The role provides you with the opportunity to be a part of a team that thrives on cross-skilling, ensuring that your skillset and knowledge are stretched and developed.
In this role, you will participate in a broad range of validation work, including:
- Ongoing validation of credit risk models including for regulatory and economic capital (IRB), provisioning (AASB9) and other scorecards, to attain actionable risk insights and influence business decisions;
- assisting with defining, selecting or developing appropriate analytical and statistical assessments for ongoing model validation;
- developing and automating aspects of validation work, for example, data and reporting;
- developing and maintaining an understanding of Macquarie businesses, data sources and data structures to provide supporting context for analysis and reporting; and
- Document of validation findings and issues and communicating results to key stakeholders.
You will bring with you:
- a quantitative educational background and exceptional problem-solving skills;
- a thorough understanding of financial markets and experience analysing key risk factors for market risk models;
- the capacity to communicate effectively with key stakeholders, both verbally and in writing;
- experience in an analytical role of around 1-3 years;
- Experience in C++, R, SQL & Python
**Salary**: Up to $140,000.00 per year
**Benefits**:
- Work from home
Schedule:
- 8 hour shift
Ability to commute/relocate:
- Sydney NSW: Reliably commute or planning to relocate before starting work (required)
Work Authorisation:
- Australia (preferred)