Quantitative Analyst

3 weeks ago

Sydney, New South Wales, Australia Macquarie Full time

Role Overview

The Banking and Financial Services Treasury Modelling Team is responsible for managing quantitative models within Treasury across Stress Testing, Credit Risk, Balance Sheet Management, Interest Rate Risk, and Net Zero & Climate. This team is seeking a talented Quantitative Modeller to join their high-performing team and contribute to promoting real change within the organisation.

About the Role

As a Quantitative Modeller, you will work on stress testing, capital, and provisions models and gain an end-to-end view for how scenarios translate into risk parameters, management decisions, and profit loss for a bank. You will work closely with colleagues across Treasury, Finance, Risk, and Product to support them on a range of initiatives which include contributing to the execution of APRA, ICAAP, and Recovery & Resolution Stress Tests.

Key Responsibilities

  • Develop and maintain retail and non-retail credit risk models for stress testing and provisions
  • Project-related work which could include analytics support for our risk protection program, and climate risk stress testing
  • Work closely with colleagues across Treasury, Finance, Risk, and Product to support them on a range of initiatives

Requirements

  • 2-5 years' of experience in financial modelling, ideally with exposure to credit risk (such as stress testing, capital, provisions, application scorecards)
  • Technical proficiency in SQL and a language such as R or Python
  • Strong written and verbal communication skills and ability to communicate complex ideas to business leaders
  • Strong academic background in a quantitative degree such as mathematics, statistics, actuarial, engineering, or computer science
  • High drive, motivation, and a commercial and learning mindset

About Macquarie

Macquarie is a global financial services group operating in 34 markets and with 55 years of unbroken profitability. We are a technology-driven retail bank that supports clients to achieve their full potential - whether that's buying a home, growing a business or investing to manage wealth.

Benefits

  • 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

Our Commitment to Diversity, Equity and Inclusion

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.

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