sustainable outcomes for our people, clients, shareholders and communities. From day one, you'll be encouraged to be yourself and supported to perform at your best. If our purpose of ‘empowering people to innovate and invest for a better future’ is as inspiring to you as it is to us, please apply. With the right technology, support and resources, our people can work in a range of flexible ways.
We are committed to providing a working environment that embraces and values diversity, equity and inclusion. We encourage candidates to speak with a member of our recruitment team if you require adjustments to our recruitment process to support you, and the type of working arrangements that would help you thrive.