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Senior Quantitative Analyst | Fundamental Review of the Trading Book Project

Primary office location
Permanent - Full time,
Join our Market Risk division and work in a multifunctional team on the delivery of the FRTB IMA capital engine for the Group. 
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 the Trading Book Capital team, you will have the opportunity to develop new approaches and models that will be used as part of the FRTB IMA capital calculation engine and implement these approaches whilst adhering to the FRTB regulatory standards. You will leverage the firm’s analytic and big data platform to deliver a best-in-class solution.

What you offer

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  • Strong technical and numerical skills and knowledge of different quantitative techniques
  • Experience in coding in Python or other programming languages
  • Excellent written and verbal communication skills with the ability to communicate ideas succinctly to both technical and non-technical stakeholders
  • Any knowledge of market/treasury risk management and regulation (APS116 and FRTB) as well as derivative pricing and validation methodologies will be highly regarded
  • Academic qualifications in a finance or quantitative discipline

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.