Sydney
Permanent - Full time, Entry level, Junior
Join our Value at Risk (VaR) team measuring aggregate market risk across Macquarie's global trading businesses, with significant activity in commodities, interest rates, foreign exchange, equities and credit products.
We are a global financial services group operating in 30 markets with 57 years of unbroken profitability.
At Macquarie, you're empowered to shape a career that is fulfilling and creates value.
You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.
What role will you play?
As a junior member of a global team operating across three countries, you will apply your financial markets knowledge to support capital calculations and help ensure appropriate capital is reserved for Macquarie's global trading business in line with regulatory requirements.
This involves calculating and analysing risk metrics, back-testing the model performance, assessing the impact on regulatory capital for new products, businesses and trading strategies, and performing regulatory capital calculations (APS116).
You will work closely with our global market risk analysts and periodically engage with senior leaders across the Risk Management Group, explaining changes and complex data clearly to both technical and non-technical stakeholders at all levels.
A key part of this role will also involve working with the Fundamental Review of the Trading Book (FRTB) project teams to support the transition to the new FRTB regulatory framework.
What you offer
Entry level up to 3 years of relevant experience in a role utilising statistical techniques or financial modelling
Critical thinking and analysis of complex data
Good understanding of financial markets
Exposure to regulatory environment such as APS116 and FRTB will be advantageous
Prior experience with or interest in coding, in Python or similar languages will be advantageous.
What we offer
At Macquarie,



you're empowered to shape a career that's rewarding in all the ways that matter most to you.
Macquarie employees can access a wide range of benefits which, depending on employment type, include:
1 wellbeing leave day per year
Up to 5 additional service bonus leave days per year
Up to 20 weeks' paid parental leave for primary caregivers along with 12 days of transition leave upon return to work, and 6 weeks' paid leave for non-primary caregivers
2 days of paid volunteer leave and donation matching
Up to 12 months' gender affirmation leave, including 6 weeks' paid leave
Access to Employee Assistance Program and wellbeing advantages including skin and health checks, and flu vaccinations
Access to a wide range of salary packaging options
Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
Hybrid and flexible working arrangements, dependent on role
Reimbursement for work from home equipment
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, market risk, operational risk, aggregate risk and prudential, and central.
Inclusion at Macquarie
We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected.
Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.
We provide reasonable adjustments to individuals who may need support during the recruitment process and employment.
If you require an adjustment, please let us know during the application process.
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📌 Analyst, Market Risk | Risk Management Group (Sydney)
🏢 Macquarie Group
📍 Sydney