Senior Market Risk Modeler | Hybrid & Capital Modeling

Macquarie Bank Limited; Sydney; Hybrid; AUD 150,000 - 210,000; Full time

Benefits offered by this job

Wellbeing leave

Parental leave

Volunteer leave

Gender affirmation leave

Salary packaging

Job summary

Macquarie Bank Limited is seeking a skilled Market Risk Modeler to build and maintain risk models across asset classes, including regulatory capital models for traded market risk and banking book interest rate risk. You will collaborate with stakeholders to develop and improve models in a dynamic environment.

The role requires a strong foundation in quantitative finance, programming in Python, R, C++, and SQL, and the ability to manage detailed day-to-day work while balancing long-term

Qualifications

• Strong understanding of quantitative finance principles.
• Experience building software with Python, R, C++ and SQL.
• Strong communication skills with stakeholders.

Responsibilities

• Build and maintain Market Risk models, including regulatory capital models.
• Develop new models and improve existing models in response to evolving requirements.

Skills

Quantitative finance

Python

R

C++

SQL

Stakeholder comms

Education

Finance/Math/Stats/Engineering degree

Job description

Macquarie Bank Limited is seeking a skilled Market Risk Modeler to build and maintain risk models across asset classes, including regulatory capital models for traded market risk and banking book interest rate risk. You will collaborate with stakeholders to develop and improve models in a dynamic environment.

The role requires a strong foundation in quantitative finance, programming in Python, R, C++, and SQL, and the ability to manage detailed day-to-day work while balancing long-term