Experience: 3 to 4 yrs.
Apply Through: http://www.careers.macquarie.com/jobDetails.asp?sJobIDs=875412&lWorkTypeID=&lLocationID=7937%2C+4864&lCategoryID=&lSkillTypeID=&stp=WEBSITE&sLanguage=en
About the role
Reporting to the Head of the Value at Risk (VaR / Capital) team within Market Risk, you will be working in a small, collaborative team that is responsible for Group-wide market risk modelling and capital calculations. Key responsibilities include:
Value at Risk modelling (VaR)
devising and testing model enhancements
calibration of model parameters
analysis of back-testing results
regulatory and economic capital calculations
calculation of contingent funding in the trading book
overseeing Macquarie compliance with APS 116
About you:
Degree qualified in Finance, Mathematics, Statistics, Engineering or similar
experience in a risk, front-office, or related role
understanding of the risk management of options and other derivatives
Value at Risk (or similar risk model) experience desirable but not essential
strong Excel skills
excellent numerical and analytical skills
clear, confident communicator
Reporting to the Head of the Value at Risk (VaR / Capital) team within Market Risk, you will be working in a small, collaborative team that is responsible for Group-wide market risk modelling and capital calculations. Key responsibilities include:
Value at Risk modelling (VaR)
devising and testing model enhancements
calibration of model parameters
analysis of back-testing results
regulatory and economic capital calculations
calculation of contingent funding in the trading book
overseeing Macquarie compliance with APS 116
About you:
Degree qualified in Finance, Mathematics, Statistics, Engineering or similar
experience in a risk, front-office, or related role
understanding of the risk management of options and other derivatives
Value at Risk (or similar risk model) experience desirable but not essential
strong Excel skills
excellent numerical and analytical skills
clear, confident communicator
Apply Through: http://www.careers.macquarie.com/jobDetails.asp?sJobIDs=875412&lWorkTypeID=&lLocationID=7937%2C+4864&lCategoryID=&lSkillTypeID=&stp=WEBSITE&sLanguage=en
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