Senior Analyst - Operational Risk Capital and Stress Testing

About the role

Macquarie Group is recruiting a Senior Analyst for its Capital and Aggregate Risk Measurement team in Sydney. The role sits at the intersection of risk management, capital, scenario analysis and regulatory strategy, supporting the measurement, analysis and development of the Group's non-financial risk capital modelling and quantification.

Key responsibilities

• Work closely with business and risk stakeholders to quantify material non-financial risks through scenario analysis and stress testing
• Challenge assumptions, analyse results and provide insightful risk assessments to support decision-making
• Contribute to the measurement and management of non-financial risks through economic capital, stress testing and scenario analysis
• Gain exposure to broader capital adequacy, aggregate risk and risk appetite initiatives
• Work with experienced risk professionals across businesses and risk disciplines to maintain a robust, forward-looking approach to risk measurement, including emerging risk issues

Required profile

• Experience in Economic Capital, Operational Risk, Stress Testing, Scenario Analysis, Regulatory Capital, Quantitative Risk Management or a related discipline
• Ability to work independently while collaborating effectively in a team, with a proactive mindset and willingness to challenge existing thinking
• Excellent communication and stakeholder management skills, able to engage with business leaders and risk professionals

Required skills

• Strong analytical and quantitative problem-solving skills
• Experience analysing data and turning technical outputs into clear insights
• Knowledge of economic capital frameworks, ICAAP, stress testing, operational risk or prudential capital requirements is valuable

What we offer

• Wellbeing leave day per year, up to 5 additional service bonus leave days, and up to 20 weeks' paid parental leave
• Paid volunteer leave and donation matching, and up to 12 months' gender affirmation leave
• Employee Assistance Program and wellbeing benefits, and salary packaging options
• Learning and development opportunities, including reimbursement for professional memberships
• Hybrid and flexible working arrangements, and reimbursement for work-from-home equipment