Associate Director | Aggregate Risk and Prudential Model Risk

Job Description

Associate Director | Aggregate Risk and Prudential Model Risk Join our Model Risk Management team based in Sydney who have a global responsibility for ensuring that key financial and risk models used by Macquarie are appropriately managed and validated. At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. 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? As an Associate Director, you will lead a team that plays an active role in reviewing retail and wholesale credit risk models and calculations that are used for Regulatory Capital (APS113), Economic Capital, Stress Testing, Credit Provisioning (IFRS9/AASB9) and Credit Decisioning. In addition, the team has global reach performing validations used to meet the local regulatory requirements of Macquarie’s entities around the world. You will work closely with the relevant stakeholders across the organisation including Operating Groups responsible for the ownership of wholesale and retail credit risk models, Credit Risk and Prudential Risk. What you offer Ability to lead a team, including guidance, training and direction on performing appropriate risk-based model validations Extensive experience in risk management, demonstrated within the credit risk modelling domain Ability to partner with stakeholders to influence favourable outcomes through effective communication and negotiation An analytical mindset which balances commercial needs with the relevant risks 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 the Risk Management Group Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk and prudential, and central. Benefits 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 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. #J-18808-Ljbffr