Macquarie Bank
Analyst | Quantitative Market Risk
Empowering people to innovate and invest for a better future.
Banking and Investment
Full-time
Office | Sydney, Australia
Visa sponsorship · No
Mid Level · A role for someone with some well-developed knowledge and skills they can bring to the role and team. Typically within 2-5 years of experience.
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Why Macquarie Bank
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 18,000+ employees and offices in 33 markets around the world, we’re a truly global organisation.
About the role
As a Quantitative Market Risk Analyst/Associate, you will be responsible for building and maintaining Market Risk models including but not limited to, Value at Risk (VaR) models for Traded Market Risk (such as regulatory VaR used for capital under APS 116, and the Fundamental Review of the Trading Book) and Non-Traded Market Risk (e.g. Interest Rate Risk in the Banking Book). You will engage with various stakeholders, build out new models, and enhance existing models to meet the dynamic requirements of Market Risk.
What you'll be responsible for
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Investment Model Management
Monitor and maintain the performance of investment models, making changes as needed to meet the investment objectives and to manage risk
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Collaborative Investment Strategy
Collaborate with other investment professionals to gather information and make informed decisions
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Mathematical Modeling
Develop and use mathematical models and statistical techniques to analyze financial data and make investment decisions
Skills you'll need
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Numerical problem solving
Works with numerical information and performs mathematical calculations to solve problems
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Critical thinking
Identifies and synthesizes patterns and trends amongst various sources of information to reach a meaningful conclusion, perspective or insight
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Attention to detail
Accurately identifies and rectifies discrepancies or errors that exists in information and deliverables
Meet the team
