Job Description
Full details about the role and requirements
Yukerja Summary
The Analyst, Counterparty Credit Modelling and Exposures role at Macquarie Group is curated from JobStreet (category Teknologi & IT). Note the work location (Indonesia) before applying. Yukerja.com is not the employer — applications are handled on the official source site.
Additional office locations
Sydney
Job ID
22364
Date
15-Jun-2026
Permanent - Full time, Junior, Mid-level
Job category
Risk Management
As an Analyst in the Counterparty Credit Risk Modelling and Analytics team, you will initially be involved in exposure management, ensuring that trading activity is within Credit appetite and aligned to our modelled exposure calculations. You will support Line 1 (i.e. Front Office) as well as Line 2 (Risk Management Group) queries relating to counterparty credit risk for a range of products (FX, commodities, Interest Rate, Futures etc). In time, there will be opportunity to learn to make improvements to existing counterparty credit risk processes and in developing new models’ methodologies and tools to ensure compliance with internal and regulatory requirements. This role provides an opportunity to get exposure to calibrating risk factor evolution model parameters for newly traded assets. You will maintain and develop processes and tools designed to monitor model performance, analyse model output and prepare reports for stakeholders, and reduce the use of legacy non-simulation-based models. In addition, you will ensure comprehensive and current documentation exists across all counterparty credit risk processes and systems.
As an Analyst in the Counterparty Credit Risk Modelling and Analytics team, you will initially be involved in exposure management, ensuring that trading activity is within Credit appetite and aligned to our modelled exposure calculations. You will support Line 1 (i.e. Front Office) as well as Line 2 (Risk Management Group) queries relating to counterparty credit risk for a range of products (FX, commodities, Interest Rate, Futures etc). In time, there will be opportunity to learn to make improvements to existing counterparty credit risk processes and in developing new models’ methodologies and tools to ensure compliance with internal and regulatory requirements. This role provides an opportunity to get exposure to calibrating risk factor evolution model parameters for newly traded assets. You will maintain and develop processes and tools designed to monitor model performance, analyse model output and prepare reports for stakeholders, and reduce the use of legacy non-simulation-based models. In addition, you will ensure comprehensive and current documentation exists across all counterparty credit risk processes and systems.