Market Risk Associate: VaR Lead & Front-Office Ally

Macquarie Bank Limited; Houston (TX); On-site; USD 85,000 - 120,000; Full time

Benefits offered by this job

Wellbeing leave

Parental leave

Volunteer leave

Health insurance

401(k) plan

Learning & development

Job summary

Macquarie seeks an Associate in Houston to join the Market Risk team, focusing on approval of new products, businesses and trading strategies, and on calculating VaR and calibrating models.

You will monitor and report risk metrics to senior management, including the MD, while collaborating with global teams. The role requires strong communication with front office traders and back-office staff to ensure accurate risk representation and timely reporting.

Responsibilities

• Calculate VaR exposures and calibrate models.
• Monitor and report risk metrics daily to senior management.
• Provide risk approvals for new deals, products and business initiatives.

Job description

Macquarie seeks an Associate in Houston to join the Market Risk team, focusing on approval of new products, businesses and trading strategies, and on calculating VaR and calibrating models.

You will monitor and report risk metrics to senior management, including the MD, while collaborating with global teams. The role requires strong communication with front office traders and back-office staff to ensure accurate risk representation and timely reporting.