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Senior Analyst|Model Risk Management

Primary office location
Permanent - Full time, Mid-level
Job category
Risk Management
Join our Model Risk team in Sydney who have global responsibility for ensuring the appropriateness and integrity of Capital, Provisioning and Stress Testing models across Macquarie.
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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As a Senior Analyst/Manager, you will play an active role in reviewing models that are used for Capital calculations (including both Market Risk and Credit Risk), Economic Capital, Stress Testing and Credit Provisioning (IFRS9/AASB9). This includes performing validation for models that are designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit). In addition, the team has global reach, performing validations for Finance and Group Treasury models as well as models used to meet the local regulatory requirements of Macquarie’s entities around the world. You will also use theoretical analysis and mathematical research for benchmarking /best practices to meet business needs and documentation of reviews.

What you offer

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  • Relevant qualification in a quantitative discipline
  • Good understanding of financial markets and key risk factors for financial products
  • Prior experience in a quantitative role with exposure to modelling and implementation
  • Strong written and verbal communication skills with great attention to detail
  • Interest in mathematics and coding and prior experience with Market Risk models 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.


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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.