Macquarie is an Australian financial group, and it's not really a middle-market bank in the usual sense. It's one of the world's biggest infrastructure investors and advisers: airports, toll roads, energy, utilities. Its advisory and principal investing business is Macquarie Capital, and it has a large London office.
Infrastructure is the reason to apply
If you're interested in how big physical assets are funded and run, this is one of the best places in the world to work on that. It's also a good answer to "why Macquarie?" that most applicants can't give convincingly.
Show it on the CV if you can: an engineering or geography degree, a project on energy or transport, an internship with a utility or developer. Even a stock pitch on an infrastructure company helps.
Know the divisions
Macquarie has several businesses that hire graduates separately: advisory and principal investing, asset management, commodities and markets, and others. Read each one and pick the one your CV fits.
Before: Interested in renewable energy
After: Built a payback model for a 20MW solar farm for the energy society; presented it to a developer who now sponsors the society