Analyst/Senior Analyst | Counterparty Credit Risk Model Development

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, we are working to create lasting value for our communities, our clients and our people. We are a global financial services group operating in 34 markets and with 54 years of unbroken profitability. You'll be part of a supportive team where everyone - no matter what role - contributes ideas and drive outcomes.What role will you play?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

• Honours level qualification in a quantitative disciple, PhD level qualification would be advantageous
• 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.

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.BenefitsMacquarie employees can access a wide range of benefits which, depending on eligibility criteria and location, include:

• Hybrid and flexible working arrangements
• Wellbeing and service bonus leave
• 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

About the Risk Management GroupIn 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 behavioural risk, compliance, credit, financial crime risk, internal audit, market risk, operational risk and governance, prudential risk, and Risk Management Group central.Our commitment to Diversity, Equity and InclusionWe 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.About MacquarieA career at Macquarie means you'll have the opportunity to develop new skills, explore interesting fields and do challenging work that will impact the lives of people around the world-whether it's accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we're empowering people to innovate and invest for a better future.Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.Find out more atJob no: RMG-976527
Work type: Permanent - Full time
Location: Sydney
Category: Junior, Quantitative Analytics, Risk Management
Group: Risk Management Group
Division: Credit
Recruiter: Owen Fox
Opening Date: 29/4/2024We will email you new jobs that match this search.Great, we can send you jobs like this, if this is your first time signing up, please check your inbox to confirm your subscription.The email address was invalid, please check for errors.You must agree to the privacy statement Subscribe RecaptchaPrivacy agreementSearch resultsSydneyJoin our Credit Risk team and play a key role in the measurement and provisioning of Counterparty Credit Risk (CCR) exposure measurement and methodology.Current opportunitiesSydneyJoin our Credit Risk team and play a key role in the measurement and provisioning of Counterparty Credit Risk (CCR) exposure measurement and methodology.CampaignsLoading...© Macquarie Group Limited / Script for LinkedIn Tag and Instructions Below:/