Why this role stands out
This hybrid role offers a fantastic opportunity to develop sophisticated risk models for a leading financial institution, directly impacting capital strategy and regulatory compliance. You'll thrive here if you possess strong quantitative skills and enjoy collaborating on complex challenges, with the flexibility to work from home. Apply today to join a dynamic team and advance your career in market risk modeling.
Quick overview
Job description
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
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