Based at Macquarie Headquarters, Sydney – our Quantitative Applications Division team has global responsibility for ensuring the integrity of key financial models used by Macquarie.
In this role, you will participate in a broad range of modelling work, including development and validation of market risk methodologies across the Group. You will take an active role in maintaining and improving the risk management engine, responsible for generating Macquarie’s Value at Risk, and gaining exposure to validation of derivative pricing models in all asset classes. You will also maintain efficient communication with model owners regarding modelling, back testing and evaluation of model performances.
The role provides the opportunity to be a part of a team that thrives on cross skilling, ensuring that your skill set and knowledge is stretched and developed.
The Quantitative Applications Division utilises a range of analytic techniques including: simulations, regression analysis, optimisation and time series. These are implemented using a variety of computing technologies including: C++ (OO programming), R, Python, VBA, Excel, MATLAB, Mathematica.
We will provide unique in-house training to enhance your modelling skills. Bring with you a demonstrated proficiency in solving problems and applying analytical techniques, plus a willingness to learn the others, and you will excel in this role.
This role will suit you, if you can bring a degree in a relevant discipline, a genuine interest in finance markets, and demonstrated quantitative skills. Good programming skills would be an advantage.
If this sounds like you, we encourage you to apply online today. For more information, please visit www.macquarie.com/careers
Risk Management Group is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Credit, Prudential, Capital and Markets, Market Risk, Operational Risk, Compliance, Quantitative Applications and Internal Audit.
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.