Quantitative Manager / Senior Manager - Market Risk
You will join our Quantitative Applications Division (QAD), who have global responsibility for ensuring the integrity of key financial models used by Macquarie. This includes maintaining and improving our Market Risk capital calculations.
The role provides you with the opportunity to be a part of a team that thrives on cross skilling, ensuring that your skillset and knowledge are stretched and developed.
In this role, you will play an active role in implementing the new Market Risk standard (FRTB). You will work closely with the FRTB project stakeholders, including Market Risk, the front office, and technology teams.
You will bring with you:
- a quantitative educational background and exceptional problem-solving skills
- a thorough understanding of financial markets and of key risk factors for financial products
- the capacity to communicate effectively with key stakeholders, both verbally and in writing
- experience in a quantitative role.
Previous experience as a Market Risk quantitative analyst on FRTB projects and good programming skills would be an advantage.
QAD utilises a range of analytic techniques including simulations, regression analysis, optimisation and time series analysis. These are implemented using a variety of computing technologies including: C++ (OO programming), R, Python, VBA, Excel, MATLAB and Mathematica.
If you're looking for a new challenge, and can demonstrate the above skills, we would like to hear from you. To apply, click the link and follow the prompts.
Risk Management Group is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Credit, Prudential, Capital and Markets, Market Risk, Operational Risk, Compliance, Quantitative Applications and Internal Audit.
Find out more about Macquarie careers at www.macquarie.com/careers
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available. Advertised:
30 May 2019 AUS Eastern Standard Time Applications close: