Commodities and Financial Markets (CFM) provides a variety of services across the globe with an underlying specialization in interest rate, commodity or foreign exchange related institutional trading, marketing, lending, clearing or platform provision.
The predominant CFM client base is financial institutions and significant commodity producers and consumers. With structuring, sales and trading professionals in Australia, New Zealand, the Americas, Canada, Asia, Europe and the Middle East, CFM offers quality service and risk management solutions to meet our clients' needs.
CFM offers trading, sales, research and finance covering:
- Fixed income - interest rate, debt and credit securities
- Currency - foreign exchange spot, forward and tailored services
- Commodities - metals, energy, environmental products, agriculture, freight, bulk commodities, and complementary futures services
CFM operates in most major trading markets and emerging markets around the world.
The Portfolio Solutions Group (PSG) team within CFM is looking to bring on a quantitative analyst with a machine learning background to assist in building out our consumer and mortgage whole loan financing, acquisition and securitization platform.
Working closely with the senior data scientist, the successful candidate will;
- Identify, analyze, manipulate and maintain large market and economic data sets;
- Build out quantitative models using logistic regression and machine learning techniques;
- Interpret and communicate results with a proper understanding of model error;
- Create and automate reports on U.S consumer, mortgage and credit markets for bank-wide distribution; and
- Promote and implement ideas that lead to successful business outcomes.
The successful candidate will have;
- An academic background in Accounting, Finance or Economics and a post graduate degree (e.g. PhD or MSc) from a top-tier university. A PhD in statistical or machine learning or a related field will be highly regarded.
- 1-3 years of commercial experience in quantitative research, data science or machine learning
- Experience in consumer and mortgage whole loan financing preferred
- Exhibit a strong interest in financial markets and be able to communicate the impact of political, economic, social trends on asset prices
- You will have an outgoing personality with excellent communication and presentation skills. You will be able to discuss research with specialists but you will also be keen to regularly communicate the commercial value of your ideas.
- You will thrive within a fast paced environment, and constantly display a drive to succeed.
All qualified applicants will receive consideration for employment and will not be discriminated against on the basis of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other impermissible criterion or circumstance. Macquarie also takes affirmative action in support of its policy to hire and advance in employment individuals who are minorities, women, protected veterans, and individuals with disabilities.