Quantitative Modeller

5 days ago

Sydney, New South Wales, Australia Macquarie Full time

About the Role

The Banking and Financial Services Treasury Modelling Team at Macquarie is seeking a highly skilled Quantitative Modeller to join their team. As a Quantitative Modeller, you will work on stress testing, capital, and provisions models, gaining an end-to-end view of how scenarios translate into risk parameters, management decisions, and profit loss for a bank.

Key Responsibilities

  • Develop and maintain retail and non-retail credit risk models for stress testing and provisions.
  • Support colleagues across Treasury, Finance, Risk, and Product on a range of initiatives, including APRA, ICAAP, and Recovery & Resolution Stress Tests.
  • Contribute to the execution of analytics support for our risk protection program and climate risk stress testing.

Requirements

  • 2-5 years' experience in financial modelling, ideally with exposure to credit risk.
  • 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.

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