Quantitative Manager | Interest Rate Risk Management

Quantitative Manager | Interest Rate Risk Management

The Balance Sheet Management and funding team, work across high impact areas within Banking and Financial Services Treasury. We use our financial and numerical skills to optimise and monitor balance sheet opportunities in a dynamic and fast-growing bank.

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.

As a Quantitative Manager, you will lead the development and implementation of Balance Sheet Management and IRRBB (Interest Rate Risk in the Banking Book) models to improve risk measurement and management in line with APS117 regulatory standards. You will work to optimise business opportunities within clearly understood and acceptable risk parameters in a high performing team supported by talented and technical peers, having a. hands-on opportunity to develop IRRBB models.

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.

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

A 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 at www.macquarie.com/careers