Financial Risk Professional

5 days ago


Sydney, New South Wales, Australia Macquarie Bank Limited Full time
Key Responsibilities

The Quantitative Analyst will be responsible for:

  • Improving existing counterparty credit risk models;
  • Developing new models' methodologies and tools;
  • Calibrating risk factor evolution model parameters for newly traded assets;
  • Maintaining and developing processes and tools designed to monitor model performance;

The role also involves ensuring comprehensive and current documentation exists across all counterparty credit risk processes and systems.



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