Join our Global VaR team who play a key role both running and maintaining the Traded Market Risk VaR calculation engine which calculates APS116 capital for Macquarie’s market facing activities. The markets facing business is a global trading business with significant activity across commodities, IR, FX, equities and credit products.

At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 31 markets and with 56 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.

In this role you will be responsible for running and analysing VaR results, reporting to senior management and assisting with planning and management of team deliverables. You will devise model and process enhancements, calibrate model parameters and assist with the implementation of changes required for regulatory developments.

You will assess the impact of regulatory capital from new products, businesses and trading strategies, and work on the calculation of Macquarie’s regulatory and economic capital, ensuring our compliance with APS 116.

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.

Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central.

We are committed to fostering a diverse, equitable and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process. To learn more, contact our team by clicking here.

Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know in the application process.