Treasury Risk Management Specialist

3 weeks ago


Sydney, New South Wales, Australia Macquarie Full time

About the Role

We are seeking a skilled Treasury Risk Management Specialist to join our team in Macquarie's Financial Management Group. In this role, you will contribute to the design, build, and testing of new tools to understand, measure, and report liquidity risk and impacts.

Key responsibilities include investigating data to understand drivers of change in the portfolio with reference to regulatory (APS 210) and internal liquidity assumptions and treatments for retail banking products and structures.

What You'll Do

  • Design, build, and test new tools to understand, measure, and report liquidity risk and impacts.
  • Investigate data to understand drivers of change in the portfolio with reference to regulatory (APS 210) and internal liquidity assumptions and treatments for retail banking products and structures.
  • Support the implementation of a brand new LCR engine.

What You'll Bring

  • Degree in engineering or mathematics.
  • Drive with outstanding attention to detail, a learning mindset, flexibility, and adaptability.
  • Numerate with an active interest in understanding data and what it represents.
  • Fluency in a data management tool such as SQL, R, or Python with exposure to a visualization tool (Power BI/Tableau) an advantage.
  • Comfortable communicating your thoughts and opinions to subject matter experts and peers with the ability to foster and build a collaborative working relationship with various stakeholders.


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