Manager Credit Model Validation Job in Macquarie Group Limited

With an analytical mindset, youll have a passion understanding credit risk, modelling techniques and drawing meaningful insights from both quantitative and qualitative data.

In this role, youll be responsible for the validation of credit risk models, including AASB 9, regulatory and economic capital. Youll be required to use quantitative and qualitative skills to validate model performance and draw meaningful insights from your analysis of credit risk models and will be comfortable with challenging current practices and procedures to identify opportunities to enhance efficiencies and add value.

Your responsibilities will include ongoing validation of credit risk models including the automation of testing and timely reporting of validation results and insights. Youll also be required to document your analysis, findings and recommendations, as well as effectively manage stakeholders to ensure timely review and analysis of credit models. This a great opportunity to gain deep insight into Macquaries businesses and key risk drivers across various sectors to support analysis of model performance.

To be successful in this role, youll have a relevant degree in a quantitative discipline with strong academic performance, as well as a minimum of 6-8 years of experience within an analytical risk function and a deep understanding of credit risk and modelling techniques.

Youll have excellent written and verbal communication skills, strong attention to detail and the ability to work efficiently and effectively with a diverse range of stakeholder groups globally. Experience with software tools such as Alteryx, PowerBI and R will be considered favorably.

If you have a quantitative background, a passion for analyzing large data sets and are ready to further your career in a challenging and fast paced environment, apply online now.

About the Risk Management Group

The Risk Management Group (RMG) is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Behavioural Risk, Compliance, Credit, Financial Crime Risk, Internal Audit, Market Risk, Operational Risk, Regulatory Affairs and Aggregate Risk, and RMG Enterprise Support.

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.