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Analyst/Senior Analyst | Counterparty Credit Risk Model Development

Primary office location
Sydney
Date
13-May-2024
Permanent - Full time, Mid-level
Job category
Risk Management
Join our Credit Risk team and play a key role in the measurement and provisioning of Counterparty Credit Risk (CCR) exposure measurement and methodology.
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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In this role, you will be contributing to the improvement of existing and development of new CCR risk factor evolution models, calibrating these models and reviewing their parameters. You will also be developing processes and tools to monitor model performance, analysing their output and preparing reports for stakeholders. Finally, you will be responsible for providing training on the use of the models to team members responsible for quarterly operational processes.

What you offer

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  • Prior experience in the Financial Services industry in a similar role
  • Knowledge of financial market derivative product pricing and key risk factors
  • Strong programming skills, ideally in R and Python
  • Excellent written and verbal communication skills.
  • Honours level qualification in a quantitative disciple, PhD level qualification 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 the Risk Management Group

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In our Risk Management Group, you will be part of an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. Our divisions include Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Prudential Risk, and Risk Management Group Central.

Benefits

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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

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We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background.
If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.