Quantitative Risk Specialist

3 weeks ago

Sydney, New South Wales, Australia Macquarie Full time
About the Role

We are seeking a highly skilled and experienced Quantitative Risk Specialist to join our Model Risk team in Sydney. As a key member of our team, you will play a critical role in ensuring the appropriateness and integrity of Capital, Provisioning, and Stress Testing models across Macquarie.

As a Model Validation Expert, you will be responsible for reviewing and validating models used for Capital calculations, Economic Capital, Stress Testing, and Credit Provisioning. This includes performing validation for models designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit).

Our team has a global reach, performing validations for Finance and Group Treasury models as well as models used to meet local regulatory requirements of Macquarie's entities around the world.

About the Team

You will be part of our Risk Management Group, an independent and centralized function responsible for independent and objective review and challenge, oversight, monitoring, and reporting in relation to Macquarie's material risks.

Our divisions include Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Prudential Risk, and Risk Management Group Central.

What We Offer
  • Relevant qualification in a quantitative discipline
  • At least 5 years of relevant experience in a quantitative role with exposure to modeling and implementation
  • Good understanding of financial markets and key risk factors for financial products
  • Strong written and verbal communication skills with great attention to detail
  • Interest in mathematics and coding, and prior experience with Market Risk models will be advantageous

We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity.

If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.

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