Associate Director - Model Risk (m|f|x) London

Join our Model Risk Management team who have a global responsibility for ensuring that key financial and risk models used by Macquarie are appropriately managed and validated.

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.

Aufgaben

As an Associate Director, you will lead a team that plays an active role in reviewing models and calculations that are used for Market Risk, Treasury Risk and Liquidity Risk. This includes performing validation for risk models designed to comply with APS116 for Traded Market Risk, APS117 for Interest Rate Risk in the Banking Book, APS210 for Liquidity Coverage Ratio and Net Stable Funding Ratio, several of which are undergoing transition into new regulatory frameworks including the Fundamental Review of the Trading Book (FRTB). In addition, the team has global reach performing validations used to meet the local regulatory requirements of Macquarie’s entities around the world. You will work closely with the relevant stakeholders across the organisation including Market Risk, Prudential Risk, Group Treasury and the FRTB project team.

Profil / Ihre Qualifikation / Ihre Persönlichkeit:

• Ability to lead a team, including guidance, training and direction on performing appropriate risk-based model validations
• Extensive experience in risk management
• Relevant qualification in a quantitative discipline
• Good understanding of financial markets and key risk factors for financial products
• Ability to partner with stakeholders to influence favourable outcomes through effective communication and negotiation skills
• An analytical mindset which balances commercial needs with the relevant risks
• Working knowledge of the relevant regulations is advantageous.

Das erwartet Sie

• Hybrid and flexible working arrangements
• One wellbeing leave day per year and up to five additional days leave based on length of service
• Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent
• Paid volunteer leave and donation matching
• Range of benefits to support your physical, psychological and financial wellbeing
• Access to a wide range of learning and development opportunities

Bewerbung

We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background.

Diese Anzeige auf LinkedIn teilen →

Standort

Ropemaker Place, 28 Ropemaker Street, UK-EC2Y 9HD London