Analyst, Market Risk | Risk Management Group

Macquarie Group; Indonesia; On-site; IDR 80,000,000 - 110,000,000; Full time

Job summary

Macquarie Group is seeking an entry level junior member to join a global team across three countries, applying financial markets knowledge to support capital calculations and ensure regulatory capital is reserved for the trading business.

You will work with global market risk analysts, explaining data to both technical and non-technical stakeholders, and assist with the FRTB transition project to support the regulatory framework.

Qualifications

• Interest in financial markets and risk management.
• Willingness to learn and develop expertise in regulatory capital calculations.

Responsibilities

• Support capital calculations to ensure regulatory capital is reserved for Macquarie’s global trading business.
• Calculate and analyze risk metrics and back-test model performance.
• Assess impact on regulatory capital for new products, businesses and trading strategies.
• Perform regulatory capital calculations (APS116).
• Collaborate with global market risk analysts and engage with senior leaders across the Risk Management Group.

Job description

Permanent - Full time, Entry level, Junior

Job category

As a junior member of a global team operating across three countries, you will apply your financial markets knowledge to support capital calculations and help ensure appropriate capital is reserved for Macquarie’s global trading business in line with regulatory requirements. This involves calculating and analysing risk metrics, back-testing the model performance, assessing the impact on regulatory capital for new products, businesses and trading strategies, and performing regulatory capital calculations (APS116).

You will work closely with our global market risk analysts and periodically engage with senior leaders across the Risk Management Group, explaining changes and complex data clearly to both technical and non-technical stakeholders at all levels. A key part of this role will also involve working with the Fundamental Review of the Trading Book (FRTB) project teams to support the transition to the new FRTB regulatory framework.

As a junior member of a global team operating across three countries, you will apply your financial markets knowledge to support capital calculations and help ensure appropriate capital is reserved for Macquarie’s global trading business in line with regulatory requirements. This involves calculating and analysing risk metrics, back-testing the model performance, assessing the impact on regulatory capital for new products, businesses and trading strategies, and performing regulatory capital calculations (APS116).

You will work closely with our global market risk analysts and periodically engage with senior leaders across the Risk Management Group, explaining changes and complex data clearly to both technical and non-technical stakeholders at all levels. A key part of this role will also involve working with the Fundamental Review of the Trading Book (FRTB) project teams to support the transition to the new FRTB regulatory framework.

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