Analyst, Credit Modelling and Credit Counterparty Risk

Analyst, Credit Modelling and Credit Counter party Risk

Join our Credit team within the Risk Management Group, where we focus on advancing the way counter party credit risk is measured and managed across the organisation. Operating in a collaborative, cross‑functional environment, the team develops and maintains models, processes and tools that help us understand and manage exposure to a wide range of financial market activities. Part of a group that plays an essential role in supporting the organisation’s risk management framework and ensuring our practices continue to evolve with regulatory, market and business needs.

You will work alongside specialists who are passionate about delivering high quality analysis and innovation. Within a supportive and inclusive environment, contributing to enhancing our modelling capabilities and strengthening the foundations that help our organisation make informed decisions.

While Macquarie offers hybrid working for many of our roles, this role does require 3 days a week in the advertised location.

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 31 markets and with 56 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.

In this role, you will contribute to the ongoing development, enhancement and maintenance of our counter party credit risk models and methodologies. You will work on improving existing models, assisting with the design of new modelling approaches and ensuring they remain aligned with internal standards and regulatory expectations. You will analyse model outputs, prepare insights for stakeholders and maintain tools that monitor performance.

Additionally, you will be supporting the onboarding of new products and asset types into the primary counter party credit risk model, helping to reduce reliance on legacy approaches. Whilst maintaining clear and comprehensive documentation, providing guidance to colleagues across the business and building effective relationships with a range of stakeholders involved in the credit risk lifecycle.

• An advanced degree in a quantitative discipline such as mathematics, statistics, actuarial studies, engineering or computer science
• Previous experience in financial services, ideally within investment banking or supporting trading systems
• Experience developing or validating counter party credit risk models and an understanding of how financial institutions operate within economic, regulatory and market environments
• Knowledge of financial market products, market conventions and regulatory requirements; and how the financial markets influence model design and performance
• Strong knowledge of numerical methods, stochastic calculus and probability theory
• Clear and effective communication skills in verbal and written
• Proficiency in programming languages including R, Python and C++
• A flexible and proactive approach, with the ability to work both independently and collaboratively while managing multiple tasks simultaneously

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.

At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:

• 1 wellbeing leave day per year and a minimum of 25 days of annual leave.
• 26 weeks’ paid parental leave for primary caregivers along with 12 days of paid transition leave upon return to work and 6 weeks’ paid leave for secondary caregivers.
• Paid fertility leave for those undergoing or supporting fertility treatment.
• 2 days of paid volunteer leave and donation matching.
• Access to a wide range of salary sacrificing options.
• Benefits and initiatives to support your physical, mental and financial wellbeing including comprehensive medical and life insurance cover.
• Access to our Employee…