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Quantitative Manager | Interest Rate Risk Management

Macquarie Group Limited
Sydney, Australia
Closing date
May 17, 2024

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
The Balance Sheet Management and Funding team work across high impact areas within Banking and Financial Services Treasury. We use our financial and numerical skills to optimise and monitor balance sheet opportunities in a dynamic and fast-growing bank.

At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are a global financial services group operating in 34 markets and with 54 years of unbroken profitability. You'll be part of a supportive team where everyone - no matter what role - contributes ideas and drive outcomes.

What role will you play?

As a Quantitative Manager, you will lead the development and implementation of Balance Sheet Management and IRRBB (Interest Rate Risk in the Banking Book) models to improve risk measurement and management in line with APS117 regulatory standards. You will work closely with colleagues in Product, Finance and Risk to optimise business opportunities within clearly understood and acceptable risk parameters in a high performing team supported by talented and technical peers, having a hands-on opportunity to develop IRRBB models.

What you offer

  • Strong academic background in a quantitative degree such as mathematics, statistics, actuarial, engineering, or computer science.
  • Strong numerical and analytical skills, coupled with an ability to understand and succinctly explain complex data sets and concepts.
  • Experience in statistical predictive modelling within a banking/financial context would be advantageous.
  • Good understanding of financial markets and key risk factors for financial products.
  • Technical proficiency in SQL and a language such as R/Python.

We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.


Macquarie employees can access a wide range of benefits which, depending on eligibility criteria and location, include:

  • Hybrid and flexible working arrangements
  • Wellbeing and service bonus leave
  • Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent
  • Paid volunteer leave and donation matching
  • Range of benefits to support your physical, psychological and financial wellbeing

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