Senior Manager | Credit Loss Modelling

Our Credit Modelling team is responsible for the development, oversight and governance of models that support how Macquarie measures and manages credit risk. Working within a collaborative environment, the team ensures models are robust, compliant with regulatory expectations, and aligned with business needs.

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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As a senior leader within the Credit Loss Modelling team, you will set strategic direction and drive high-quality delivery across model development and governance activities. You will lead the development, maintenance and enhancement of credit risk models, while strengthening the supporting governance framework and infrastructure. Working closely with senior stakeholders, you will manage complex modelling and regulatory initiatives and act as a key point of contact for independent risk teams and audit functions. Your work will ensure that models and related processes remain effective, well-governed and fit for purpose in a dynamic environment.

What you offer

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• Advanced degree in a quantitative discipline such as mathematics, statistics, actuarial studies, engineering or computer science
• Extensive experience in credit risk model development, monitoring and validation within financial services, with a strong understanding of regulatory expectations
• Strong knowledge of financial products, market practices and quantitative techniques, including probability theory and numerical methods
• Proven ability to communicate complex information clearly and engage effectively with senior stakeholders across a range of functions
• Experience using programming languages such as R or Python, with the ability to work both independently and collaboratively while managing multiple priorities.

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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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 year
• Up to 5 additional service bonus leave days per year
• Up 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 caregivers
• 2 days of paid volunteer leave and donation matching
• Up to 12 months’ gender affirmation leave, including 6 weeks’ paid leave
• Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
• Access to a wide range of salary packaging options
• Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
• Hybrid and flexible working arrangements, dependent on role
• Reimbursement for work from home equipment

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, 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 clicking here.

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.