Quantitative Modelling Specialist

2 weeks ago

Sydney, New South Wales, Australia Macquarie Full time
About the Role

We are seeking a highly skilled Quantitative Modeller to join our Banking and Financial Services Treasury Modelling Team. As a key member of the team, you will be responsible for developing and maintaining quantitative models to support stress testing, capital, and provisions.

As a Quantitative Modeller, you will work closely with colleagues across Treasury, Finance, Risk, and Product to support them on a range of initiatives. This includes contributing to the execution of APRA, ICAAP, and Recovery & Resolution Stress Tests, as well as developing and maintaining retail and non-retail credit risk models for stress testing and provisions.

Key Responsibilities
  • Develop and maintain quantitative models to support stress testing, capital, and provisions
  • Work closely with colleagues across Treasury, Finance, Risk, and Product to support them on a range of initiatives
  • Contribute to the execution of APRA, ICAAP, and Recovery & Resolution Stress Tests
  • Develop and maintain retail and non-retail credit risk models for stress testing and provisions
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
About Macquarie

Macquarie is a global financial services group operating in 34 markets and with 55 years of unbroken profitability. 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.

If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.

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