
Analyst/Senior Analyst - Credit Modelling
at Macquarie
Posted 10 hours ago
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- Compensation
- Not specified AUD
- City
- Sydney
- Country
- Australia
Currency: $ (AUD)
Join our cross-functional Credit Modelling team in Sydney and be responsible for Capital, Provisioning, Stress Testing, and Risk Modelling for the division. In this role, you will build, implement and execute capital, provisioning, and stress testing models used within Credit Risk, engaging with model validation teams, front office operating teams, auditors and data teams. You will produce high quality model documentation for model validators, auditors and regulators and explain models to support commercial decisions. This is a permanent, full-time junior role based in Sydney with opportunities to contribute across risk modelling and capital planning.
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Analyst/Senior Analyst - Credit Modelling
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 communication skills with the ability to distil complicated concepts in a clear and concise way
- Programming skills (R or Python).
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 the Risk Management Group
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Our commitment to diversity, equity and inclusion
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