Capital Analyst – Liquidity & Capital Team – Macquarie Bank recruitment
The Banking and Financial Services Group (BFS) is Macquarie's retail bank and provides a diverse range of banking and wealth management products and services to financial advisers, stockbrokers, mortgage brokers, professional service industries and direct to the end client around the world.
We are currently seeking an experienced analyst to work within the group's Liquidity Capital team. Focussing on capital management, this role involves assisting BFS to manage and optimise its economic and regulatory capital footprint. This is an exciting opportunity to work closely with internal stakeholders and develop a reputation within BFS as a subject matter specialist.
In this role you will be responsible for assisting our businesses to improve risk and capital management practices.
Responsibilities will include:
- Development and implementation of risk measurement models and systems, applying advanced statistical techniques
- Financial modelling and model validation
- Improvements to credit risk management processes and models, including compliance with more advanced, internal ratings based (IRB) approaches
- Ensuring businesses are adequately provisioned and make effective use of capital
- Assisting with reporting and forecasting of capital utilisation
- Interpretation of prudential standards and how they apply to our businesses
- Assisting with evaluation of new business opportunities and the potential capital impact. These may include evaluation of new products, geographies, divestment or acquisition opportunities, and portfolio management strategies
- Improvements to management reporting, including use of business intelligence tools
- Advising and educating key business individuals at all levels to foster a culture of risk-based decision making.
To be successful in this role, you will have:
- Relevant tertiary qualifications in a business-related, science or quantitative subject (e.g. Finance, Business Studies, Mathematics, Statistics, Actuarial, Engineering)
- Strong understanding of statistical modelling
- Minimum of 3 years in a credit risk management / economic capital role
- A good understanding of risk management practices within the financial services industry
- A sound working knowledge of financial modelling
- Excellent communication skills, both written and verbal
- Familiarity with the Basel prudential capital framework
- Technical skills in programming and/or database development (preferably SQL programming experience)
- The ability to develop strong working relationships with clients and team members
- An analytical mind and strong problem solving skills
- Strong attention to detail and the ability to see multiple tasks through to completion
- Initiative and a commercial approach
This is an exceptional opportunity for an experienced analyst or senior analyst with a proven track record to gain exposure to an area of rapidly increasing importance around Macquarie.
