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Capital & Liquidity Modelling, Senior Analyst- Manager

Macquarie Group - Sydney, NSW

Banking & Finance
Source: uWorkin


Back to job search Capital & Liquidity Modelling, Senior Analyst- Manager


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Create real change and unlock opportunities to take your career to the next level. This is immersive, fast-paced role, giving you the chance to collaborate with senior stakeholders across the group. Whether you are starting your Quantitative Analyst career or an experienced professional, join our Risk team across a range of open roles.

This role will suit you if you are collaborative, technically strong and enjoy problem solving. This is a fantastic opportunity to grow your career in a high performing team where you will have the chance to learn by doing, progress your career and grow your skillset.

Our Banking & Financial Services group brings together Macquarie’s retail banking businesses and provides a diverse range of products and services. Our purpose in Macquarie, the reason we do what we do, is to empower people to innovate and invest for a better future.

We are growing our team and are looking to hire a quantitative credit risk modeller. This exciting role sits within our Treasury function which is a part of wider Product & Technology Division. The Treasury team is comprised of Funding, Liquidity and Interest Rate Risk Management, Capital, Provisioning & Risk Modelling disciplines. Collaboration is what we do, this role will give you exposure to our product, prudential, credit, data teams and our central Risk Management and Financial Management Groups.

Our team also has responsibility for managing capital, developing analytics tools to calculate credit risk ratings and risk weighted assets, stress testing, scorecards, provisioning and other risk analytics as required.

This unique role involves supporting the team in the building of and implementation of credit risk models for capital (IRB) and provisioning (IFRS9) within Banking and Financial Services. You will be responsible for:

  • Developing and contributing towards leading practice statistical and analytics credit models to calculate credit risk ratings, loss estimates, risk weighted assets, stress testing, provision models (IFRS9) and regulatory capital requirements across retail and SME wholesale products
  • Fostering collaborative working relationships with key stakeholders to achieve the best outcome for the Group
  • Delivering high quality model documentation that satisfies Risk Management Group validation, auditors and or external regulators
  • Assisting with project related work, either specific to capital and credit or as it affects risk within the wider business, some of which will be provided to the regulator.
  • Maintaining relationships across the business and the central risk management group

Educational Requirements

  • Advanced degree in quantitative discipline: statistics, mathematics, or relevant professional qualification (eg: Actuary, Computer Science, Engineering)

Level of Experience

  • Minimum 2 years experience
  • Experience in credit risk modelling for a Leading Australian or International Financial Institution or Professional Services firm.

This role will suit you if you are analytical, have a strong numerical flair and possess a financial or quantitative degree. Experience to model building and technical sufficiency in R and SQL would be advantageous.

What you will bring to team and the role:

  • very driven, motivated, with a learning mindset, flexible and adaptable
  • highly numerate and analytical and comfortable working with predictive models
  • strong communication including the ability to document your methodology
  • ability to foster and build a collaborative working relationship with various stakeholders

Finally, you will:

  • be curious, always asking, “What’s new,” and “How can we do this better”
  • be bold, seeing challenges as opportunities that can be overcome as a team
  • have tertiary qualifications, preferably in business, finance, quantitative degree or a similar field
  • have good communication skills and the ability to explain your thinking
  • have the ability to influence peer stakeholders.

About Banking and Financial Services

Banking and Financial Services is Macquarie’s retail banking and financial services business, providing a diverse range of personal banking, wealth management, business banking and vehicle finance products and services to retail clients, advisers, brokers and business clients.

Our commitment to Diversity and Inclusion

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

We recognise that flexibility comes in a variety of forms. Talk to us about what flexibility you need.

Apply now Refer someone About Macquarie

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With 16,300+ employees and offices in 31 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.

Find out more at www.macquarie.com/careers

Job no: BFS-954842
Work type: Full time
Location: Sydney
Category: Mid-level, Data & Analytics, Quantitative Analytics, Risk Management
Group: Banking and Financial Services
Division: Product & Technology
Recruiter: Heather Noto
Opening Date: 07/3/2021