Manager – Credit Loss Modelling

Active / Open Until Filled

Apply Now

Manager – Credit Loss Modelling

Active / Open Until Filled

Apply Now

Job role insights

  • Date posted

    August 27, 2026

  • Closing date

    Not Disclosed (Open Until Filled)

  • Location

    Sydney

  • Salary

    $152,000 - $256,000 /year

  • Career level

    Senior Manager / Director Level

  • Experience

    7+ Years

Description

Macquarie Group is currently accepting applications for the role of Manager – Credit Loss Modelling, based out of their corporate offices in Sydney, Australia. This appointment offers an exceptional opportunity to join a globally recognized financial organization that combines entrepreneurial empowerment, disciplined risk governance, and a merit-based career trajectory.

The Risk Management Group provides an independent, objective oversight function that advises business units on managing credit, market, regulatory, and operational risks across global transactions. In this role, the successful candidate will work alongside seasoned industry professionals to optimize mission-critical processes, manage risk effectively, and deliver commercially impactful solutions across key markets.

Opportunity Overview & Quick Facts

Requisition ID: #20047
Location: Sydney, Australia
Organization: Macquarie Group
Career Level: Senior Manager / Director Level
Experience Level: 4+ Years
Work Model: Hybrid / Flexible Working
Remuneration: $152,000 – $256,000 AUD per annum
Employment Term: Permanent / Full Time

Key Responsibilities & Operational Scope

  • Be working closely with the Head of Credit Loss Modelling to drive delivery and shape the strategic direction of the Credit Loss Modelling team.
  • Execute and drive be managing and engaging senior stakeholders across key projects and will lead the development and maintenance of Credit models.
  • Additionally be building out the framework and underlying components required for strong model governance, while effectively managing interactions with 2nd line, internal and external audit, and regulators on all matters related to the governance of Credit and CCR models.

Candidate Profile & Required Qualifications

  • Advanced quantitative background with strong technical expertise, supported by an advanced degree in fields such as mathematics, statistics, actuarial studies, engineering, or computer science.
  • Extensive experience across IRB model development, monitoring and/or validation, with solid understanding of financial markets, regulatory requirements, and numerical/stochastic methods.
  • 4+ years’ experience in financial services, ideally within investment banking or trading environments with strong stakeholder management and communication skills.
  • Proficiency in programming, particularly in R and Python.
  • Tenacity, flexibility, and the ability to work autonomously or collaboratively while managing multiple priorities simultaneously.

What Macquarie Offers

  • Market-Leading Rewards: Competitive base remuneration supplemented by performance-linked incentive programs.
  • Flexible Work Frameworks: Modern hybrid working arrangements supporting professional productivity and personal balance.
  • Professional Development: Clear internal mobility pathways, technical skill enhancement, and professional accreditation support.
  • Comprehensive Wellbeing: Access to employee assistance programs, holistic healthcare coverage, and dedicated wellbeing initiatives.
  • Global Network & Impact: Collaborative engagement with cross-border teams across the Americas, EMEA, and Asia-Pacific regions.

Core Competencies & Key Technical Focus

Credit Loss Modelling Risk Management

Apply Directly on Macquarie Careers Portal

This position is actively accepting candidate submissions. Access the official Macquarie Group recruitment platform to review comprehensive operational criteria and lodge your formal application.

Apply on Macquarie Careers Portal →

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