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Aggregate Risk and Prudential Model Risk Specialist

1 week ago


Sydney, New South Wales, Australia Macquarie Bank Limited Full time
Job Summary

This Associate Director role leads the review of retail and wholesale credit risk models for Regulatory Capital, Economic Capital, Stress Testing, Credit Provisioning (IFRS9/AASB9), and Credit Decisioning.

  • Validations have global reach, meeting local regulatory requirements for Macquarie's entities worldwide.

The successful candidate will work closely with stakeholders across the organisation, including Operating Groups responsible for model ownership.