Market Risk Model Developer

4 days ago

Sydney, New South Wales, Australia beBeeQuantitative Full time $120,000 - $200,000

We are seeking a talented Quantitative Market Risk Specialist to join our Global Market Risk team based in Sydney. The successful candidate will play a key role in building and maintaining models covering all asset classes across the Group.

About the Role

The Quantitative Market Risk Specialist will be responsible for:

  • Developing and enhancing Market Risk models, including regulatory capital models for Traded Market Risk (under APS 116), and Interest Rate Risk in the Banking Book (under APS 117)
  • Collaborating with various stakeholders to build out new models and enhance existing models to meet the dynamic requirements of Market Risk
Key Requirements

To be successful in this role, you will need:

  • A strong understanding of fundamental quantitative/computational finance principles and techniques
  • Excellent analytical and problem-solving skills
  • Proficient programming skills in languages such as Python, R, and SQL
  • A tertiary qualification in finance, mathematics, statistics, engineering or a related quantitative discipline

Our ideal candidate will have a keen interest in financial markets and be able to communicate effectively with key stakeholders.

About Us

As an independent and centralized function, we review and challenge Macquarie's material risks.

What We Offer

We offer a range of benefits to support your career and well-being, including:

  • Wellbeing leave days
  • Additional service bonus leave days
  • Paid parental leave and transition leave
  • Volunteer leave and donation matching
  • Gender affirmation leave

We value diversity, equity, and inclusion and welcome applicants from all backgrounds. If you require additional assistance during the recruitment process, please let us know.

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