
Quantitative Risk Modelling Manager
at Macquarie
Posted 8 hours ago
No clicks
- Compensation
- Not specified
- City
- Sydney
- Country
- Australia
Currency: Not specified
Lead the development and deployment of capital and provisioning risk models for the Banking and Financial Services Treasury team in Sydney. Build, implement, and monitor quantitative models, working with model validation and other risk, product, and data teams to link modelling outcomes to commercial decisions. Produce high-quality model documentation and present findings to validators, auditors and regulators. Collaborate across product, prudential, credit and data teams to continuously improve risk modelling capabilities.
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Quantitative Risk Modelling Manager
What role will you play?
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What you offer
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- Advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuary, Engineering, Computer Science)
- Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)
- Commercial outlook and strong problem-solving skills
- Strong written and verbal communication skills
- Able to distil complicated concepts in a clear and concise way
What we offer
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- 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 Banking and Financial Services
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