Enterprise Risk Management (ERM) Pension Risk and Control Senior Analyst – 28326
Taking a lead role in managing activities encompassing operational risk from an oversight perspective. Type: Permanent ... more info
Senior Analyst/Manager | Model Risk Management
Salary:
80.00 - 100.00
Posted:
27-01-2025
Category:
Risk Management Quantitative Analysis
Sydney,
Job Description
Join our Model Risk team in Sydney who have global responsibility for ensuring the appropriateness and integrity of Capital, Provisioning and Stress Testing models across Macquarie. At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. 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 play an active role in reviewing models that are used for Capital calculations (including both Market Risk and Credit Risk), Economic Capital, Stress Testing and Credit Provisioning (IFRS9/AASB9). This includes performing validation for models that are designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit). In addition, the team has global reach, performing validations for Finance and Group Treasury models as well as models used to meet the local regulatory requirements of Macquarie’s entities around the world. You will also use theoretical analysis and mathematical research for benchmarking best practices to meet business needs and documentation of reviews. What you offer 3-7 years of relevant experience in a quantitative role with exposure to modelling and implementation Good understanding of financial markets and key risk factors for financial products Strong written and verbal communication skills with great attention to detail Interest in mathematics and coding and prior experience with Market Risk models will be advantageous 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. 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 for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background. If you require adjustments to your working arrangements or the recruitment process, please let us know when applying. #J-18808-Ljbffr
Job Details
Salary: 80.00 - 100.00
Posted: 27-01-2025
Category: Risk Management Quantitative Analysis
Sydney,
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