Quantitative Risk Modeller - Manager - - 11742 - Macquarie Group

The Balance Sheet Management and Interest Rate Risk team works across high impact areas within Banking and Financial Services (BFS) Treasury. We use our financial and numerical skills to model, 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 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 outcomes.

What role will you play?

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You will work closely with the Finance, Product and Group Treasury teams to model, optimise, manage, and monitor cost of funds and balance sheet outcomes. You will build a deep understanding of what drives a bank’s P&L and use your analytical and statistical & financial modelling skills to deliver risk and commercial insights to Senior Stakeholders. Working within a high performing team, you will be supported by talented and technical peers.

In this role, you will be responsible for the quantitative modelling of behavioural assumptions related to banking products as well as hedging of fixed rate lending and deposit products, and monitoring of IRRBB metrics against limits.

What you offer

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Strong academic background in a financial or quantitative or financial degree such as actuarial, mathematics, computer science, engineering, finance or accounting
Substantial years of prior experience in quantitative modelling, technical proficiency in statistical modelling with R/Python and SQL.
Strong communication skills with the ability to explain complex concepts in simple language to senior stakeholders.
Understanding of treasury concepts, including Cost of Funds, Transfer Pricing, and Interest Rate Risk in the Banking Book 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 Services

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Banking 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 or investing to manage wealth.

Our commitment to diversity, equity and inclusion

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We are committed to fostering a diverse, equitable and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process. To learn more, contact our team by clicking here.

Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know in the application process.

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