Financial Risk Analyst - 12 Month Contract - Sydney Australia

Company: Confidential
Your Application: You have not applied yet
Location: Sydney Australia, Australia
JOB DESCRIPTION

Financial Risk Analyst - 12 month contract
Confidential
Financial Risk Analyst - 12 month contract

This role will work closely with Interest Rate Risk subject matter experts ftware developers within the Confidential to design, implement lidate new models to meet new regulatory requirements in this space APS117he key focus will be on the implementation of an Expected Shortfall model for non-traded market risk, including validation of the underlying market data icing models, but the successful cte will get broad exposure to the wider project ll have the opportunity to get involved in a range of activitieso succeed in this space we are looking for the following experience:

strong quantitative capabilities to support validation of market data delling outputs
sound knowledge of financial instruments, including hedging products
modelsting

Experience in any of the following is not essential but would be highly desirable

knowledge perience in interest rate risk Confidential ersight
experience with owledge of Asset & Liability Confidential, Confidential lance sheet risk concepts
experience implementing Value at Risk VaR & Earnings at Risk EaR using QRM or similar modelling tools, owledge of APS
experience working with large data sets, including use of tools such as SQL, Alteryx, Python, sualisation tools Tableau/PowerBI

This is a great role for someone to be part of a major transformation project within an industry leading organisationhe successful cte is likely to have experience with financial modelling within a financial institutionnitial contract is 12months, but with a large pipeline of change across Market Risk strong performance in this role is likely to create opportunity for extensionsp>

About the Risk Confidential Group

The Risk Confidential Group RMG is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed nagedts divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs gregate Risk, G Enterprise Supportp>

Our commitment to Diversity clusion

The diversity of our people is one of our greatest strengths, combination with our inclusive environment, it enables us to deliver innovative stainable outcomes for our people, clients, shareholders mmunitiesrom day one, you'll be encouraged to be yourself pported to perform at your bestf our purpose of -empowering people to innovate vest for a better future- is as inspiring to you as it is to us, please applyith the right technology, support sources, our people can work in a range of flexible waysp>

We are committed to providing a working environment that embraces lues diversity clusione encourage ctes to speak with a member of our recruitment team if you require adjustments to our recruitment process to support you, e type of working arrangements

that would help you thrivep> Confidential
Financial Risk Analyst - 12 month contract

This role will work closely with Interest Rate Risk subject matter experts ftware developers within the Confidential to design, implement lidate new models to meet new regulatory requirements in this space APS117he key focus will be on the implementation of an Expected Shortfall model for non-traded market risk, including validation of the underlying market data icing models, but the successful cte will get broad exposure to the wider project ll have the opportunity to get involved in a range of activitieso succeed in this space we are looking for the following experience:

strong quantitative capabilities to support validation of market data delling outputs
sound knowledge of financial instruments, including hedging products
modelsting

Experience in any of the following is not essential but would be highly desirable

knowledge perience in interest rate risk Confidential ersight
experience with owledge of Asset & Liability Confidential, Confidential lance sheet risk concepts
experience implementing Value at Risk VaR & Earnings at Risk EaR using QRM or similar modelling tools, owledge of APS
experience working with large data sets, including use of tools such as SQL, Alteryx, Python, sualisation tools Tableau/PowerBI

This is a great role for someone to be part of a major transformation project within an industry leading organisationhe successful cte is likely to have experience with financial modelling within a financial institutionnitial contract is 12months, but with a large pipeline of change across Market Risk strong performance in this role is likely to create opportunity for extensionsp>

About the Risk Confidential Group

The Risk Confidential Group RMG is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed nagedts divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs gregate Risk, G Enterprise Supportp>

Our commitment to Diversity clusion

The diversity of our people is one of our greatest strengths, combination with our inclusive environment, it enables us to deliver innovative stainable outcomes for our people, clients, shareholders mmunitiesrom day one, you'll be encouraged to be yourself pported to perform at your bestf our purpose of -empowering people to innovate vest for a better future- is as inspiring to you as it is to us, please applyith the right technology, support sources, our people can work in a range of flexible waysp>





JOB TYPE
Work Day: Full Time
Employment type: Permanent Job
Salary: Negotiable


JOB REQUIREMENTS
Minimal experience: No experience



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