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(more about Macquarie)
12 month Fixed Term Contract- Market Risk, Fundamental Review of Trading Book, Senior Manager
Do you have an interest in working with market trading data and building models that quantify risk for a global investment bank? Are you looking for a challenging role as part of a dynamic team? Join our Trading Book Capital Team and play a key role in the delivery of Macquarie’s FRTB capital engine.
In the Trading Book Capital Team, you will have the opportunity to:
- Develop new approaches and models that will be used as part of the FRTB capital calculation engine;
- Implement these approaches whilst ensuring adherence to the FRTB regulatory standards; and
- Leverage the firm’s analytic and big data platform to deliver a best-in-class solution.
You will have strong technical and numerical skills and your knowledge of different quantitative techniques as applied to VaR will be highly valued. Any experience with the following programming languages (C++, Python & Java) will also be highly valued.
Your excellent written and verbal communication skills will help you communicate ideas succinctly to both technical and non-technical stakeholders at all levels. Any knowledge of market/treasury risk management and regulation (APS 116 and FRTB) as well as derivative pricing and validation methodologies will be highly valued. Lastly, you should have excellent academic qualifications, ideally in a finance or a quantitative discipline.
If this sounds like the right opportunity to further build your career in finance then please apply.
About the Risk Management Group
The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.
Our commitment to Diversity, Equity and Inclusion
The diversity of our people is one of our greatest strengths. An inclusive and equitable environment enables us to deliver innovative and sustainable outcomes for our people, clients, shareholders and communities. From day one, you'll be encouraged to be yourself and supported to perform at your best. If our purpose of ‘empowering people to innovate and invest for a better future’ is as inspiring to you as it is to us, please apply. With the right technology, support and resources, our people can work in a range of flexible ways.
We are committed to providing a working environment that embraces and values diversity, equity and inclusion. We encourage candidates to speak with a member of our recruitment team if you require adjustments to our recruitment process to support you, and the type of working arrangements that would help you thrive.