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Quantitative Credit Risk Analyst

Macquarie Group

Job Description

Banking & Financial Services Treasury is a function within Banking & Financial Services Group. Within this Treasury team are the Funding, Liquidity and Interest Rate Risk Management, Capital, Provisioning & Risk Modelling disciplines. The team works in collaboration with the sales, product, prudential, credit, technology and communications teams to optimise business opportunities within clearly understood and acceptable risk parameters. Our team maintains close working ties with the Bank's central Risk Management Group and Financial Management Group.

This role will involve you working to drive the development, management and execution of IFRS9 provisioning and IRB capital models as well as close involvement in stress testing and engagement with risk and product owners. To start, your focus will be to design, build and implement the IFRS9 Wholesale model suite for these portfolios – with other predictive modelling projects in this space to follow. You will be also responsible for translating complex technical concepts into commercial insights and valuable business/financial outcomes for business leaders.

This is a hands-on role and will require you to demonstrate an understanding of non-retail credit risk modelling from both a technical and commercial perspective and show strong technical proficiency, preferably with R and SQL. Understanding of IRB and IFRS9 standards and exposure to Rating Agency Data or similar would be an advantage. Strong problem-solving and communication skills are essential to being successful.

If you are a motivated self-starter and are looking to broaden your technical skillset, then apply today.

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.

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.