Job Description

Based at the Macquarie Headquarters, Sydney – Join our Quantitative Applications Division team which has global responsibility for ensuring the integrity of key financial models used by Macquarie.

In this role, you will have the opportunity to participate in a broad range of modelling work, including:

  • validating credit risk models across the Group, including models used for economic and regulatory capital (IRB), valuation adjustments (IFRS9) and business decisions (credit scorecards)
  • potential exposure to derivative pricing models and market risk models
  • maintaining efficient communication with model owners regarding modelling, back testing and evaluation of model performance

The role will also provide you with the opportunity to be a part of a team that thrives on cross skilling, ensuring that your skill set, and knowledge is stretched and developed.

The Quantitative Applications Division utilises a range of analytic techniques including regression analysis, optimisation, time series analysis and simulations. These are implemented using a variety of computing technologies including: R, Python, VBA, Excel, MATLAB, Mathematica and C++ on Linux and Windows platforms.

We will provide unique in-house training to enhance your modelling skills and we ask for you to bring with you a demonstrated proficiency in solving problems and applying analytical techniques, plus a willingness to learn the others. 

You will bring with you prior experience in a Quantitative role and ideally have a degree in a relevant discipline as well as interest in the financial markets. Strong programming skills would be an advantage in this role.

If this sounds like you, then we would love to hear from you, please apply via the link below.

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 

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.

We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.

Save Job