What role will you play?
As a Senior Analyst or Manager, you will work closely with the Head of Modelling to drive both the delivery outcomes and strategic direction of the Credit Loss Modelling team. In this role, you will manage and engage senior stakeholders on key initiatives, lead the development and maintenance of credit models, and build out the frameworks and underlying components required to support robust model governance. You will also oversee interactions with second-line risk teams, internal and external auditors, and regulators, ensuring effective management of matters relating to credit model governance and the broader governance framework.What you offer
- Advanced degree in a quantitative discipline (e.g. Mathematics/Statistics, Actuarial, Engineering, Computer Science)
- Extensive experience in the IRB Model Development, Model Monitoring, and/or Model Validation.
- 3-7 years of experience in financial services, preferably in investment banking or trading systems support
- Knowledge of financial market products, market conventions and regulatory requirements
- Good knowledge of numerical methods, stochastic calculus, and probability theory
- Strong communication skills
- Excellent stakeholder management skills
- Programming skills (R and Python)
- Tenacity and flexibility with the ability to work both autonomously and collaboratively and to manage a number of activities simultaneously
What we offer
At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on employment type, include:- 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 along with 12 days of transition leave upon return to work, and 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
- Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
- Access to a wide range of salary packaging options
- Access to a wide range of 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, 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, market risk, operational risk, aggregate risk and prudential, and central.Inclusion at Macquarie
We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.
We provide reasonable adjustments to individuals who may need support during the recruitment process and employment. If you require an adjustment, please let us know during the application process.