Senior Analyst | Capital and Aggregate Risk
Join our Capital and Aggregate Risk team and play a key role in providing valuable insights across Macquarie’s aggregate risk profile, risk appetite calibration and financial strength using both the Enterprise-Wide Stress Testing and Economic Capital frameworks.
While Macquarie offers hybrid working for many of our roles, this role does require 3 days a week in our advertised location.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
What role will you play?
As a member of the team, you will have the opportunity to work with and drive the evolution of frameworks that cover aggregate risk measurement and risk appetite setting, enterprise-wide stress testing and scenario analysis, economic capital and risk adjusted performance measurement for transactions and new businesses, whilst ensuring these frameworks are correctly applied across the Group. You will play a key role in monitoring, forecasting and reporting aggregate risk across our portfolios, and will develop new approaches and models to drive forward looking insights for the firm and inform how we define our risk appetite. The role offers plenty of exposure and the opportunity to collaborate with global stakeholders across the organisation, including all of Macquarie’s operating businesses, Risk, Finance and Treasury teams, including engagement with senior management.
What you offer
* Post-graduate working experience in a related role or one which provides for transferable skills within a financial institution, consultancy practice, regulatory body or rating agency
* An academic background in economics, finance, mathematics or a related discipline
* Keen interest in financial markets, including current and prospective macro-economic, financial, commodity and asset management market trends
* Experience with data and task automation through programming language (Python and PowerBI preferable)
* Strong numerical, analytical and problem-solving skills with the ability to explain complex concepts to non-technical stakeholders
* Passion for working collaboratively, with strong communication and presentation skills
* Familiarity with wholesale and/or counterparty credit risk exposure modelling techniques (desirable)
* Familiarity with regulatory expectations across stress testing, ICAAP and model risk management (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.
About the Risk Management Group
Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk and prudential, and central.
Employee Benefits
* Hybrid and flexible working arrangements
* One wellbeing leave day per year and minimum 25 days of annual leave
* Primary carers are eligible for minimum 20 weeks paid leave and minimum 6 weeks for secondary carer
* Paid volunteer leave and donation matching
* Range of benefits to support your physical, psychological and financial wellbeing
* Employee Assistance Program, a robust behavioral health network with counseling and coaching services
* Recognition and service awards
Our commitment to diversity, equity and inclusion
We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply regardless of their identity, including age, disability, neurodiversity, gender (including gender identity or expression), sexual orientation, marriage or civil partnership, pregnancy, parental status, race (including ethnic or national origin), religion or belief, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process.
Our aim is to provide reasonable adjustments to individuals as required during the recruitment process and in the course of employment. If you require additional assistance, please let us know during the application process.
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