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Investment Banking
Senior Analyst/Manager – Model Risk Management – Trading Models
at Macquarie
Mid LevelNo visa sponsorshipPython
Posted 6 days ago
No clicks
- Compensation
- Not specified AUD
- City
- Sydney
- Country
- Australia
Currency: $ (AUD)
Join Macquarie's Sydney-based Model Risk Management team to independently validate trading models used for Counterparty Credit Risk (CCR), valuation adjustments (XVA), the SIMM model and related pricing models. You will manage and deliver high-calibre risk management outcomes to senior stakeholders, ensuring compliance with APS180, CPS226 and APS116 in a globally connected operation. The role involves leading model validations to meet local regulatory requirements and to support Macquarie's global entities. This position offers exposure to cross-asset model risk across trading activities and related risk factors.
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Jobs
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Featured jobs
Senior Analyst/Manager – Model Risk Management – Trading Models
Additional office locations
Sydney
Job ID
19633
Date
05-Jan-2026
Permanent - Full time, Mid-level
Job category
Quantitative Analysis, Risk Management
Join our Model Risk Management team based in Sydney 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 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?
Press space or enter keys to toggle section visibility
As a Senior Analyst/Manager, you will be responsible for the independent validation of models used for Counterparty Credit Risk (CCR), Valuation Adjustments (XVA), the Standardised Initial Margin Model (SIMM) and associated valuation pricing models used for trading activity. The broad impact of the role means you will manage and deliver high calibre risk management outcomes to senior stakeholders. Macquarie is subject to regulatory supervision and thus the role also requires ensuring compliance with Australian regulations that include APS180, CPS226, and APS116. In addition, our team has global reach performing validations used to meet the local regulatory requirements of Macquarie’s entities around the world.
What you offer
Press space or enter keys to toggle section visibility
- Strong quantitative educational background, exceptional problem-solving skills, and an ability to independently manage model validations
- 3+ years' of experience in risk management, including a deep understanding of financial products, key risk factors, and advanced modelling techniques regarding CCR, model performance assessments including back-testing, and curve bootstrapping.
- Effective collaboration and communication skills, capable of working with multiple stakeholders to achieve strong model risk outcomes and an analytical mindset that can navigate model risk policies and regulations
- Experience with model calibration using statistical or stochastic models, advanced numerical/statistical techniques, with knowledge of computational finance
- Proficiency in with high-level programming languages (Python, R); exposure to low-level languages (C++) is valuable.
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.
What we offer
Press space or enter keys to toggle section visibility
At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on employment type, include:
- 1 wellbeing leave day per year
- Up to 5 additional service bonus leave days per year
- Up to 20 weeks’ paid parental leave for primary caregivers along with 12 days of transition leave upon return to work, and 6 weeks’ paid leave for non-primary caregivers
- 2 days of paid volunteer leave and donation matching
- Up to 12 months’ gender affirmation leave, including 6 weeks’ paid leave
- Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
- Access to a wide range of salary packaging options
- Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
- Hybrid and flexible working arrangements, dependent on role
- Reimbursement for work from home equipment
About the Risk Management Group
Press space or enter keys to toggle section visibility
Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central.
Our commitment to diversity, equity and inclusion
Press space or enter keys to toggle section visibility
We are committed to fostering a diverse, equitable and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process. To learn more, contact our team by clicking here.
Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know in the application process.
Senior Analyst/Manager – Model Risk Management – Trading Models
at Macquarie
Back to all Python jobs
Investment Banking
Senior Analyst/Manager – Model Risk Management – Trading Models
at Macquarie
Mid LevelNo visa sponsorshipPython
Posted 6 days ago
No clicks
- Compensation
- Not specified AUD
- City
- Sydney
- Country
- Australia
Currency: $ (AUD)
Join Macquarie's Sydney-based Model Risk Management team to independently validate trading models used for Counterparty Credit Risk (CCR), valuation adjustments (XVA), the SIMM model and related pricing models. You will manage and deliver high-calibre risk management outcomes to senior stakeholders, ensuring compliance with APS180, CPS226 and APS116 in a globally connected operation. The role involves leading model validations to meet local regulatory requirements and to support Macquarie's global entities. This position offers exposure to cross-asset model risk across trading activities and related risk factors.
Jobs
-
Jobs
-
Featured jobs
Senior Analyst/Manager – Model Risk Management – Trading Models
Additional office locations
Sydney
Job ID
19633
Date
05-Jan-2026
Permanent - Full time, Mid-level
Job category
Quantitative Analysis, Risk Management
Join our Model Risk Management team based in Sydney 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 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?
Press space or enter keys to toggle section visibility
As a Senior Analyst/Manager, you will be responsible for the independent validation of models used for Counterparty Credit Risk (CCR), Valuation Adjustments (XVA), the Standardised Initial Margin Model (SIMM) and associated valuation pricing models used for trading activity. The broad impact of the role means you will manage and deliver high calibre risk management outcomes to senior stakeholders. Macquarie is subject to regulatory supervision and thus the role also requires ensuring compliance with Australian regulations that include APS180, CPS226, and APS116. In addition, our team has global reach performing validations used to meet the local regulatory requirements of Macquarie’s entities around the world.
What you offer
Press space or enter keys to toggle section visibility
- Strong quantitative educational background, exceptional problem-solving skills, and an ability to independently manage model validations
- 3+ years' of experience in risk management, including a deep understanding of financial products, key risk factors, and advanced modelling techniques regarding CCR, model performance assessments including back-testing, and curve bootstrapping.
- Effective collaboration and communication skills, capable of working with multiple stakeholders to achieve strong model risk outcomes and an analytical mindset that can navigate model risk policies and regulations
- Experience with model calibration using statistical or stochastic models, advanced numerical/statistical techniques, with knowledge of computational finance
- Proficiency in with high-level programming languages (Python, R); exposure to low-level languages (C++) is valuable.
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.
What we offer
Press space or enter keys to toggle section visibility
At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on employment type, include:
- 1 wellbeing leave day per year
- Up to 5 additional service bonus leave days per year
- Up to 20 weeks’ paid parental leave for primary caregivers along with 12 days of transition leave upon return to work, and 6 weeks’ paid leave for non-primary caregivers
- 2 days of paid volunteer leave and donation matching
- Up to 12 months’ gender affirmation leave, including 6 weeks’ paid leave
- Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
- Access to a wide range of salary packaging options
- Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
- Hybrid and flexible working arrangements, dependent on role
- Reimbursement for work from home equipment
About the Risk Management Group
Press space or enter keys to toggle section visibility
Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central.
Our commitment to diversity, equity and inclusion
Press space or enter keys to toggle section visibility
We are committed to fostering a diverse, equitable and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process. To learn more, contact our team by clicking here.
Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know in the application process.
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