Based at the Macquarie Headquarters, Sydney – our Quantitative Applications Division (QAD) team has global responsibility for ensuring the integrity of key financial models used by Macquarie.
In this role, you will participate in a broad range of modelling work, including:
The role provides the opportunity to be a part of a team that thrives on cross skilling, ensuring that your skill set and knowledge is stretched and developed.
QAD utilises a range of analytic techniques including: regression analysis, optimisation, time series analysis and simulations. These are implemented using a variety of computing technologies including: R, Python, VBA, Excel, MATLAB, Mathematica and C++ on Linux and Windows platforms.
We will provide unique in-house training to enhance your modelling skills and we just for you to bring with you a demonstrated proficiency in solving problems and applying analytical techniques, plus a willingness to learn the others.
This role will suit a person with about 1 - 4 years demonstrated experience in a Quantitative role, a degree in a relevant discipline and an interest in the financial markets. Good programming skills would be an advantage.
Risk Management Group is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Credit, Prudential, Capital and Markets, Market Risk, Operational Risk, Compliance, Quantitative Applications and Internal Audit.
Find out more about Macquarie careers at www.macquarie.com/careers
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.