With an analytical mindset, you’ll join a high performing team to manage model risk associated with financial models in use at Macquarie.
You’ll be responsible for ensuring the integrity of key financial models, reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality. You’ll also be testing the linkages between models and systems and will be working closely with your team and other key stakeholders to provide support for other model risk management activities.
To be successful in this role, you’ll have exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modelling techniques, a degree in a quantitative discipline and 3-5 years of relevant work experience. You’ll also have experience working on programming languages such as C++, python R, SQL and VBA. Experience working on Linux and shell scripting will be considered favourably.
MRQA utilises a range of analytical techniques including time series analysis, regression analysis, optimisation, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.
If this sounds like the right opportunity for you to further your career, apply online now.
About the Risk Management Group
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.
Our commitment to Diversity and Inclusion
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 recognise that flexibility comes in a variety of forms. Talk to us about what flexibility you need.