Chief Risk Management Strategist

1 day ago


Sydney, New South Wales, Australia Macquarie Full time
About the Role

We are seeking a Chief Risk Management Strategist to join our Credit Modelling team. As a senior leader, you will be responsible for all aspects relating to Credit Modelling and Counterparty Credit Risk exposure measurement and methodology for the Organisation.

As a key member of our team, you will work closely with the Head of Credit Modelling, Counterparty Credit Risk, Excesses and Exposures to drive delivery and strategic direction of the Credit Modelling and Counterparty Credit Risk functions.

Your Responsibilities
  • You will manage and engage senior stakeholders (including C-Suite) on key projects, guide a team of strong technical experts in the development and maintenance of Credit and Counterparty Credit Risk models, and build out the framework and underlying components required for strong model governance.
  • You will effectively manage 2nd line, internal and external audit, and regulators on matters related to the governance of Credit and Counterparty Credit Risk models and their overarching governance.
About You

To be successful in this role, you will need:

  • Tertiary education in a quantitative discipline (e.g., Mathematics/Statistics, Actuarial, Engineering, Computer Science)
  • Extensive experience in either Counterparty Credit Risk Model Development and/or Validation, or IFRS9 Provisioning Model Development, or ICAAP and other regulatory stress tests
  • Demonstrable experience in financial services, preferably in investment banking or trading systems support
  • Knowledge of financial market products, market conventions and regulatory requirements
  • Programming skills (R, Python and C++)
  • Strong verbal and written communication skills
  • Excellent stakeholder management capabilities
Salary

The salary for this role is estimated to be between $200,000 - $350,000 per annum, depending on experience.

About Macquarie

Macquarie is a global financial services group operating in 34 markets and with 55 years of unbroken profitability. Our divisions include Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Prudential Risk, and Risk Management Group Central.

Why Join Us?

At Macquarie, we are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background.

What We Offer
  • Hybrid and flexible working arrangements
  • One wellbeing leave day per year and up to five additional days leave based on length of service
  • Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent
  • Paid volunteer leave and donation matching
  • Range of benefits to support your physical, psychological and financial wellbeing
  • Access to a wide range of learning and development opportunities


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