Traded Market Risk Capital, Manager/Senior Manager (VP) EMEA

Traded Market Risk Capital, Manager/Senior Manager (VP) EMEA
(more about Macquarie)

Do you have experience or an interest in Value-at-Risk capital?  Are you looking for a leadership role within a dynamic team? Join our London based Trading Book Capital Team and play a key role overseeing the operations for our traded market risk capital calculation.

As a Senior Manager/Manager within our Trading Book Capital Team, you will be responsible for:

  • Leading decisions related to risk management using Macquarie’s Value-at-Risk (VaR) model covering all trading businesses across the group. Macquarie has exposure to a wide range of businesses, products and asset classes globally.
  • Understanding and explaining VaR results and other risk metrics to senior management.
  • Managing and overseeing model enhancements, the calibration of model parameters and assessing back-testing results for Macquarie's VaR model.
  • Engaging and driving initiatives with stakeholders on regulatory change and developments, in particular the Fundamental Review of the Trading Book.
  • Assessing and communicating the impact of regulatory capital on new products, businesses and trading strategies.
  • Ensuring compliance with APS 116 Capital Adequacy: Market Risk rules (Australian Prudential Regulation Authority).
  • Liaising with Trading Market Risk staff in Sydney, Hong Kong, Singapore, London, New York and Houston.

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.

Risk Management Group is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Credit, Prudential, Capital and Markets, Market Risk, Operational Risk, Compliance, Quantitative Applications and Internal Audit.

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.

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 workplace enables us to embrace that diversity to deliver more innovative and sustainable solutions for our people, clients, shareholders and communities. At Macquarie, you'll be encouraged to be yourself and supported to perform at your best. If you're inspired to deliver on our purpose of ‘empowering people to innovate and invest for a better future’, we want you on our team. If you need adjustments made to the recruitment process, please reach out to your recruiter.

As an inclusive employer, Macquarie does not discriminate on the grounds of age, disability, sex, sexual orientation, gender identity or expression, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.

Joining Macquarie means you’ll be able to work in a way that suits you best. With the right technology, support and resources, our people can work in a range of flexible ways. Talk to us about what working arrangements would help you thrive.