Deskripsi pekerjaan
Macquarie is a global financial group operating across three countries, focusing on diverse trading businesses. As a junior member of the Risk Management Group, you will play a critical role in supporting capital calculations and ensuring appropriate capital reserves for the company's global trading operations in alignment with regulatory requirements. Your responsibilities include calculating and analyzing risk metrics, performing back-testing on model performance, and assessing the impact of new products, businesses, and trading strategies on regulatory capital. You will also perform regulatory capital calculations (APS116) and work closely with global market risk analysts. Furthermore, you will engage with senior leaders to explain complex data to both technical and non-technical stakeholders and support the Fundamental Review of the Trading Book (FRTB) project teams during the transition to the new regulatory framework.
Tanggung jawab: Calculating and analyzing risk metrics; Back-testing model performance; Assessing the impact on regulatory capital for new products, businesses, and trading strategies; Performing regulatory capital calculations (APS116); Engaging with senior leaders and stakeholders to explain complex data; Working with the Fundamental Review of the Trading Book (FRTB) project teams.
Tanggung jawab
- Calculating and analyzing risk metrics
- Back-testing model performance
- Assessing the impact on regulatory capital for new products, businesses, and trading strategies
- Performing regulatory capital calculations (APS116)
- Engaging with senior leaders and stakeholders to explain complex data
- Working with the Fundamental Review of the Trading Book (FRTB) project teams
Informasi lowongan
- Tipe pekerjaan
- Full-time
- Gaji
- Negosiasi