11 Aug
|
Macquarie Group
|
City of Sydney
11 Aug
Macquarie Group
City of Sydney
Join our Model Risk Management team based in Sydney who have a global responsibility for ensuring that key financial and risk models used by Macquarie are appropriately managed and validated. 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 31 markets and with 56 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.
We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.
What role will you play?
As a Manager or Senior Manager, you will be responsible for the independent validation of models used for Counterparty Credit Risk (CCR), Valuation Adjustments (XVA), the Standardised Initial Margin Model (SIMM) and associated valuation pricing models used for trading activity.
The broad impact of the role means you will manage and deliver high‑caliber risk management outcomes to senior stakeholders.
Macquarie is subject to regulatory supervision and thus the role also requires ensuring compliance with Australian regulations that include APS180, CPS226, and APS116.
In addition, our team has global reach performing validations used to meet the local regulatory requirements of Macquarie’s entities around the world.
What You Offer
- Solid quantitative educational background, exceptional problem‑solving skills, and an ability to independently manage model validations
- 5‑10 years of experience in risk management, including a deep understanding of financial products, key risk factors, and advanced modelling techniques regarding CCR, model performance assessments including back‑testing, and curve bootstrapping.
- Effective collaboration and communication skills, capable of working with m
📌 Manager/Senior Manager, Model Risk Management | Trading Models (City of Sydney)
🏢 Macquarie Group
📍 City of Sydney