Manager - Credit Loss Modelling

Join our Credit Modelling team as a key person in the team responsible for the Credit Risk Capital Models for the Organisation.

We are a global financial services group operating in 30 markets with 57 years of unbroken profitability. At Macquarie, you’re empowered to shape a career that is fulfilling and creates value. You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.

What role will you play?

In this role, you will be working closely with the Head of Credit Loss Modelling to drive delivery and shape the strategic direction of the Credit Loss Modelling team. You will be managing and engaging senior stakeholders across key projects and will lead the development and maintenance of Credit models. You will also be building out the framework and underlying components required for strong model governance, while effectively managing interactions with 2nd line, internal and external audit, and regulators on all matters related to the governance of Credit and CCR models.

What You Offer

Advanced quantitative background with strong technical expertise, supported by an advanced degree in fields such as mathematics, statistics, actuarial studies, engineering, or computer scienceExtensive experience across IRB model development, monitoring and/or validation, with solid understanding of financial markets, regulatory requirements, and numerical/stochastic methods4+ years’ experience in financial services, ideally within investment banking or trading environments with strong stakeholder management and communication skillsProficiency in programming, particularly in R and PythonDemonstrated tenacity, flexibility, and the ability to work autonomously or collaboratively while managing multiple priorities simultaneously.

We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.

What We Offer

Benefits

At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on employment type, include:

1 wellbeing leave day per yearUp to 5 additional service bonus leave days per yearUp to 20 weeks’ paid parental leave for primary caregivers along with 12 days of transition leave upon return to work, and 6 weeks’ paid leave for non-primary caregivers2 days of paid volunteer leave and donation matchingUp to 12 months’ gender affirmation leave, including 6 weeks’ paid leaveAccess to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinationsAccess to a wide range of salary packaging optionsAccess to a wide range of learning and development opportunities, including reimbursement for professional membership or subscriptionHybrid and flexible working arrangements, dependent on roleReimbursement for work from home equipment

About the Risk Management Group

Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central.

Inclusion at Macquarie

We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.

We provide reasonable adjustments to individuals who may need support during the recruitment process and employment. If you require an adjustment, please let us know during the application process.