Associate - Model Risk Management
About the job
Join the Model Risk team in Sydney, where you will contribute to the integrity of traded risk and valuation models across Macquarie. This job is vital in ensuring compliance with regulations while fostering a collaborative environment where everyone’s ideas matter. The team thrives on diversity and encourages innovative thinking to drive outcomes.
You'll be responsible for
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Reviewing models for Counterparty Credit Risk
Actively reviewing models used for Counterparty Credit Risk (CCR), Valuation Adjustments (XVA), and associated valuation pricing models used for trading activity.✅
Ensuring compliance with regulations
Ensuring compliance with Australian regulations including APS180, CPS226, and APS116.📊
Benchmarking best practices
Using theoretical analysis and mathematical research for benchmarking best practices to meet business needs and documentation of reviews.Key criteria
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Degree in quantitative discipline
Possession of a relevant degree to support analytical skills.View
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Understanding of quantitative concepts
Foundational knowledge in modeling and implementation.View
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Financial markets knowledge
Good grasp of key risk factors for financial products.View
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