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This sought-after position offers you an excellent opportunity to join our Market Risk team in Paris.
Market Risk is concerned with measuring and limiting Macquarie's exposure to adverse movements in markets. Due to the diversity and complexity of the products that Macquarie offers, this is a constantly challenging responsibility, but one that is pivotal to the Macquarie way of doing business.
You will join a team supporting Macquarie Bank Europe (MBE), focused on both trading and non-traded market risk, and in particular the calculations of traded market risk exposure, and interest rate risk in the banking book (IRRBB) arising from loans and lending activity. You will report directly to the MBE Market Risk Manager, based in Paris.
Responsibilities will include:
Regular interaction with MBE trading desk to understand risk positions and market conditions.
Calculating and reporting traded market risk exposure to trading desk and senior management each day.
Working with the business and market risk stakeholders on new product and limit approvals.
Owning a monthly risk calculation process for inclusion in reports that are critical to the Board and the Regulator. You will be using existing models but also building out and improving the calculation methodology.
Investigating significant profit and loss events and reporting to senior management on key drivers.
Supporting the MBE CRO in addressing regulator queries.
We're seeking an experienced Market Risk analyst with 1-2 years' experience gained within an international financial institution or financial services firm or equivalent.
You will have the ability to balance and switch between detail orientated problem-solving, versus managing higher level strategic activities and objectives. You will bring the ability to sustain a high level of performance under pressure with short deadlines and competing priorities, and you will have a strong analytical ability and judgment. You are a confident communicator with strong interpersonal and relationship building skills, but capable of working independently. You are able to interact with stakeholders across all levels. You will also hold a bachelor's degree in Engineering, Finance, Mathematics, Economics or equivalent.
If you're ready to join a global organisation and take your career to the next level, apply now online.
About the Risk Management Group
The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.
Our commitment to Diversity and Inclusion
The diversity of our people is one of our greatest strengths, and an inclusive workplace enables us to embrace that diversity to deliver more innovative and sustainable solutions for our people, clients, shareholders and communities. At Macquarie, you'll be encouraged to be yourself and supported to perform at your best. If you're inspired to deliver on our purpose of 'empowering people to innovate and invest for a better future', we want you on our team. If you need adjustments made to the recruitment process, please reach out to your recruiter.
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 colour and ethnic or national origins), religion or belief.
Joining Macquarie means you'll be able to work in a way that suits you best. With the right technology, support and resources, our people can work in a range of flexible ways. Talk to us about what working arrangements would help you thrive.