Senior Manager | Credit Modelling and Counterparty Credit Risk

Job Description

Senior Manager | Credit Modelling and Counterparty Credit Risk Join our Credit Modelling team as a key senior leader and be responsible for all aspects relating to the Credit Modelling and Counterparty Credit Risk exposure measurement and methodology for the Organisation. At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. 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? You will be working with the Head of Credit Modelling, Counterparty Credit Risk, Excesses and Exposures to drive delivery and the strategic direction of the Credit Modelling and Counterparty Credit Risk functions. You will manage and engage senior stakeholders (including C-Suite) on key projects, guide a team of strong technical experts in the development and maintenance of Credit and Counterparty Credit Risk models, and build out the framework and the underlying components required for strong model governance. In addition, you will effectively manage 2nd line, internal and external audit, and regulators on matters related to the governance of Credit and Counterparty Credit Risk models and their overarching governance. What you offer You will have extensive experience in either Counterparty Credit Risk Model Development and/or Validation, or IFRS9 Provisioning Model Development, or ICAAP and other regulatory stress tests. Demonstrable experience in financial services, preferably in investment banking or trading systems support. Knowledge of financial market products, market conventions and regulatory requirements. Programming skills (R, Python and C++). Strong verbal and written communication skills. 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 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. 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. #J-18808-Ljbffr