PMO Pro

Summary

The role provides you with the opportunity to be a part of a team that thrives on cross skilling, ensuring that your skillset and knowledge are stretched and developed.

Overview

In this role, you will participate in a broad range of validation work, including:

• Ongoing validation of credit risk models including for regulatory and economic capital (IRB), provisioning (AASB9) and other scorecards, to attain actionable risk insights and influence business decisions;
• assisting with defining, selecting or developing appropriate analytical and statistical assessments for ongoing model validation;
• developing and automating aspects of validation work, for example, data and reporting;
• developing and maintaining an understanding of Macquarie businesses, data sources and data structures to provide supporting context for analysis and reporting; and
• documentation of validation findings and issues and communicating results to key stakeholders.

You will bring with you:

• A quantitative educational background and exceptional problem-solving skills;
• A thorough understanding of financial markets and experience analysing key risk factors for market risk models;
• A demonstrated ability to apply market and business acumen to draw upon insights;
• The capacity to communicate effectively with key stakeholders, both verbally and in writing;
• Experience in an analytical role of around 1-3 years;
• Experience in C++, R, SQL