Senior Model Risk Analyst – Capital, Stress Testing

Macquarie Group; Sydney; Hybrid; AUD 80,000 - 100,000; Full time

Benefits offered by this job

Wellbeing leave day

Additional service bonus leave

Paid parental leave

Paid volunteer leave

Gender affirmation leave

Employee Assistance Program

Salary packaging options

Learning and development opportunities

Hybrid working arrangements

Reimbursement for work from home equipment

Job summary

Macquarie Group in Sydney is looking for a junior member for their Model Risk team to ensure the integrity of Capital, Provisioning, and Stress Testing models. You'll review models for Capital calculations and perform validations that comply with new standards. Candidates should have 2-5 years of relevant experience, strong communication skills, and an interest in mathematics and coding. Macquarie offers extensive employee benefits, hybrid working arrangements, and a commitment to diversity and inclusion.

Qualifications

• 2-5 years of relevant experience in a quantitative role with exposure to modelling and implementation.
• Good understanding of financial markets and key risk factors for financial products.
• Strong written and verbal communication skills with great attention to detail.
• Interest in mathematics and coding, prior experience with Market Risk models advantageous.

Responsibilities

• Review models used for Capital calculations including Market Risk and Credit Risk.
• Perform validation for models complying with FRTB and APS117 updates.
• Conduct validations for Finance and Group Treasury models globally.

Skills

Quantitative analysis

Understanding of financial markets

Strong written and verbal communication

Interest in mathematics and coding

Job description

Macquarie Group in Sydney is looking for a junior member for their Model Risk team to ensure the integrity of Capital, Provisioning, and Stress Testing models. You'll review models for Capital calculations and perform validations that comply with new standards. Candidates should have 2-5 years of relevant experience, strong communication skills, and an interest in mathematics and coding. Macquarie offers extensive employee benefits, hybrid working arrangements, and a commitment to diversity and inclusion.