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Quantitative Analyst- Senior Manager Market Risk

Macquarie Group

Job Description

Back to job search Quantitative Analyst- Senior Manager Market Risk


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Take the next step in building your career with this exciting opportunity to join our Risk Management Group as a Quantitative Analyst within our Sydney Market Risk team. You will be reporting directly to the FRTB project director and work within a dynamic team focussed on the delivery of the bank’s new traded market risk capital calculation engine. In this role you will gain exposure to Macquarie’s diverse range of trading areas including commodities, foreign exchange, interest rates, credit and equity.

You will have some prior financial markets experience. Using this and your strong technical and numerical capability you will be given the opportunity to directly contribute to the implementation of the bank’s FRTB capital calculation engine.

You should have excellent academic qualifications, ideally in physics, engineering, finance or a similar quantitative discipline. Any prior knowledge of different quantitative techniques as applied to Value at Risk or Expected Shortfall will be highly valued as will an understanding of derivative and option pricing theory. Lastly a high level of proficiency in at least one of the following programming languages is necessary: C++ or Python.

You will need to bring excellent interpersonal skills given the high level of cross-functional interaction required with other teams. Your excellent written and verbal communication skills will help you communicate ideas succinctly, and your strong personal drive and commercial acumen will give you the ability to work effectively as part of a team.

If this sounds like you or you would be keen to find out more then please apply via the link below.

Find out more about Macquarie careers at

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.

Apply now Refer someone About Macquarie

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With 16,000+ employees and offices in 32 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.

Find out more at

Job no: RMG-960595
Work type: Permanent - Full time
Location: Sydney
Category: Mid-senior, Quantitative Analytics, Risk Management
Group: Risk Management Group
Division: Market Risk
Recruiter: Heather Noto
Opening Date: 17/10/2021