Quantitative Analyst, Pricing Risk Model Validation - Macquarie Group

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Play a key role in strengthening the integrity of the financial models that underpin our global Commodities and Global Markets business. You will help ensure that the models used to price and manage risk for trading activity are robust, reliable and aligned with our purpose of helping clients navigate dynamic markets. 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 31 markets and with 56 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? In this role, you validate the models that support pricing and risk management across a wide range of trading activities, working within the Model Risk Management team in the Risk Management Group. You draw on your quantitative skills to analyse complex models, from derivative pricing across multiple asset classes to curve bootstrapping and risk methodologies such as valuation adjustments, counterparty credit risk and market risk. You work closely with stakeholders to understand the models they use, communicate findings clearly and contribute to informed decision making. You also collaborate with colleagues across the team, building your modelling capability through cross skilling and exposure to diverse projects, and apply a variety of analytic and programming techniques to recreate, test and challenge models in a structured and rigorous way. While Macquarie offers hybrid working for many of our roles, this role does require three days a week in our advertised location. What you offer You bring a quantitative background and strong problem solving capability. You demonstrate an understanding of financial markets and the risk drivers that influence financial products. You communicate clearly with stakeholders in writing and in person. You apply analytic techniques such as simulations, regression analysis, optimisation or time series analysis to solve modelling challenges. You work confidently with one or more programming languages such as C++, R, Python, VBA, Excel, MATLAB or Mathematica. We 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.

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