Quantitative Analyst Market Risk

17 hours ago

Sydney, Australia Macquarie Full time

Quantitative Analyst | Market Risk

Join our global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie's market facing activities.

At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are a global financial services group operating in 34 markets and with 54 years of unbroken profitability. You'll be part of a supportive team where everyone - no matter what role - contributes ideas and drive outcomes.

**What role will you play?**

In this role you will be responsible for running and analysing VaR results, reporting to Senior Management and assisting with planning and management of team deliverables. You will devise model and process enhancements, calibrate model parameters and assist with the implementation of changes required for regulatory developments, in particular, the Fundamental Review of the Trading Book. You will assess the impact of regulatory capital from new products, businesses and trading strategies and work on the calculation of regulatory and economic capital, ensuring our compliance with APS116.

**What you offer**
- Excellent numerical and analytical skills
- Keen interest in, and fundamental knowledge of, financial markets
- Tertiary qualification in finance, mathematics, statistics, engineering or a related discipline
- Ability to balance being immersed in detailed day to day activities whilst managing longer term activities and objectives
- High performer with experience working in a fast paced and demanding environment.
- Experience or interest in coding, in Python or similar languages, is desirable.

We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.

**Benefits**

Macquarie employees can access a wide range of benefits which, depending on eligibility criteria and location, include:

- Hybrid and flexible working arrangements
- Wellbeing and service bonus leave
- Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent
- Paid volunteer leave and donation matching
- Range of benefits to support your physical, psychological and financial wellbeing

Job ID RMG-975535

  • Quantitative Risk Analyst

    1 week ago

    Sydney, Australia Australian Prudential Regulation Authority (APRA) Full time

    **Contribute to APRA’s role as prudential regulator of financial institutions in the systemically important area of market risk measurement**: - **Join a team of enthusiastic professionals, with a unique insight into the Financial Services World**: - **Opportunity for flexible working arrangements in a workplace that values diversity, inclusion and...

  • Quantitative Risk Analyst

    1 week ago

    Sydney, Australia Snowyhydro Full time

    Snowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about...

  • Senior Quantitative Analyst, Clearing Risk

    2 weeks ago

    Sydney, New South Wales, Australia ASX Full time $120,000 - $180,000 per year

    ASX: Powering Australia's financial marketsWhy join the ASX?When you join ASX, you're joining a company with a strong purpose – to power a stronger economic future by enabling a fair and dynamic marketplace for all.In your new role, you'll be part of a leading global securities exchange with a strong brand. We are known for being a trusted market operator...

  • Quantitative Analyst

    7 days ago

    Sydney, Australia Macquarie Group Limited Full time

    At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives...

  • Quantitative Analyst, Market Risk Modelling

    3 days ago

    Sydney, Australia Westpac Group Full time

    **How will I help?** Reporting to the Executive Manager, Market Risk Analytics, this key quantitative role is responsible for the design, development, implementation, and management of quantitative models used for measuring traded market risk activity at Westpac. You will support Market Risk Reporting and Market Risk Oversight in investigation and analysis...

  • Senior Quantitative Analyst

    8 hours ago

    Sydney, New South Wales, Australia Platinum Pacific Partners Full time $120,000 - $180,000 per year

    Senior Quantitative Analyst | High-Conviction Equity Manager | Sydney• Blend quantitative innovation with a proven fundamental investment process• Drive AI strategy, data architecture, and portfolio research• Join a collaborative, high-performing investment teamOur client is a leading Australian and global equities investment manager with a long-term...

  • Market Risk Analyst

    1 week ago

    Sydney, New South Wales, Australia Enemix Full time $80,000 - $120,000 per year

    Job DescriptionEnergy Markets Risk Analyst (Trading)SydneyEnemix has partnered with an exciting electricity generator, who are going from strength to strength. Due to continued industry growth, the company is expanding their wholesale team, seeking an Energy Markets Risk Analyst (trading). This a fantastic opportunity to join a strong company with...

  • Senior Quantitative Analyst

    2 days ago

    Sydney, New South Wales, Australia BT Financial Group Full time $120,000 - $180,000 per year

    Create your best future and join Westpac as a Senior Quantitative Analyst (Cash) - BTWhat's the role?Reporting into the Head of Platform Menu & Cash, as a Senior Quantitative Analyst -Cash within BT, you'll be a passionate and experienced performer in investment analytics and portfolio management. This role is full time, Sydney based with flexible...

  • Senior Quantitative Analyst

    4 days ago

    Sydney, New South Wales, Australia BT Full time $120,000 - $180,000 per year

    Job DescriptionCreate your best future and join Westpac as a Senior Quantitative Analyst (Cash) - BTWhat's the role?Reporting into the Head of Platform Menu & Cash, as a Senior Quantitative Analyst -Cash within BT, you'll be a passionate and experienced performer in investment analytics and portfolio management. This role is full time, Sydney based with...

  • Quantitative Analyst

    12 hours ago

    Sydney, New South Wales, Australia Macquarie Group Full time $80,000 - $120,000 per year

    Join our cross-functional, Credit Modelling team in Sydney who are responsible for all aspects relating to the measurement and provisioning of credit exposure which include counterparty credit risk exposure measurement and methodology for the division.At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of...