Quantitative Analyst | Market Risk

Join our global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie's market facing activities.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 responsible for running and analysing VaR results, reporting to Senior Management and assisting with planning and management of team deliverables. You will devise model and process enhancements, calibrate model parameters and assist with the implementation of changes required for regulatory developments, in particular, the Fundamental Review of the Trading Book. You will assess the impact of regulatory capital from new products, businesses and trading strategies and work on the calculation of regulatory and economic capital, ensuring our compliance with APS116.What you offer

• Excellent numerical and analytical skills
• Keen interest in, and fundamental knowledge of, financial markets
• Tertiary qualification in finance, mathematics, statistics, engineering or a related discipline
• Ability to balance being immersed in detailed day to day activities whilst managing longer term activities and objectives
• High performer with experience working in a fast paced and demanding environment.
• Experience or interest in coding, in Python or similar languages, is desirable.

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 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-975535
Work type: Permanent - Full time
Location: Sydney
Category: Junior, Compliance, Legal & Regulatory, Risk Management
Group: Risk Management Group
Division: Market Risk
Recruiter: Owen Fox
Opening Date: 07/4/2024We 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 global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie's market facing activities.Current opportunitiesSydneyJoin our global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie's market facing activities.CampaignsLoading...© Macquarie Group Limited / Script for LinkedIn Tag and Instructions Below:/