Market Risk Analyst @ Macquarie Group
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Job Details
Overview
Join our Global VaR team at Macquarie Group as a Market Risk Analyst. You will play a key role in running and maintaining the traded market risk VaR calculation engine, which calculates APS116 capital for market facing activities across commodities, IR, FX, equities and credit products.
Role Responsibilities
In this role, you will:
- Run and analyse VaR results and report to senior management
- Assist with planning and management of team deliverables
- Devise model and process enhancements and calibrate model parameters
- Implement changes for regulatory developments and assess regulatory capital impact
What You Offer
You bring excellent numerical and analytical skills, a keen interest in coding (Python or similar), fundamental knowledge of financial markets, and a tertiary qualification in finance, economics, mathematics, statistics, engineering or related field. An ability to balance detailed day-to-day work with longer-term strategic objectives is essential.
Benefits & Work Culture
At Macquarie Group, you will be part of a friendly and supportive team with diverse backgrounds. Benefits include:
- Wellbeing and bonus leave days
- Paid parental and volunteer leave
- Gender affirmation leave
- Employee Assistance Program and wellness checks
- Salary packaging and professional development opportunities
- Hybrid and flexible working arrangements
- Reimbursement for work-from-home equipment
About the Risk Management Group
The Risk Management Group functions as an independent and centralised body with responsibility for review, oversight, and monitoring of Macquarie’s material risks.
Our Commitment to Diversity, Equity and Inclusion
Macquarie Group is committed to nurturing a diverse, equitable and inclusive workplace. We welcome applicants from all backgrounds and provide adjustments for individuals during the recruitment process.
Key skills/competency
- VaR
- Risk Analysis
- Regulatory Capital
- Financial Markets
- Python
- Numerical Analysis
- Model Calibration
- Process Improvement
- Reporting
- Team Collaboration
How to Get Hired at Macquarie Group
🎯 Tips for Getting Hired
- Customize your resume: Tailor your experience for market risk analysis.
- Highlight technical skills: Emphasize Python, data analysis and risk modeling.
- Showcase teamwork: Provide examples of collaborative project achievements.
- Prepare for interviews: Focus on regulatory and quantitative questions.