Join our Credit Modelling team as a key senior leader and be responsible for all aspects relating to the Credit Modelling and Counterparty Credit Risk exposure measurement and methodology for the Organisation.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities.
We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability.
You'll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
What role will you play?
Press space or enter keys to toggle section visibility You will be working with the Head of Credit Modelling, Counterparty Credit Risk, Excesses and Exposures to drive delivery and the strategic direction of the Credit Modelling and Counterparty Credit Risk functions.
You will manage and engage senior stakeholders (including C-Suite) on key projects, guide a team of strong technical experts in the development and maintenance of Credit and Counterparty Credit Risk models, and build out the framework and the underlying components required for strong model governance.
In addition, you will effectively manage 2nd line, internal and external audit, and regulators on matters related to the governance of Credit and Counterparty Credit Risk models and their overarching governance.
What you offer Press space or enter keys to toggle section visibility Tertiary education in a quantitative discipline (e.g., Mathematics/Statistics, Actuarial, Engineering, Computer Science) You will have extensive experience in either Counterparty Credit Risk Model Development and/or Validation, or IFRS9 Provisioning Model Development, or ICAAP and other regulatory stress tests Demonstrable experience in financial services, preferably in investment banking or trading systems support?? Knowledge of financial market products, market conventions and regulatory requirements? Programming skills (R, Python and C++) Strong verbal and written communication skills Excellent stakeholder management capabilities.
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.
About the Risk Management Group Press space or enter keys to toggle section visibility Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie's material risks.
We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow.
Our divisions include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk and prudential, and central.
Our commitment to diversity, equity and inclusion Press space or enter keys to toggle section visibility We are committed to fostering a diverse, equitable and inclusive workplace.
We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background.
We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process.
To learn more, contact our team by clicking here.Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements.
If you require additional assistance, please let us know in the application process.