Analyst / Senior Analyst, Valuation Control Group

Analyst / Senior Analyst, Valuation Control Group

Summary

Do you have an interest in derivatives and risk management? Are you looking to be part of a global team? The Global Valuation Control Group for Trading has an exciting opportunity for an Analyst or Senior Analyst to join the team in Sydney.

About the role

You will be responsible for valuation control across the trading businesses. You will work with existing senior staff to develop and implement robust valuation controls and liaise with our Front Office, Risk Management and Finance teams to develop a strong understanding of all trading businesses and appropriate methods for testing illiquid and unobservable derivative pricing model inputs. This role represents an outstanding opportunity to be part of a global, business aligned team.

Key responsibilities:
  • verifying your assigned Business is reported to the market at fair value through the official Macquarie Bank books and records.
  • interacting constantly with the front office traders to understand their trading strategies and marking methodologies.
  • calculating and reporting bid-offer spread reserves
  • analysing and explaining client valuation reporting variances
  • producing and analysing valuation adjustments required to compensate for risk management system limitations
  • preparing a balance sheet based on the fair value hierarchy
  • substantiating large daily profit or loss movements
  • drafting key results report for submission to various committees, senior management and Business Heads

About you

You have an interest in derivatives, valuation and risk management and possess:
  • relevant tertiary qualifications (finance, economics, engineering, maths, accounting)
  • the ability to critically and logically analyse information
  • interpersonal and relationship building skills required to develop strong relationships with clients and stakeholders
  • initiative and the ability to work unsupervised
  • an interest in building a career in risk management
  • strong MS excel skills

If you have a flexible approach and are keen to develop a deep level of knowledge in Valuation Control, apply now. For a confidential discussion please contact blair.henderson@macquaire.com.

About us

Macquarie's business is structured into six operating groups and five support groups. The Financial Management Group (FMG) provides financial, tax and treasury services to all areas of Macquarie.

FMG is focused on three key outcomes:
  • Managing the Macquarie balance sheet and profit & loss optimally and strategically
  • Adding value to Macquarie's senior management and its businesses by providing advice and analysis that is strategic, timely, accurate and comprehensive
  • Ensuring Macquarie continues to meet the obligations within its regulatory and compliance framework.

Commodities and Financial Markets Group (CFM) and Macquarie Securities Group (MSG) provide a variety of services across the globe with an underlying specialisation in interest rate, equity, commodity and foreign exchange related institutional trading, marketing, lending, clearing or platform provision.

Find out more about Macquarie careers at www.macquarie.com/careers

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Advertised: 17 Feb 2017 AUS Eastern Daylight Time
Applications close: