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This role is within the credit risk modelling stream within Banking and Financial Services Treasury, who are responsible for IRB regulatory capital models, credit loss provisioning models and credit scorecard models.
What role will you play?
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What you offer
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- 7+ years of experience in quantitative modelling within financial services, with clear career progression
- Proven experience in building scorecard models from the ground up
- Strong knowledge of statistics and quantitative methods, supported by a degree in mathematics, statistics, engineering or actuarial science
- Experience leading small project teams of 2–3 people and supporting the growth of junior colleagues
- Strong understanding of retail lending products and commercial acumen
- Strong communication skills with the ability to explain complex modelling concepts to non-technical stakeholders.
What we offer
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- 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 Banking and Financial Services
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Inclusion at Macquarie
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We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.
We provide reasonable adjustments to individuals who may need support during the recruitment process and employment. If you require an adjustment, please let us know during the application process.