Market Risk Associate

Macquarie Group; Indonesia; On-site; IDR 1,592,638,000 - 2,477,438,000; Full time

Job summary

Macquarie Group in Houston seeks an Associate in Market Risk to contribute to approval of new products, calibrate VaR and monitor risk across a global portfolio. You will report daily risk metrics to senior management and collaborate with teams across Sydney, Hong Kong, Singapore, London, New York.

Strong interpersonal skills are essential to liaise with front office traders and ensure risks are understood and managed within limits, even under pressure and tight deadlines.

Responsibilities

• Monitor and report risk metrics daily to senior management, including the Managing Director.
• Assist in approval of new products, businesses and trading strategies.
• Calibrate VaR models and monitor trading risk within limit frameworks.
• Interact with front office traders and stakeholders to ensure risks are understood and communicated effectively.
• Liaise with back office and support staff to keep risk systems accurate and timely.

Job description

As an Associate in our Houston office, you will join the Market Risk team and be involved in the approval of new products, businesses and trading strategies in addition to calculating VaR and calibrating the model. You will be directly responsible for monitoring and reporting risk metrics on a daily basis to senior management, including the Managing Director and, in doing so, you will gain exposure to a wide range of businesses and products, operating in a global environment with staff in Sydney, Hong Kong, Singapore, London, New York and Houston.

Effective interpersonal and presentation skills to foster strong relationships with clients and stakeholders across all levels will be necessary to interact regularly with the front office traders and ensure the market risks arising from day-to-day trading positions are fully understood and managed appropriately within the limit framework. You will use your ability to sustain high level of performance under pressure with short deadlines to liaise with back office and support staff to ensure that the trading systems adequately represent the risk profile of the trading books, and that risk numbers are reported in an accurate and timely manner.

As an Associate in our Houston office, you will join the Market Risk team and be involved in the approval of new products, businesses and trading strategies in addition to calculating VaR and calibrating the model. You will be directly responsible for monitoring and reporting risk metrics on a daily basis to senior management, including the Managing Director and, in doing so, you will gain exposure to a wide range of businesses and products, operating in a global environment with staff in Sydney, Hong Kong, Singapore, London, New York and Houston.

Effective interpersonal and presentation skills to foster strong relationships with clients and stakeholders across all levels will be necessary to interact regularly with the front office traders and ensure the market risks arising from day-to-day trading positions are fully understood and managed appropriately within the limit framework. You will use your ability to sustain high level of performance under pressure with short deadlines to liaise with back office and support staff to ensure that the trading systems adequately represent the risk profile of the trading books, and that risk numbers are reported in an accurate and timely manner.