Senior Credit Modelling Lead – IRB/IFRS9, Stress Testing

Macquarie Group; Sydney; Hybride; AUD 180 000 - 260 000; Plein temps

Avantages offerts par ce poste

Wellbeing leave days

Parental leave

Hybrid work arrangements

Salary packaging options

Learning & development opportunities

Volunteer leave and donations matching

Résumé du poste

Macquarie Group in Sydney is seeking a Senior Credit Modelling Leader to own the provisioning and stress test modelling strategy. You will lead development, validation and enhancement of a broad suite of credit risk models and ensure compliance with IRB, IFRS 9 and ICAAP, while mentoring a high-performing team.

You will translate complex analytics into clear recommendations for senior stakeholders and shape the future direction of the bank’s credit risk modelling capabilities, balancing risk and

Qualifications

• 10+ years of experience in financial services, preferably investment banking.
• Deep knowledge of IRB, IFRS 9 and ICAAP regulatory frameworks.
• Strong modelling skills across scoring, impairment, stress testing and collections.

Responsabilités

• Lead the development, validation and enhancement of a broad suite of credit risk models.
• Oversee governance with regulatory frameworks and internal controls.
• Mentor and develop a high-performing team of quantitative and risk modelling specialists.
• Translate analytical insights into actionable recommendations for senior leadership.

Connaissances

IRB modelling

IFRS9

Credit risk modelling

Regulatory expectations

Python

R

SQL

Team leadership

Stakeholder management

Mentoring

Outils

R

Python

SQL

Description du poste

Macquarie Group in Sydney is seeking a Senior Credit Modelling Leader to own the provisioning and stress test modelling strategy. You will lead development, validation and enhancement of a broad suite of credit risk models and ensure compliance with IRB, IFRS 9 and ICAAP, while mentoring a high-performing team.

You will translate complex analytics into clear recommendations for senior stakeholders and shape the future direction of the bank’s credit risk modelling capabilities, balancing risk and