We are seeking a candidate to assist in the development of business unit financial forecasting models (ie. business profitability and returns models) and credit risk related models (ie. Basel and IFRS9 provisioning). Candidates would have experience in either retail credit risk modelling (i.e. PD, LGD, EAD and application scorecard experience) or experience in strong excel based financial modelling.
Key responsibilities will include:
Assist in the development of new Excel based financial forecasting models
Assist in the implantation and documentation of new IFRS 9 compliant loan loss provisioning models
Assist in the performance monitoring of the new IFRS 9 models and Basel II regulatory capital models
Assist in the scoping and implementation of migrating selected business reports to BI platforms
In addition to you excellent written and verbal communication skills you will have a minimum 2 years of experience in some of the above mentioned items. You ideally also have:
Programming skills and experience with statistical packages (VBA, SQL, R, SAS)
Strong MS Excel skills
Non mortgage retail experience would be highly regarded but is not essential.
Experience with Basel II, III and Australian Prudential Standards and associated governance frameworks
Corporate and Asset Finance Group provides innovative and traditional capital, finance and related services to clients operating in selected international markets. With offices in Australia, New Zealand, Asia, North America and Europe, Corporate and Asset Finance specialises in:
leasing and asset finance
tailored debt and finance solutions
asset remarketing, sourcing and trading.
Find out more about Macquarie careers at www.macquarie.com/careers or contact Renee Read 02 8232 3900.
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: 12 May 2017 AUS Eastern Standard Time Applications close: