Lead Quantitative Risk Specialist

1 day ago

Sydney, New South Wales, Australia Macquarie Full time

**Role Overview:**

We are seeking an experienced Senior Manager/Associate Director to lead our Credit Modelling team, driving all aspects of Credit Modelling and Counterparty Credit Risk exposure measurement and methodology for the Organisation.

In this role, 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 key responsibilities include managing senior stakeholders, guiding a team of technical experts in model development and maintenance, building strong model governance frameworks, and effectively engaging with 2nd line, internal and external audit, and regulators.

Requirements:

  • Tertiary education in a quantitative discipline (e.g., Mathematics/Statistics, Actuarial, Engineering, Computer Science)
  • Extensive experience in 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, C++)
  • Strong verbal and written communication skills
  • Excellent stakeholder management capabilities

What We Offer:

As a valued member of our team, you can expect:

  • A highly competitive salary range of $250,000 - $400,000 per annum
  • 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 and benefits to support you as you transition to life as a working parent
  • Paid volunteer leave and donation matching
  • A range of benefits to support your physical, psychological and financial wellbeing
  • Access to a wide range of learning and development opportunities

About Macquarie:

At Macquarie, we value 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.

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