Credit Risk Modelling Manager

4 weeks ago

Sydney, New South Wales, Australia Macquarie Group Full time

Join to apply for the Credit Risk Modelling Manager role at Macquarie Group

Join our cross-functional, Banking and Financial Services Treasury team in Sydney, responsible for Funding, Liquidity, Interest Rate Risk Management, Capital, Provisioning, and Risk Modelling.

At Macquarie, we bring together diverse people to shape possibilities. We are a global financial services group operating in 34 markets with 55 years of profitability. Be part of a friendly, supportive team where everyone contributes ideas and drives outcomes.

What role will you play?

You will build, implement, and execute capital and provisioning models across our product suite. Monitor model performance and collaborate with the validation team. Develop your knowledge of capital, provisions, and loss modelling, linking models to commercial outcomes like pricing and return metrics. Collaborate with product, prudential, credit, data, risk management, and finance teams.

What You Offer
  • Advanced degree in a quantitative discipline (Mathematics, Statistics, Actuary, Engineering, Computer Science)
  • Experience in credit risk modelling (IRB, IFRS9, stress testing)
  • Commercial outlook and problem-solving skills
  • Strong communication skills
  • Ability to clarify complex concepts

We encourage anyone inspired to build a better future with us to apply. If you're excited about the role or working at Macquarie, we welcome your application.

About Banking and Financial Services

Our technology-driven retail bank supports clients in achieving their potential—buying homes, growing businesses, managing wealth.

Our commitment to diversity, equity, and inclusion

We foster a diverse, equitable, and inclusive workplace. We welcome applicants from all backgrounds and identities. We are committed to providing support and adjustments during the recruitment process. Contact us for more information.

Additional Details
  • Seniority level: Entry level
  • Employment type: Full-time
  • Job function: Finance and Sales
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