At a Glance
- Tasks: Build and maintain Market Risk models to support effective risk management.
- Company: Join Macquarie, a global financial services leader with 57 years of success.
- Benefits: Enjoy wellbeing leave, flexible work, and professional development opportunities.
- Other info: Inclusive culture that values diverse perspectives and offers excellent career growth.
- Why this job: Make a real impact in a dynamic environment while shaping your career.
- Qualifications: Strong quantitative finance knowledge and programming skills in Python, R, C++, or SQL.
The predicted salary is between 98550 - 120450 $ per year.
Our Global Market Risk team builds and maintains risk models across a wide range of asset classes. We support effective risk management by developing and enhancing models that meet changing business and regulatory requirements. We are a global financial services group operating in 30 markets with 57 years of unbroken profitability. At Macquarie, you’re empowered to shape a career that is fulfilling and creates value. You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.
In this role you will build and maintain Market Risk models, including regulatory capital models for traded market risk and interest rate risk in the banking book. You will work with a range of stakeholders to develop new models and improve existing models, helping our team respond to evolving market risk requirements.
What you offer
- Strong understanding of quantitative finance principles and analytical problem-solving skills.
- Experience building high-quality software using programming languages such as Python, R, C++ and SQL.
- Strong communication skills with the ability to work effectively with stakeholders.
- Tertiary qualification in finance, mathematics, statistics, engineering or a related quantitative discipline.
- Ability to manage detailed day-to-day work while balancing longer-term priorities and deadlines.
What we offer
- 1 wellbeing leave day per year
- Up to 5 additional service bonus leave days per year
- Up to 20 weeks’ paid parental leave for primary caregivers along with 12 days of transition leave upon return to work, and 6 weeks’ paid leave for non-primary caregivers
- 2 days of paid volunteer leave and donation matching
- Up to 12 months’ gender affirmation leave, including 6 weeks’ paid leave
- Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
- Access to a wide range of salary packaging options
- Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
- Hybrid and flexible working arrangements, dependent on role
- Reimbursement for work from home equipment
About the Risk Management Group
Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central.
Inclusion at Macquarie
We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance. We provide reasonable adjustments to individuals who may need support during the recruitment process and employment. If you require an adjustment, please let us know during the application process.
Manager – Market Risk employer: Macquarie Bank Limited
At Macquarie, we pride ourselves on being an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation within our Technology team. With a strong commitment to employee wellbeing, we provide generous benefits such as wellbeing leave, paid parental leave, and extensive learning opportunities, all while empowering you to shape a fulfilling career in a global financial services environment. Join us in making a meaningful impact as we drive technology solutions that support business outcomes across 30 markets.
