
at Macquarie
Investment BankingPosted 4 days ago
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**Analyst, Counterparty Credit Modelling and Exposures (22364)** Join Macquarie's cross-functional Credit Modelling team in Sydney to manage and measure counterparty credit risk. Analyse exposures, ensure alignment with modelled calculations, and collaborate with Line 1 and Line 2 teams. Develop and maintain processes, tools, and documentation. Explain model outputs to stakeholders. **Key Responsibilities:** - Measure credit exposure and counterparty credit risk - Monitor model performance and analyse output - Collaborate with Line 1 and Line 2 teams to ensure alignment with modelled calculations **Required Skills and Experience:** - 2+ years in financial services, preferably investment banking - Proficient in R, Python, and C++ programming - Strong quantitative qualifications (Master's, PhD, or equivalent) - Knowledge of numerical methods, stochastic calculus, and regulatory requirements
- Compensation
- Not specified
- City
- Sydney
- Country
- Australia
Currency: Not specified
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Analyst, Counterparty Credit Modelling and Exposures
What role will you play?
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What you offer
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- Strong academic qualifications in a quantitative subject (e.g., Actuarial Studies, Financial Mathematics, Masters, or PhD)
- 2+ years of experience in financial services, preferably in investment banking or trading systems support
- Experience developing/validating CCR models and understanding CCR and the economic, regulatory and market environments in which Banks operate
- Knowledge of financial market products, market conventions and regulatory requirements, with some knowledge and understanding of physical commodity markets
- Good knowledge of numerical methods, stochastic calculus, and probability theory with excellent programming skills (R, Python and C++ programming).
What we offer
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- 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 benefits 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
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Our commitment to diversity, equity and inclusion
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