Deskripsi Pekerjaan
Are you a seasoned risk professional looking to make a significant impact within a global financial powerhouse? Macquarie Group is seeking a Senior Manager for Portfolio Risk Management and Stress Testing to join our independent Risk Management Group in Indonesia.
In this high-visibility role, you will act as a critical control function, providing independent and objective review, challenge, and oversight of our portfolio risk strategies. You will be instrumental in designing and executing complex stress testing frameworks that ensure our resilience against volatile market conditions. The ideal candidate will bridge the gap between technical quantitative analysis and strategic business decision-making, ensuring that our risk appetite is strictly adhered to across diverse asset classes.
You will collaborate with global teams, influence senior stakeholders, and contribute to the ongoing evolution of our risk governance frameworks in a dynamic and fast-paced environment.
Tanggung Jawab
- Lead the development and implementation of robust stress testing frameworks for diverse financial portfolios.
- Provide independent risk oversight and objective challenge to front-office business units.
- Analyze portfolio concentration, liquidity, and credit risks to ensure alignment with organizational risk appetite.
- Oversee the preparation of regular risk reports for executive management and regulatory authorities.
- Design and refine quantitative models to capture emerging systemic and idiosyncratic risks.
- Collaborate with cross-functional teams to integrate risk insights into strategic business planning.
- Ensure compliance with internal risk policies and external regulatory requirements within the Indonesian jurisdiction.
Kualifikasi
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field.
- Minimum 8-10 years of experience in financial risk management, specifically within banking or asset management.
- Deep understanding of stress testing methodologies (CCAR, IFRS 9, or ICAAP preferred).
- Proven expertise in quantitative analysis, data modeling, and risk reporting.
- Professional certification such as FRM, PRM, or CFA is highly desirable.
- Strong stakeholder management skills with the ability to communicate complex risk topics clearly.
- Advanced proficiency in SQL, Python, R, or equivalent statistical software.
- Exceptional analytical thinking and problem-solving abilities.