The Risk Management Group’s Credit division assesses the credit risk on lending and trading transactions. It allocates credit limits for counterparties and countries, develops procedures for measuring credit exposures and reviews the adequacy of legal documentation. This role is a Senior Analyst/Manager level role within the Credit Systems and Models team within Credit. This team is responsible for all aspects relating to the measurement and provisioning of credit exposure including counterparty credit risk (CCR) exposure measurement and methodology.
This role requires an individual with a strong analytical approach who has excellent interpersonal and communication skills given the cross-functional interaction required with front office, quant and technology teams.
About the Role
Broadly, the role will be to assist in ensuring derivatives and securities financing deals and associated rates are correctly mapped from source systems to the CCR system and in modelling CCR exposure. Responsibilities include:
In addition to a sound understanding of financial markets and strong mathematical or statistics skills, you will ideally also have:
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.