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Senior Analyst - Capital and Aggregate Risk Measurement

Macquarie Group
London, United Kingdom
Closing date
Dec 9, 2022

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Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Do you have an interest in understanding the risks faced by diversified financial institutions? Are you looking for a challenging role as part of a dynamic team? Join our Aggregate Risk team and play a key role in providing valuable insights across Macquarie's aggregate risk profile and financial strength using both the Economic Capital and Enterprise-Wide Stress Testing frameworks.

In Aggregate Risk, you will have the opportunity to work with frameworks that cover:

• enterprise-wide stress testing;

• capital adequacy;

• aggregate risk measurement and risk appetite setting;

• risk adjusted performance measurement for transactions and new businesses; and

• regulatory capital requirements for activities conducted in the Non-Bank Group.

The Aggregate Risk team collaborates with a group of global stakeholders, including all of Macquarie's operating businesses, Risk Management, Group Treasury, Finance, Macquarie's senior management and the Board, as well as our prudential regulator, APRA.

As a member of the team, you will be responsible for:

• developing new approaches and models for economic capital and stress testing frameworks;

• ensuring that the frameworks are applied correctly in various business units across the Group for new deals, BAU purposes, and in scenario analysis processes; and

• providing assurance that our frameworks and models remain best practice with regular reviews and updates where necessary.

You will have an interest in economic capital, stress testing, and enjoy complex problem solving coupled with relevant tertiary qualifications (finance, economics, engineering, statistics, maths).

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.

If this sounds like the opportunity to further build your career in finance than please apply via the link.

About the Risk Management Group

The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.

Our commitment to Diversity and Inclusion

The diversity of our people is one of our greatest strengths, and in combination with our inclusive environment, it enables us to deliver innovative and sustainable outcomes for our people, clients, shareholders and communities. From day one, you'll be encouraged to be yourself and supported to perform at your best. If our purpose of 'empowering people to innovate and invest for a better future' is as inspiring to you as it is to us, please apply. With the right technology, support and resources, our people can work in a range of flexible ways.

We are committed to providing a working environment that embraces and values diversity and inclusion. We encourage candidates to speak with a member of our recruitment team if you require adjustments to our recruitment process to support you, and the type of working arrangements that would help you thrive.

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