Deskripsi pekerjaan Analyst/Senior Analyst, Model Risk Management | Prudential and Provisioning Macquarie Group
Additional office locations
Sydney
Job ID
21818
Date
20-Apr-2026
Permanent - Full time, Junior
Job category
Quantitative Analysis
As a junior member of the team, you will play an active role in reviewing models that are used for Capital calculations (including both Market Risk and Credit Risk), Economic Capital, Stress Testing and Credit Provisioning (IFRS9/AASB9). This includes performing validation for models that are designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit).
In addition, the team has global reach, performing validations for Finance and Group Treasury models as well as models used to meet the local regulatory requirements of Macquarie’s entities around the world.
As a junior member of the team, you will play an active role in reviewing models that are used for Capital calculations (including both Market Risk and Credit Risk), Economic Capital, Stress Testing and Credit Provisioning (IFRS9/AASB9). This includes performing validation for models that are designed to comply with new standards such as FRTB and updates to APS117 (IRRBB) and APS113 (Credit).
In addition, the team has global reach, performing validations for Finance and Group Treasury models as well as models used to meet the local regulatory requirements of Macquarie’s entities around the world.
