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(more about Macquarie)
Senior Associate - Value at Risk
Senior Associate – Value at Risk
Market Risk is concerned with measuring and limiting Macquarie's exposure to adverse movements in markets. Due to the diversity and complexity of the products that Macquarie trades, this is a constantly challenging responsibility, but one that is pivotal to the Macquarie way of doing business.
You will have the opportunity to develop your skills and work across new products and asset classes traded across regions. You will also have the responsibility to monitor emerging trends and risks across the market and portfolio whilst reporting on these to senior executive management.
Join our Market Risk division and help quantify and constrain Macquarie’s exposure to sudden market movements, ensuring the long-term success of our global organisation.
As a senior associate in the Value at Risk team you’ll be responsible for calculating, reviewing and analysing the daily Value at Risk (VaR) exposure. You’ll collect, review, and clean the benchmark data to be used in the VaR model as well as adding new benchmarks and looking for new data sources to use in the model. You’ll analyse changes in market parameters on the VaR model and will also contribute to reporting used by senior business.
To thrive in this role, you’ll bring experience in financial services and an understanding of Market Risk as well as basic knowledge of VaR. Previous experience of working with VBA macros will be an added advantage as well as relevant statistical and problem-solving abilities.
You’ll have a graduate degree, ideally within the field of engineering, science, mathematics or finance with 1-2 years of relevant experience. You’ll be keen to innovate and explore solutions to any problems you come across and you’ll have strong written and verbal communication skills. You’ll also be willing to work across different time zones to support our global clients.
If this sounds like the right opportunity for you to further your career, we would love to hear from you and encourage you to apply via the links provided.
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.