Are you an experienced Quantitative Modeller and looking for the next step in your career?
Our Credit team is the Independent Risk Management team within our Banking and Financial Services Group. Within Credit, the Capital & Risk Modelling team has responsibility for monitoring and modelling capital and the credit risk which resides on the Bank's Balance Sheet. The team works collaboratively with the Sales, Product and Credit Policy teams to optimise business opportunities within clearly understood and acceptable risk parameters. Credit aims to continually nurture working relationships with Bank's Central Risk Management Group relating to the development of risk acceptance criteria and risk governance, which means you'll need to bring excellent relationship building skills.
The Capital & Risk Modelling team also have responsibility for managing capital, developing analytics tools to calculate credit risk ratings and risk weighted assets, stress testing, scorecards, provisioning and other risk analytics as required.
In this role you will develop and contribute towards leading practice statistical and analytics credit models to calculate credit risk ratings, loss estimates, risk weighted assets, stress testing, provision models (AASB9) and regulatory capital requirements across retail and SME wholesale products. As a part of the risk ecosystem, you will help foster collaborative working relationships with key stakeholders to achieve the best outcome for the Group. You will leverage your skills to deliver high quality model documentation that satisfies Risk Management Group validation, auditors and or external regulators. You will also assist with project related work, either specific to capital and credit or as it affects risk within the wider business, some of which will be provided to the regulator. You'll build and nurture relationships across the business as well as with our Central Risk Management Group.
If you can work independently within a team environment, are detailed and accurate as well as adaptable, this may be an exciting new opportunity for you. This would be an excellent role if you have prior experience working in a credit risk modelling role looking for an organisation with great career development opportunities and a flexible, diverse culture for the next step in your career.
You'll need to showcase a numerical flair, be technically strong, and possess an advanced degree in areas such as Mathematics, Engineering, Statistics and/or similar. Statistical Modelling experience in R would be highly regarded and a good knowledge of Basel II, III and Australian Prudential Standards or AASB 9 would be advantageous, though not essential.
If you are looking to further your career in a fantastic and modern environment, we look forward to hearing from you. We envisage this role will pay a minimum of $85,000 + super.
Banking and Financial Services Group comprises Macquarie's retail banking and financial services businesses, providing a diverse range of personal banking, wealth management and business banking products and services to retail customers, advisers, brokers and business clients.
Find out more about Macquarie careers at www.macquarie.com/careers
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available. Advertised:
21 Jun 2019 AUS Eastern Standard Time Applications close: