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Join to apply for the Quantitative Risk Modelling Manager role at Macquarie GroupJoin our crossfunctional Banking and Financial Services Treasury team in Sydney that is responsible for Funding, Liquidity, Interest Rate Risk Management, Capital, Provisioning and Risk Modelling for the division.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.ResponsibilitiesYou will build, implement and execute capital and provisioning models across the Banking and Financial Services product suite. You will monitor the performance of these models and engage with the model validation team as part of the annual validation activities. You will have the opportunity to further develop your knowledge of capital, provisions and loss modelling, and how these contribute to the broader business and key commercial decisions.You will produce highquality model documentation for model validators, auditors and/or external regulators and explain and link models to commercial outcomes such as pricing and return metrics. You will also collaborate and gain exposure to our product, prudential, credit and data teams as well as our central Risk Management and Finance teams.QualificationsAdvanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuary, Engineering, Computer Science)Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)Commercial outlook and strong problemsolving skillsStrong written and verbal communication skillsAble to distil complicated concepts in a clear and concise wayWe 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.Benefits1 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 equipmentAbout Banking and Financial ServicesBanking and Financial Services is our technologydriven retail bank. You will be part of a team that supports clients to achieve their full potential whether that''s buying a home, growing a business or investing to manage wealth.Diversity, Equity & InclusionWe 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 socioeconomic background. We welcome further discussions on how you can feel included and belong at Macquarie as you progress through our recruitment process.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. #J-18808-Ljbffr