Join our Credit Modelling team as a key senior leader and be responsible for all aspects relating to the Credit Loss Modelling for the Organisation.  Our Credit team approves and manages the counterparty credit, equity and asset risks taken by Macquarie. This is delivered through the credit risk management framework that articulates the approach to assessment, approval, monitoring and reporting of these risks.
We enable Macquarie’s businesses to lend, lease, invest, trade, buy, hedge and do other business with their clients – within a framework where the risk of default and loss by the client is understood, approved and monitored. We also help shape risk appetite which in turn informs each businesses’ strategies.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 31 markets and with 56 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes. What role will you play?

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You will work with the Head of Credit Modelling, Counterparty Credit Risk (CCR) and Exposure Framework to drive delivery and the strategic direction of the Credit Loss Modelling functions. You’ll engage with senior stakeholders, to influence key projects and decisions. You’ll also lead a team of strong technical experts in the development and maintenance of credit models.
You will build out the framework and the underlying components required for strong model governance and effectively manage 2nd line, internal and external audit, and regulators on matters related to the governance of Credit and CCR models and their overarching governance.

What you offer

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Advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuarial, Engineering, Computer Science) Extensive experience in the following disciplines:IRB and IFRS9 Provisioning Model DevelopmentICAAP and other regulatory stress test10+ years of experience in financial services, preferably in investment banking or trading systems supportKnowledge of financial market products, market conventions and regulatory requirements and a good knowledge of numerical methods, stochastic calculus, and probability theoryStrong communication skills (verbal and written English) and excellent stakeholder management skillsProgramming skills (R, Python and C++) preferredTenacity and flexibility with the ability to work both autonomously and collaboratively and to manage a number of activities 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

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Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include: 
Hybrid and flexible working arrangements One wellbeing leave day per year and up to five additional days leave based on length of serviceUp to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent Paid volunteer leave and donation matching Range of benefits to support your physical, psychological and financial wellbeing Access to a wide range of learning and development opportunities About the Risk Management Group

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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, internal audit, market risk, operational risk, aggregate risk and prudential, and central. Our commitment to diversity, equity and inclusion

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We are committed to fostering a diverse, equitable and inclusive workplace. We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process. To learn more, contact our team by .
Our aim is to provide reasonable adjustments to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know in the application process.