Quantitative Manager Interest Rate Risk Management

1 week ago

Sydney, Australia Macquarie Group Limited Full time

-The Balance Sheet Management and Funding team work across high impact areas within Banking and Financial Services Treasury. We use our financial and numerical skills to optimise and monitor balance sheet opportunities in a dynamic and fast-growing bank.
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 54 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
- What role you will play?As a Quantitative Manager, you will lead the development and implementation of Balance Sheet Management and IRRBB (Interest Rate Risk in the Banking Book) models to improve risk measurement and management in line with APS117 regulatory standards. You will work closely with colleagues in Product, Finance and Risk to optimise business opportunities within clearly understood and acceptable risk parameters in a high performing team supported by talented and technical peers, having a hands-on opportunity to develop IRRBB models.
- What you offer- Strong academic background in a quantitative degree such as mathematics, statistics, actuarial, engineering, or computer science
- Strong numerical and analytical skills, coupled with an ability to understand and succinctly explain complex data sets and concept
- Good understanding of financial markets and key risk factors for financial products
- Technical proficiency in SQL and a language such as R/Python.
- Experience in statistical predictive modelling within a banking/financial context is advantageous.
- 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.
- About Banking and Financial ServicesBanking and Financial Services is our technology-driven retail bank. You will be part of a team that supports clients to achieve their full potential - whether that’s buying a home, growing a business, purchasing a car or investing to manage wealth.
- Benefits- Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:

- Hybrid and flexible working arrangements
- One wellbeing leave day per year and up to five additional days leave based on length of service
- 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
- Access to a wide range of learning and development opportunities
- Our commitment to diversity, equity and inclusion-
- If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.

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