• Competitive
  • Sydney, New South Wales, Australia
  • Permanent, Full time
  • Macquarie Group
  • 20 Aug 17

Senior Analyst/Manager, Counterparty Credit Risk

Senior Analyst/Manager, Counterparty Credit Risk

  • Macquarie Headquarters, Sydney
  • Credit Exposures and Analytics Team
  • Financial product pricing & statistical modelling

Opportunity to join the team responsible for the measurement and provisioning of credit exposure including counterparty credit risk exposure measurement and methodology.

As a Senior Analyst or Manager, this role will suit an individual with a strong analytical approach who is comfortable challenging current practices and procedures to identify opportunities for improvement. You will also have the opportunity to develop into a subject matter expert in relation to counterparty credit exposure measurement on derivative products.

Part of the wider Risk Management Group, Credit Analytics has a responsibility for maintenance of the group's models based Monte Carlo platform which is used to assess risk and valuation adjustments for derivative products. In order to perform this role effectively, a strong knowledge of financial product pricing and statistical modelling is required.

We would like to hear from applicants with strong mathematical and statistical skill sets, who may also demonstrate a financial services background, preferably in investment banking or a trading systems support area, with a sound understanding of financial markets. A good working knowledge of the nature and payout mechanics of derivatives and derivative pricing models, with excellent communication and stakeholder relationship skills, as well as the ability to communicate with both IT and business specialists will see you succeed in this role. A bachelor level degree or higher in finance, commerce, mathematics, engineering, or related is essential.

Accelerate your career with Macquarie- a merit based organisation. To express interest, please include a cover letter with your CV and apply online today. If you have any questions, please contact Shien.Wu@macquarie.com

Macquarie Group is a global provider of banking, financial, advisory, investment and funds management services. Strong prudential management has been a key to Macquarie's success over many years.

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 www.macquarie.com/careers

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.

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Advertised: 28 Jul 2017 AUS Eastern Standard Time
Applications close: