Manager/Senior Manager, Model Risk Management | Prudential and Provisioning
Join our Model Risk team in Sydney who have global responsibility for ensuring the appropriateness and integrity of Capital, Provisioning and Stress Testing models across Macquarie.
As an experienced member of the team, you will play an active role in reviewing models used for Capital calculations (including both Market Risk and Credit Risk), Economic Capital, Stress Testing and Credit Provisioning (IFRS9/AASB9).
This includes performing validation for models that are designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit).
In addition, the team has global reach, performing validations for Finance and Group Treasury models as well as models used to meet the local regulatory requirements of Macquarie's entities around the world.
What you offer
5‐10 years of relevant experience in a quantitative role with exposure to modelling and implementation
Great understanding of financial markets and key risk factors for financial products
Strong written and verbal communication skills with great attention to detail
Interest in mathematics and coding and prior experience with Market Risk models will be advantageous.
What we offer
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
Our commitment to diversity, equity and inclusion
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.
Macquarie is an Equal Prospect employer.
Employment decisions shall be made without regard to race, colour, national origin, ethnic background, age, disability, sex, gender identity, gender expression, sexual orientation, religion, or any other characteristic protected by law.
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📌 Manager/Senior Manager, Model Risk Management | Prudential And Provisioning (New South Wales)
🏢 Macquarie Bank
📍 New South Wales