Operational Risk Capital Manager

3 weeks ago


Sydney, New South Wales, Australia Macquarie Full time

Role Overview

As a Manager of Operational Risk Capital and Scenarios, you will be responsible for calculating the bank's operational risk capital requirements. This involves working closely with business and risk teams to quantify material non-financial risks using a scenario-based approach.

Key Responsibilities

  • Calculate operational risk capital requirements
  • Work with business and risk teams to quantify material non-financial risks
  • Support the identification of survival-threatening risks by analyzing internal and external loss data
  • Participate in Group-wide and entity-specific stress tests
  • Prepare regulatory capital returns and assist with capital-related regulatory inquiries

Requirements

  • 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
  • Excellent communication skills
  • Background in ICAAP, ICARA, Basel III, etc. is advantageous

About the Risk Management Group

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

Benefits

  • Hybrid and flexible working arrangements
  • Wellbeing leave and parental leave
  • Paid volunteer leave and donation matching
  • Range of benefits to support your physical, psychological, and financial wellbeing
  • Access to a wide range of learning and development opportunities

Our Commitment to Diversity, Equity, and Inclusion

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.



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