What role will you play?
You join the Rates Management team within the Commodities and Global Markets Central Division and play a central role in producing and enhancing the official curve sets that support end of day valuation, risk and regulatory reporting across commodities, foreign exchange and interest rate markets. Working closely with trading, risk and technology stakeholders, you analyse business requirements, translate them into scalable data and platform solutions, and drive improvements that strengthen data quality and model robustness. The role blends operational ownership with change delivery, from overseeing the daily rate build and resolving complex data or calculation issues, to supporting platform modernisation and onboarding new products and markets through robust rate capture and derivation frameworks. As a trusted point of expertise, you provide guidance on rates and curve construction, helping teams make informed decisions and enabling consistent, high quality outcomes across the organisation.What you offer
- Degree in a quantitative discipline or equivalent experience in markets, risk analytics or market data environments
- Strong understanding of derivatives across commodities, foreign exchange and/or interest rate markets
- Analytical and problem solving capability, with a proactive approach to managing complex challenges
- Ability to collaborate across business, technology and risk teams and translate requirements into practical, scalable solutions
- Experience with Python and/or SQL and familiarity with market data providers such as Bloomberg or Refinitiv is advantageous
We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.
What we offer
At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:- 1 wellbeing leave day per year and a minimum of 25 days of annual leave.
- 26 weeks’ paid parental leave for primary caregivers along with 12 days of paid transition leave upon return to work and 6 weeks’ paid leave for secondary caregivers
- Paid fertility leave for those undergoing or supporting fertility treatment
- 2 days of paid volunteer leave and donation matching
- Access to a wide range of salary sacrificing options
- Benefits and initiatives to support your physical, mental and financial wellbeing including, comprehensive medical and life insurance cover
- Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services
- Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
- Access to company funded emergency and backup dependent care services
- Recognition and service awards
- Hybrid and flexible working arrangements, dependent on role
- Reimbursement for work from home equipment
About Commodities and Global Markets
Commodities and Global Markets is a global business offering capital and financing, risk management, market access, physical execution and logistics solutions to its diverse client base across Commodities, Financial Markets and Asset Finance.Inclusion at Macquarie
We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of their identity, including age, disability, neurodiversity, gender (including gender identity or expression), sexual orientation, marriage or civil partnership, pregnancy, parental status, race (including ethnic or national origin), religion or belief, or socio-economic background.We provide reasonable adjustments to individuals who may need support during the recruitment process and employment. If you require an adjustment, please let us know during the application process.