Senior Market Risk Modeler Hybrid & Capital Modeling

Macquarie Bank Limited is seeking a skilled Market Risk Modeler to build and maintain risk models across asset classes, including regulatory capital models for traded market risk and banking book interest rate risk. You will collaborate with stakeholders to develop and improve models in a dynamic environment.

The role requires a strong foundation in quantitative finance, programming in Python, R, C++, and SQL, and the ability to manage detailed day-to-day work while balancing long-term