The IFRS9 team are responsible for building and implementing the IFRS9 models into the data warehouse and group systems. We are seeking a skilled data analyst/ R programmer to join the team and assist with model development and testing.
Key responsibilities will include:
Building code to extract data from a warehouse into an R model
Documentation of any modelling
Development of Test plans, Test estimations, Test cases/Scenarios and QA metric in support of test execution
You will have demonstrated experience in data analysis and R modelling and will be confident working across functional teams.
Key Technical Experience Required for the Role:
R skills including proficiency in data.table, dplyr, tidyr, and the use of predict functions for linear models and survival analysis models (coxph & rms::cph)
An in-depth knowledge of testing procedures, Test methodology, Test best practices, Data warehouse concepts, Methodologies and ETL Procedures
Excellent Requirement Analysis, Test Planning and Test Execution skills and Quality Test documentation skills
Key Skills and Knowledge for the Role:
Proficient in R and SQL
Proven experience in R modelling
Proven experience as a data analyst
Strong analytical and technical skills
Excellent attention to detail
Working knowledge of data constructs and Data Warehouse environments
Proven ability to work across all levels of stakeholders and build relationships quickly
Excellent written and verbal communication skills
The ability to work individually as well within a team environment
Ability to work in a fast paced environment
Proven work experience in Agile methodology (Scrum) with continuous integration as a main focus and also ability to work in Waterfall methodology
Banking and Financial Services Group (BFS) comprises of Macquarie's retail banking and financial services businesses, providing a diverse range of personal banking, wealth management and business banking products and services to retail customers, advisers, brokers and business clients.
BFS Credit is the independent risk management team of Banking & Financial Services Group. Within BFS Credit, the Capital & Risk Modelling team has responsibility for monitoring and modelling capital, credit risk and IFRS9 provisioning which resides on the Bank's balance sheet. The team works in collaboration with the sales, product and credit policy teams to optimise business opportunities within clearly understood and acceptable risk parameters. BFS Credit maintains close working ties with the Bank's central risk management group relating to the development of risk acceptance criteria and risk governance.
Find out more about Macquarie careers at www.macquarie.com/careers
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
Advertised: 20 Apr 2017 AUS Eastern Standard Time Applications close: