Quantitative Risk Analyst
1 month ago
About Macquarie
Macquarie is a global financial services group operating in 34 markets with 55 years of unbroken profitability. Our diverse team of experts empowers individuals to shape possibilities across various fields.
Role Overview
We are seeking a skilled Quantitative Risk Analyst - Model Validation to join our Model Risk team in Sydney. As a member of this team, you will play a crucial role in reviewing 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).
The role requires the use of theoretical analysis and mathematical research for benchmarking best practices to meet business needs and documentation of reviews. You will work on validating Finance and Group Treasury models as well as models used to meet local regulatory requirements of Macquarie's entities worldwide.
Requirements
- A relevant qualification in a quantitative discipline
- At least 5 years of experience in a quantitative role with exposure to modelling and implementation
- A 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, with prior experience in Market Risk models being advantageous
Benefits
As a Macquarie employee, you can access a range of benefits including hybrid and flexible working arrangements, one wellbeing leave day per year, up to five additional days leave based on length of service, paid volunteer leave, and donation matching. We also offer a wide range of learning and development opportunities to support your growth and wellbeing.
Diversity and Inclusion
We are committed to providing a working environment that values diversity, equity, and inclusion. We encourage applications from individuals with diverse backgrounds and experiences. If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.
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