Model Risk Analyst

1 week ago

Sydney, Australia PMO Pro Pty Ltd Full time

The role provides you with the opportunity to be a part of a team that thrives on cross-skilling, ensuring that your skillset and knowledge are stretched and developed.

In this role, you will participate in a broad range of validation work, including:

- Ongoing validation of credit risk models including for regulatory and economic capital (IRB), provisioning (AASB9) and other scorecards, to attain actionable risk insights and influence business decisions;
- assisting with defining, selecting or developing appropriate analytical and statistical assessments for ongoing model validation;
- developing and automating aspects of validation work, for example, data and reporting;
- developing and maintaining an understanding of Macquarie businesses, data sources and data structures to provide supporting context for analysis and reporting; and
- Document of validation findings and issues and communicating results to key stakeholders.

You will bring with you:

- a quantitative educational background and exceptional problem-solving skills;
- a thorough understanding of financial markets and experience analysing key risk factors for market risk models;
- the capacity to communicate effectively with key stakeholders, both verbally and in writing;
- experience in an analytical role of around 1-3 years;
- Experience in C++, R, SQL & Python

**Salary**: Up to $140,000.00 per year

**Benefits**:

- Work from home

Schedule:

- 8 hour shift

Ability to commute/relocate:

- Sydney NSW: Reliably commute or planning to relocate before starting work (required)

Work Authorisation:

- Australia (preferred)

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