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Quantitative Modeller | Banking and Financial Services

Primary office location
Permanent - Full time, Mid-level
Job category
Accounting / Finance
The Banking and Financial Services Treasury Modelling Team is responsible for managing quantitative models within Treasury across Stress Testing, Credit Risk, Balance Sheet Management, Interest Rate Risk, and Net Zero & Climate. This is a fantastic opportunity to grow your career in a high-performing team with an opportunity to promote real change within the organisation. 
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 34 markets and with 55 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 Quantitative Modeller, you will work on stress testing, capital, and provisions models and gain an end-to-end view for how scenarios translate into risk parameters, management decisions, profit loss for a bank. You will work closely with colleagues across Treasury, Finance, Risk, and Product to support them on a range of initiatives which include contributing to the execution of APRA, ICAAP, and Recovery & Resolution Stress Tests. In addition, you will develop and maintain retail and non-retail credit risk models for stress testing and provisions, and project-related work which could include analytics support for our risk protection program, and climate risk stress testing.

What you offer

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·         2-5 years’ of experience in financial modelling, ideally with exposure to credit risk (such as stress testing, capital, provisions, application scorecards)

·         Technical proficiency in SQL and a language such as R or Python

·         Strong written and verbal communication skills and ability to communicate complex ideas to business leaders

·         Strong academic background in a quantitative degree such as mathematics, statistics, actuarial, engineering, or computer science

·         High drive, motivation, and a commercial and learning mindset

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.

About Banking and Financial Services

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Banking and Financial Services is our technology-driven 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.


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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 service
  • Up 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

Our commitment to diversity, equity and inclusion

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We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background.
If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.