Senior Credit Loss Modelling Lead (IRB & Governance)

Macquarie Bank Limited; Sydney; On-site; AUD 150,000 - 230,000; Full time

Benefits offered by this job

Wellbeing leave

Parental leave

Volunteer leave

EAP access

Salary packaging

Learning opportunities

Hybrid working

Job summary

Macquarie Bank Limited in Sydney is seeking a senior Credit Modelling specialist to lead the Credit Loss Modelling program.

You will drive strategic direction, deliver robust models, and engage senior stakeholders across 2nd line, risk, and regulators, ensuring governance and robust risk controls.

The role requires advanced quantitative training, 4+ years in financial services, and strong R/Python skills, with hybrid working options available.

Qualifications

• Advanced quantitative background with strong technical expertise in relevant fields.
• Extensive IRB model development, monitoring and/or validation knowledge.
• 4+ years in financial services with stakeholder management skills.
• Proficiency in programming in R and Python.

Responsibilities

• Drive delivery and shape strategic direction of Credit Loss Modelling.
• Manage and engage senior stakeholders across key projects.
• Lead development and maintenance of Credit models.
• Build framework for model governance and interact with audit and regulators.

Skills

Advanced quantitative background

R

Python

Stakeholder management

Autonomous working

Education

Advanced degree in mathematics or statistics

Engineering or computer science (bonus)

Tools

R

Python

Job description

Macquarie Bank Limited in Sydney is seeking a senior Credit Modelling specialist to lead the Credit Loss Modelling program.

You will drive strategic direction, deliver robust models, and engage senior stakeholders across 2nd line, risk, and regulators, ensuring governance and robust risk controls.

The role requires advanced quantitative training, 4+ years in financial services, and strong R/Python skills, with hybrid working options available.