Quantitative Analyst | Market Risk

Join our global Market Risk Team based in Sydney and play a key role supporting a team responsible for running and maintaining the Value at Risk calculation engine that calculates capital for Macquarie's market facing activities.At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are a global financial services group operating in 34 markets and with 54 years of unbroken profitability. You'll be part of a supportive team where everyone - no matter what role - contributes ideas and drive outcomes.What role will you play?In this role you will be responsible for running and analysing VaR results, reporting to Senior Management and assisting with planning and management of team deliverables. You will devise model and process enhancements, calibrate model parameters and assist with the implementation of changes required for regulatory developments, in particular, the Fundamental Review of the Trading Book. You will assess the impact of regulatory capital from new products, businesses and trading strategies and work on the calculation of regulatory and economic capital, ensuring our compliance with APS116.What you offerExcellent numerical and analytical skillsKeen interest in, and fundamental knowledge of, financial marketsTertiary qualification in finance, mathematics, statistics, engineering or a related disciplineAbility to balance being immersed in detailed day to day activities whilst managing longer term activities and objectivesHigh performer with experience working in a fast paced and demanding environment.Experience or interest in coding, in Python or similar languages, is desirable.We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.BenefitsMacquarie employees can access a wide range of benefits which, depending on eligibility criteria and location, include:Hybrid and flexible working arrangementsWellbeing and service bonus leaveUp to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parentPaid volunteer leave and donation matchingRange of benefits to support your physical, psychological and financial wellbeing#J-18808-Ljbffr