Market Risk Associate: VaR & New Deals

Macquarie Group; Houston (TX); On-site; USD 90,000 - 130,000; Full time

Benefits offered by this job

Wellbeing leave

Annual leave 25 days

Parental leave 20 weeks

Volunteer leave & donations

Insurance (medical/dental/vision)

Life & disability insurance

401(k) plan

Employee assistance program

Hybrid work options

Home office equipment reimbursement

Job summary

Macquarie Group in Houston seeks an Associate for the Market Risk team to approve new products and trading strategies, and to calibrate risk models including VaR. You will monitor risk metrics daily and report to senior management, interfacing with front-office traders to ensure accurate risk representations.

The role emphasizes strong analytical ability, Excel proficiency, and in-office work. The position offers exposure to a global desk with diverse assets in a dynamic risk environment,

Qualifications

• Bachelor’s degree required.
• Strong analytical ability and judgment.
• Strong MS Excel skills and quantitative pricing knowledge.

Responsibilities

• Approve new products, businesses and trading strategies and calculate VaR.
• Monitor and report risk metrics daily to senior management.
• Liaise with front office traders and back office staff to ensure risk numbers reflect trading activities.

Skills

Strong analytical ability

MS Excel skills

Interpersonal & presentation skills

Education

Bachelor’s degree

Job description

Macquarie Group in Houston seeks an Associate for the Market Risk team to approve new products and trading strategies, and to calibrate risk models including VaR. You will monitor risk metrics daily and report to senior management, interfacing with front-office traders to ensure accurate risk representations.

The role emphasizes strong analytical ability, Excel proficiency, and in-office work. The position offers exposure to a global desk with diverse assets in a dynamic risk environment,