Quantitative Risk Modelling Expert

1 month ago

Sydney, New South Wales, Australia Macquarie Full time

About the Role

We are seeking a highly skilled Quantitative Risk Modelling Expert to join our Banking and Financial Services team in Sydney.

This is a key opportunity for someone with strong quantitative skills to make a real impact on our business. As a Quantitative Risk Modelling Expert, you will be responsible for building, implementing and executing capital and provisioning models across our Banking and Financial Services product suite.

You will work closely with our product, prudential, credit and data teams as well as our central Risk Management and Finance teams to develop and maintain high-quality models that support commercial outcomes such as pricing and return metrics.

In this role, you will also have the opportunity to further develop your knowledge of capital, provisions and loss modelling, and how these contribute to the broader business and key commercial decisions.

Your Key Responsibilities

  • Develop and implement complex risk models using advanced statistical techniques
  • Analyse and interpret large datasets to identify trends and patterns
  • Work with cross-functional teams to design and implement model validation processes
  • Collaborate with stakeholders to communicate model results and recommendations

Your Requirements

  • Advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuary, Engineering, Computer Science)
  • Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)
  • Commercial outlook and strong problem-solving skills
  • Strong written and verbal communication skills
  • Able to distil complicated concepts in a clear and concise way

What We Offer

  • Estimated salary: AU$140,000 - AU$180,000 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
  • 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.

Why Join Macquarie?

We are a global financial services group operating in 34 markets with 55 years of unbroken profitability. Our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities.

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