Operational Risk Capital and Scenarios Lead
2 weeks ago
At Macquarie, our advantage lies in bringing together diverse people to shape possibilities. As a global financial services group operating in 34 markets with 55 years of unbroken profitability, we're committed to empowering individuals to drive outcomes.
You'll be part of a friendly and supportive team where everyone contributes ideas. In this role, you'll play a key part in shaping our Operational Risk Management Framework and business environment.
The Manager will be responsible for the calculation of operational risk capital requirements, working closely with business and risk teams to quantify material non-financial risks using a scenario-based approach.
This includes supporting the identification of survival-threatening risks by analysing internal and external loss data. You'll also participate in Group-wide and entity-specific stress tests, as well as ad-hoc capital adequacy-related analysis and regulatory capital returns.
To succeed in this role, you'll need:
- Previous experience in Regulatory Capital, Operational Risk, Audit or Treasury
- Tertiary qualification in a STEM, Finance or related discipline
- Strong problem-solving skills, both quantitative and qualitative, with a good foundation in statistics and data analysis
- Excellent communication skills, with the ability to lead conversations with business leaders and risk management colleagues
- Background in ICAAP, ICARA, Basel III, etc would be advantageous
We offer a range of benefits including hybrid and flexible working arrangements, wellbeing leave days, paid parental leave, and access to learning and development opportunities.
We're committed to providing a working environment that embraces diversity, equity, and inclusion. If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.
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