At a Glance
- Tasks: Join our VaR team to measure market risk across global trading businesses.
- Company: Macquarie, a leading global financial services group with 57 years of profitability.
- Benefits: Wellbeing leave, parental leave, volunteer days, and flexible working arrangements.
- Other info: Inclusive environment with opportunities for growth and development.
- Why this job: Shape your career while making a real impact in financial markets.
- Qualifications: Entry-level role; experience in financial modelling or statistical techniques preferred.
The predicted salary is between 112500 - 137500 $ per year.
Join our Value at Risk (VaR) team measuring aggregate market risk across Macquarie’s global trading businesses, with significant activity in commodities, interest rates, foreign exchange, equities and credit products.
As a junior member of a global team operating across three countries, you will apply your financial markets knowledge to support capital calculations and help ensure appropriate capital is reserved for Macquarie’s global trading business in line with regulatory requirements. This involves calculating and analysing risk metrics, back-testing the model performance, assessing the impact on regulatory capital for new products, businesses and trading strategies, and performing regulatory capital calculations (APS116).
You will work closely with our global market risk analysts and periodically engage with senior leaders across the Risk Management Group, explaining changes and complex data clearly to both technical and non-technical stakeholders at all levels. A key part of this role will also involve working with the Fundamental Review of the Trading Book (FRTB) project teams to support the transition to the new FRTB regulatory framework.
What you offer:
- Entry level up to 3 years of relevant experience in a role utilising statistical techniques or financial modelling
- Critical thinking and analysis of complex data
- Good understanding of financial markets
- Exposure to regulatory environment such as APS116 and FRTB will be advantageous
- Prior experience with or interest in coding, in Python or similar languages will be advantageous
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.
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.
Analyst, Market Risk in Sydney employer: Macquarie Group
Macquarie Group is an exceptional employer that fosters a collaborative and innovative work culture, where employees are empowered to drive meaningful change through data-driven insights. With a strong focus on professional development, the Global Reward Advisory team offers ample opportunities for growth and learning, all while being part of a dynamic global network that values diverse perspectives and encourages impactful contributions.
