What is the scope? When you use the term MACRO it indicates (to me anyway) that is is something to run in ISPF edit, but the description indicates something more general.
If you are ok with issuing a command TSO your-command-name then issue the command TSO ISRDDN and look for the ddname SYSEXEC. If there is a dataset with your userid at the front then you can put you REXX pgm in there. Otherwise you need to talk to your colleagues or your tech support team.