Executive/ Assistant Manager, Model Risk And Quant Analytics Job in Macquarie Group Limited

Join our high performing Model Risk and Quant Analytics team and play a key part in managing model risk associated with financial models used across Macquarie.

This role provides you opportunity to apply your analytical mindset and take responsibility for ensuring the integrity of key financial models used in the business. You ll be 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 while working closely with your team and other key stakeholders to provide support for model risk management activities.

To be successful in this role, you ll have previous exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modelling techniques. You ll have a degree in a quantitative discipline and 3-5 years of relevant work experience. You ll also have experience working with programming languages such as C++, Python R, SQL and VBA. Experience working with Linux and shell scripting will be considered favourably.

The Model Risk and Quant Analytics team 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, we would love to hear from you and encourage you to apply online

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.

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.