At Macquarie Group, we're seeking a Credit Risk Modelling Manager to join our Banking and Financial Services Treasury team in Sydney.
This role is part of our cross-functional team responsible for Funding, Liquidity, Interest Rate Risk Management, Capital, Provisioning, and Risk Modelling.
We bring together diverse people to shape possibilities, operating in 34 markets with 55 years of profitability.
Key Responsibilities
* Build, implement, and execute capital and provisioning models across our product suite.
* Monitor model performance and collaborate with the validation team.
* Develop your knowledge of capital, provisions, and loss modelling.
* Liaise with product, prudential, credit, data, risk management, and finance teams.
Your Profile
* Advanced degree in a quantitative discipline (Mathematics, Statistics, Actuary, Engineering, Computer Science).
* Experience in credit risk modelling (IRB, IFRS9, stress testing).
* Commercial outlook and problem-solving skills.
* Strong communication skills.
* Ability to clarify complex concepts.
About Us
We foster a diverse, equitable, and inclusive workplace, welcoming applicants from all backgrounds and identities.
Additional Details
* Seniority level: Not specified.
* Employment type: Full-time.
* Job function: Finance and Sales.