Aggregate Risk Manager - Risk Management Group- Sydney based role
Join our Aggregate Risk team in Sydney, Australia and play a key role in providing insights into Macquarie's aggregate risks and financial strength using the Economic Capital framework and Enterprise Wide Stress Testing.
In Aggregate Risk, you will work with frameworks that cover capital adequacy and aggregate risk measurement; risk adjusted performance measurement for transactions and new businesses; regulatory capital requirements for activities conducted in the Non-Bank Group; and enterprise wide stress testing.
As a member of the team, you will be responsible for developing new economic capital and stress testing models that are consistent with the relevant frameworks. You will ensure that the frameworks are applied correctly in various business units across the Group for new deals, BAU purposes, and scenario analysis; whilst providing assurance that frameworks remain best-practice with regular reviews and model updates.
The team collaborates with many global stakeholders, including all of the operating businesses, Risk Management, Group Treasury, Finance, Macquarie's senior management and the Board, as well as our prudential regulator APRA.
You will be able to display the ability and desire to solve bespoke problems whilst demonstrating a curiosity for understanding complexity and how things work. You will have strong numerical and analytical skills with the ability to communicate complex concepts to non-technical stakeholders at all levels. A degree qualification in Mathematics, Statistics, Engineering, Physics, Finance, Economics, or similar would be advantageous.
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.
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.
For more information, please visit www.macquare.com/careers