Senior Associate - Value at Risk

In this role you will apply your financial markets knowledge to support capital calculations and help ensure appropriate capital is reserved for Macquarie s global trading business in line with regulatory requirements. This involves calculating and analysing risk metrics, back-testing the model performance, assessing the impact on regulatory capital for new products, businesses and trading strategies, and performing regulatory capital calculations.

You will work closely with our global market risk analysts and periodically engage with senior leaders across the Risk Management Group, explaining changes and complex data clearly to both technical and non-technical stakeholders at all levels.