Quantitative Modeling Specialist

2 weeks ago

Sydney, New South Wales, Australia beBeeRisk Full time $120,000 - $170,000
Quantitative Modeling Specialist

We seek an experienced Quantitative Modeling Specialist to join our team in Sydney, where you will play a pivotal role in ensuring the integrity of Capital, Provisioning, and Stress Testing models.

As a key member of our team, you will be responsible for reviewing and validating models used for Capital calculations, Economic Capital, Stress Testing, and Credit Provisioning. This includes reviewing models that comply with regulatory standards such as FRTB, APS117 (IRRBB), and APS113 (Credit).

The scope of this role is global, with a focus on Finance, Group Treasury, and local regulatory requirements worldwide.

You will employ theoretical analysis and mathematical research to benchmark best practices and document reviews.

  • 3-7 years of relevant experience in a quantitative role involving modeling and implementation
  • Understanding of financial markets and risk factors
  • Strong communication skills and attention to detail
  • Interest in mathematics and coding; experience with Market Risk models is advantageous

About the Role

Our team provides independent review, oversight, and reporting on Macquarie's material risks. We are a global team managing current and future risks across divisions including compliance, credit, financial crime, internal audit, market risk, operational risk, and prudential risk.

Our Commitment to Diversity, Equity and Inclusion

We foster a diverse, equitable, and inclusive workplace. We welcome applicants from all backgrounds and identities, and support individuals needing adjustments during recruitment and work.

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