Market Risk Regulatory Reporting SME

We have an exciting opportunity for a Market Risk SME to truly flex their skills and experience within our Group Treasury Division.

As a team we are dedicated to developing you and your career. We can provide quality of work and give you the tools and guidance to be successful in this role. There will also be the chance to enhance your professional experience and skills with opportunities to work across our truly inspiring global organisation.

This role sits within our Reporting, Risk, Analytics and Platforms ("RRAP") team, and we are looking for a Market Risk SME who will support with BAU prudential capital returns for regulatory and internal stakeholders, while ensuring operational risk is minimised by maintaining a strong governance and controls mindset.

Your key responsibilities will include:

• Ownership of the onshore review, challenge and scrutiny for all Market Risk, CVA and Leverage Ratio prudential reporting obligations of Macquarie Bank Europe DAC ("MBE") to include internal daily and monthly management estimates of MBE's capital ratios and quarterly COREP reporting requirements.
• Supporting BAU teams with queries on reporting, in particular explanation of large capital movements
• Review and recommend enhancements to production processes and controls by working with both the embedded risk and control function within RRAP and the BAU Capital Reporting preparation team.
• Support the wider RRAP and FMG teams bringing understanding and commentary for business changes and assessing impacts of market movements
• Involved in implementation of regulatory changes as they relate to updates for capital requirements and external reporting e.g. FRTB
• Reviewing new business activities or transactions from a prudential reporting perspective

You'll support projects to meet new regulatory requirements, while also driving change initiatives, including process improvements.

As a Manager within the team, you will also have the opportunity to collaborate, engage with and nurture working relationships with senior level stakeholders across the group, while the role will also provide fantastic scope for you to work alongside various Group Treasury, business groups and other functional teams.

To be successful, you will have the confidence, drive, and problem-solving skills to innovate and deliver great outcomes.

We are looking for highly motivated and flexible team players who have:

• A tertiary degree in Finance or similar and 5+ years' post-qualification experience in the financial services industry
• Excellent knowledge of the market risk regulatory and reporting environment as it relates to banking and capital markets, particularly with respect to CRR2 and Basel 3 reforms, with a strong ability to absorb emerging market risk trends.
• Confident and credible communicator who displays both technical knowledge and commercial understanding
• Strong understanding of market risk methodologies used for calculations of regulatory capital
• Excellent data interrogation skills, in order to produce succinct insights from large amounts of derivative and non-derivative data
• Strong interpersonal, verbal, and written communication skills
• Proven ability to take ownership and accountability for deliverables, balanced by sound professional judgement.
• Experience of reporting with Axiom very beneficial

About the Financial Management Group

In our Financial Management Group you will be part of a team that provides strategic analysis and advice on capital, funding, liquidity, tax and financial performance to support the growth of Macquarie's businesses around the world. You will join a team that ensures Macquarie continues to meet its financial, regulatory and tax reporting compliance obligations in the jurisdictions in which we operate, and a team that maintains significant relationships on behalf of the Group.

Our commitment to Diversity, Equity and Inclusion

The diversity of our people is one of our greatest strengths. An inclusive and equitable 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.