Quantitative Analyst
- Employer
- Macquarie Group
- Location
- Sydney, Australia
- Salary
- Competitive
- Closing date
- Jun 16, 2023
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Banking & Financial Services Treasury is a function within the Product & Technology Division of Banking & Financial Services Group. Within this Treasury team are the Funding, Liquidity and Interest Rate Risk Management, Capital, Provisioning & Risk Modelling disciplines. The team works in collaboration with the Sales, Product, Prudential, Credit, Technology and Communications teams to optimise business opportunities within clearly understood and acceptable risk parameters. Our Banking and Financial Services Treasury team maintains close working ties with Macquarie's central Risk Management Group and Financial Management Group.
The role includes development and execution of stress testing models across Banking and Financial Services portfolios (retail and non-retail), as well as assisting with other modelling activities including portfolio optimisation and behavioural analysis. You will be responsible in translating macro-economic scenarios into portfolio P&L and capital requirements. As part of this role, you are expected to have an understanding of capital, provisioning, liquidity, funding, credit modelling, balance sheet management and how they interplay.
Successful applicants will have a quantitative background (maths, stats, engineering, actuarial), with a commercial outlook and strong problem solving skills. Previous stress testing, IRB or IFRS9 modelling experience will be an advantage.
If you enjoy a fast paced environment and are looking to broaden your technical skillset, then apply today.
About Banking and Financial Services
Banking and Financial Services is Macquarie's retail banking and financial services business, providing a diverse range of personal banking, wealth management, business banking and vehicle finance products and services to retail clients, advisers, brokers and business clients.
Our commitment to Diversity, Equity and Inclusion
The diversity of our people is one of our greatest strengths. An inclusive and equitable environment 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, equity 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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The role includes development and execution of stress testing models across Banking and Financial Services portfolios (retail and non-retail), as well as assisting with other modelling activities including portfolio optimisation and behavioural analysis. You will be responsible in translating macro-economic scenarios into portfolio P&L and capital requirements. As part of this role, you are expected to have an understanding of capital, provisioning, liquidity, funding, credit modelling, balance sheet management and how they interplay.
Successful applicants will have a quantitative background (maths, stats, engineering, actuarial), with a commercial outlook and strong problem solving skills. Previous stress testing, IRB or IFRS9 modelling experience will be an advantage.
If you enjoy a fast paced environment and are looking to broaden your technical skillset, then apply today.
About Banking and Financial Services
Banking and Financial Services is Macquarie's retail banking and financial services business, providing a diverse range of personal banking, wealth management, business banking and vehicle finance products and services to retail clients, advisers, brokers and business clients.
Our commitment to Diversity, Equity and Inclusion
The diversity of our people is one of our greatest strengths. An inclusive and equitable environment 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, equity 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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