Data Scientist - Model, Data and AI Risk Internal Audit

About the role

Macquarie is hiring a Data Scientist / Senior Analyst for its Model, Data and AI Risk Internal Audit team in Sydney. As the analytical engine of the team, you will deliver the audit approach across all of Macquarie, auditing data risk, model risk and AI-related controls.

Key responsibilities

• Conduct audit testing across data risk dimensions, including data quality, data sovereignty, privacy and records retention
• Review traditional and AI models across all stages of the model lifecycle
• Strengthen audit testing techniques used to assess the effectiveness of risk management controls
• Perform deep dives into model and data risk controls, identify control weaknesses and recommend improvements
• Support the team in preparing high-quality audit reports for Senior Management and the Board Audit Committee
• Gain exposure to data infrastructure, business processes and model types such as Treasury, Market Risk, Credit Risk and AI and machine learning models

Required profile

• Experience in data analytics and data science techniques to provide risk insights and articulate control requirements
• Innovative thinking, able to expand the analytical toolset and improve how data, model and AI controls are tested
• Strong communication skills, able to explain complex issues to senior management
• Team player willing to support colleagues and share knowledge

What we offer

• Wellbeing leave day per year, up to 5 additional service bonus leave days, and up to 20 weeks' paid parental leave
• Paid volunteer leave and donation matching, and up to 12 months' gender affirmation leave
• Employee Assistance Program and wellbeing benefits
• Salary packaging options and learning and development opportunities, including professional membership reimbursement
• Hybrid and flexible working, and reimbursement for work from home equipment