Join our cross‐functional Credit Modelling team in Sydney and be responsible for Capital, Provisioning, Stress Testing, and Risk Modelling for the division.
What role will you play?
In this role, you will build, implement and execute capital, provisioning, and stress‐testing models used within Credit Risk. You will engage with numerous stakeholders, including the model validation team, front‐office operating teams, auditors, and the model validation team, and further develop your knowledge of capital, provisions, and loss modelling. You will produce high‐quality model documentation for validators, auditors, and external regulators, explain and link models to commercial outcomes, and collaborate with product, prudential, credit and data teams.
What You Offer
* Advanced degree in a quantitative discipline (Mathematics, Statistics, Actuary, Engineering, Computer Science)
* Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)
* Commercial outlook and strong problem‐solving skills
* Strong communication skills with the ability to distil complicated concepts in a clear and concise way
* Programming skills (R or Python)
What We Offer
Benefits
* 1 wellbeing leave day per year
* Up to 5 additional service‐bonus leave days per year
* Up to 20 weeks paid parental leave for primary caregivers and related transition leave; 6 weeks paid leave for non‐primary caregivers
* 2 days of paid volunteer leave and donation matching
* Up to 12 months gender‐affirmation leave, including 6 weeks paid leave
* Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
* Wide range of salary packaging options
* Learning and development opportunities, including reimbursement for professional membership or subscription
* Hybrid and flexible working arrangements, dependent on role
* Reimbursement for work‐from‐home equipment
About the Risk Management Group
Our Risk Management Group works as an independent, centralised function, responsible for the independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie's material risks. It manages compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central risks.
Our commitment to diversity, equity and inclusion
We are committed to fostering a diverse, equitable and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities. We welcome further discussions on how you can feel included and belong at Macquarie throughout the recruitment process. We provide reasonable adjustments to individuals who may need support during recruitment and working arrangements.
Seniority level
* Entry level
Employment type
* Full‐time
Job function
* Finance and Sales
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