Market Risk Analyst Market Risk Analyst …

Macquarie Group
in Sydney, New South Wales, Australia
Permanent, Full time
Last application, 21 Aug 19
Macquarie Group
in Sydney, New South Wales, Australia
Permanent, Full time
Last application, 21 Aug 19
Macquarie Group
Market Risk Analyst
Entry level opportunity to join our Market Risk Division within our Value-at-Risk and Capital risk modelling team in our Sydney based Global Headquarters.

Value-at-Risk (VaR) is a key risk management measure used in the financial industry and by regulators globally. It is important as a measure of aggregate portfolio risk and a key determinant of Market Risk regulatory capital.

As a Market Risk Analyst, within our Value-at-Risk and Capital risk modelling team in Sydney, you will be responsible for:
  • Macquarie's Value-at-Risk (VaR) model covering all trading businesses across the group, providing exposure to a wide range of businesses, products and asset classes globally.
  • Analysing VaR results and reporting of VaR and other risk metrics to senior management
  • Devising model enhancements, calibrating model parameters and assessing back-testing results for Macquarie's VaR model.
  • Assisting with the implementation of the changes requiring for regulatory developments, and in particular the Fundamental Review of the Trading Book
  • Assessment of the impact of regulatory capital on new products, businesses and trading strategies.
  • Calculation of Macquarie's regulatory and economic capital, ensuring Macquarie's compliance with APS 116 and responsibility for correspondence with the Australian Prudential Regulation Authority.
  • Operate in a global environment with staff in Sydney, Hong Kong, Singapore, London, New York and Houston.

We are seeking an entry-level Associate or Analyst to be part of our Market Risk team. If you have excellent numerical and analytical skills and a keen interest in financial markets, this may be an exciting role for you. A degree qualification in Finance, Mathematics, Statistics, Engineering, Physics or similar would be highly regarded.

You will have the ability to balance the need to switch between being immersed in detailed day to day activities and problem-solving versus managing higher level longer term activities and objectives. You'll also have the ability to sustain a high level of performance in a fast paced, demanding environment are important attributes as well.

If this sounds like you then please apply via the link below and provide a CV along with your transcripts (will accept both undergraduate and post-graduate transcripts).

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

Risk Management Group is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Credit, Prudential, Capital and Markets, Market Risk, Operational Risk, Compliance, Quantitative Applications and Internal Audit.

Find out more about Macquarie careers at

Advertised: 02 Aug 2019 AUS Eastern Standard Time
Applications close: 02 Sep 2019 AUS Eastern Standard Time

Company Overview

The best investment you can make is in yourself.

Whether you’re looking to take on a new project; progress within your division; explore an opportunity in a different team; or relocate globallyat Macquarie, you can choose a career route that’s as unique as you are.

We’re a diversified financial group providing clients with asset management and finance, banking, advisory and risk and capital solutions across debt, equity and commodities.

To find out more about a career at Macquarie, visit