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Market Risk Analyst

Sydney

Non-traded Market Risk – Analyst

This is an exciting opportunity to join the team responsible for providing independent oversight of Non-traded Market Risk across all the businesses in which Macquarie operates. In this role, you will have group-wide exposure which will allow you to develop a holistic understanding across all the key areas of this truly global bank.  

Non-traded Market Risk is primarily focussed on Interest Rate Risk in the Banking Book (“IRRBB”), including ownership of both the internal oversight and regulatory reporting to APRA.  To perform this role we own an end to end modelling platform that allows us to independently calculate, assess, and report on exposures across Macquarie.  We also perform regular reviews of quantitative methodologies, deep dives into the portfolios that we cover, and we are involved in reviewing new product or business proposals. We play a key role in ensuring interest rate risk is appropriately managed at Macquarie. Given the broad coverage that we provide, your ability to build relationships across this diverse organisation will be key to success. 

This team offers a great career path for an analytical, inquisitive individual with a strong numerical skills and an interest in market/treasury risks.  You are likely to have a qualification in Finance, Mathematics, Statistics, Engineering, Actuarial or similar, but the main thing we look for are smart, motivated, inquisitive people who are able to think laterally.

You will bring to this role:

  • Minimum 2 years of post-graduate experience in a Financial services role, ideally in a market risk or Treasury related role
  • A solid understanding of balance sheet concepts.  Exposure to financial product modelling would be advantageous
  • Strong numerical skills should be complemented with an ability to solve complex problems

Find out more about Macquarie careers at www.macquarie.com/careers 

About the Risk Management Group

The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.  As part of the Market Risk division, this role will work closely with the traded market risk, and the funding & liquidity risk oversight, providing exposures to these areas.

Our commitment to Diversity and Inclusion 

The diversity of our people is one of our greatest strengths, and in combination with our inclusive environment, it enables us to deliver innovative and sustainable outcomes for our people, clients, shareholders and communities. From day one, you'll be encouraged to be yourself and supported to perform at your best. If our purpose of ‘empowering people to innovate and invest for a better future’ is as inspiring to you as it is to us, please apply. With the right technology, support and resources, our people can work in a range of flexible ways.

We are committed to providing a working environment that embraces and values diversity and inclusion. We encourage candidates to speak with a member of our recruitment team if you require adjustments to our recruitment process to support you, and the type of working arrangements that would help you thrive.

About Macquarie

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With 17,000+ employees and offices in 33 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.

Find out more at www.macquarie.com/careers

Job no: RMG-959606
Work type: Permanent - Full time
Location: Sydney
Category: Mid-level, Junior, Risk Management
Group: Risk Management Group
Division: Market Risk
Recruiter: Heather Noto
Opening Date: