Senior Manager | Counter Party Credit RiskPrimary office location: London
Date: 13-Nov-2024
Permanent - Full time, Mid-senior
Job category
Our Credit Modelling team is responsible for measuring and managing counterparty credit risk exposure within the Commodity Markets and Finance division. As the senior London-based personnel, you will ensure our models' methodologies and tools comply with both internal and regulatory requirements.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You'll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
What role will you play?As a Senior Manager in Credit Modelling, you will lead efforts to improve existing counterparty credit risk models and develop new ones. You will calibrate risk factor evolution model parameters for newly traded assets, maintain processes to monitor model performance, and prepare reports for stakeholders. Additionally, you will support the Front Office and Credit Analysts with counterparty credit risk queries and maintain clear communication with senior stakeholders.
What you offer8+ years of experience in financial services, preferably in investment banking or trading systems supportExperience developing/validating counterparty credit risk models and a strong understanding of the economic, regulatory, and market environments in which banks operateStrong programming skills (R, Python and C++) and a good understanding of numerical methods, stochastic calculus, and probability theoryExcellent stakeholder management skills and the ability to communicate effectively in English, both verbally and in writingTenacity and flexibility with the ability to work both autonomously and collaboratively, managing priorities simultaneouslyWe love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.
About the Risk Management GroupIn our Risk Management Group, you will be part of an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie's material risks. Our divisions include Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Prudential Risk, and Risk Management Group Central.
Our commitment to diversity, equity and inclusionWe are committed to providing a working environment that embraces diversity, equity and inclusion. As an inclusive employer, Macquarie does not discriminate on the grounds of age, disability, sex, sexual orientation, gender identity or expression, marriage, civil partnership, pregnancy, maternity, race (including color and ethnic or national origins), religion or belief.
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