In this role, you will provide assurance on the integration of financial and mathematical models for derivative pricing, capital calculations, and credit provisioning in Macquarie systems. You will validate financial products and rates by independently recreating their calculations and create reports to highlight review findings for senior management, model review committees, auditors, and regulators. In addition, the team

has global reach performing a range of model 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 to support various model risk management activities.

What you offer

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Master s level study and at least one degree in a quantitative discipline; with relevant 3-6years of experience.

Good understanding of financial markets and mathematical techniques for pricing derivatives;

Experience in object-oriented programming on languages such as C++ and python;

Problem solving and analytical skills, great attention to detail, and strong verbal and written communication skills; and

Experience working on AI tools (GitHub CoPilot, Claude Code etc.), UNIX/Linux, shell scripting, git, R, SQL, and VBA are advantageous.

We love hearing from anyone inspired to build a better future with us, if youre excited about the role or working at Macquarie we encourage you to apply.

What we offer

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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
26 weeks paid maternity leave or 20 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
Company-subsidised childcare services
2 days of paid volunteer leave and donation matching
Benefits to support your physical, mental and financial wellbeing including comprehensive medical and life insurance cover, the option to join parental medical insurance plan and virtual medical consultations extended to family members
Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services
Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
Hybrid and flexible working arrangements, dependent on role
Reimbursement for work from home equipment

Disclaimer:

This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

Executive - Model Risk Management

Job Description

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