Join our Model Risk Management team based in Gurugram who have a global responsibility for ensuring that key financial and risk models used by Macquarie are appropriately managed and validated.

We are a global financial services group operating in 30 markets with 57 years of unbroken profitability. At Macquarie, you’re empowered to shape a career that is fulfilling and creates value. You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.

What role will you play?

As a Manager/AVP, you will be responsible for the independent validation of models used for Counterparty Credit Risk (CCR), Valuation Adjustments (XVA), the Standardised Initial Margin Model (SIMM) and associated valuation pricing models used for trading activity. The broad impact of the role means you will manage and deliver high calibre risk management outcomes to senior stakeholders. Macquarie is subject to regulatory supervision and thus the role also requires ensuring compliance with Australian regulations that include APS180, CPS226,



and APS116. In addition, our team has global reach performing validations used to meet the local regulatory requirements of Macquarie’s entities around the world.

What You Offer

Robust quantitative educational background, exceptional problem-solving skills, and an ability to independently manage model validations
6-8 years' of experience in risk management, including a deep understanding of financial products, key risk factors, and advanced modelling techniques regarding CCR, model performance assessments including back-testing, and curve bootstrapping.
Effective collaboration and communication skills, capable of working with multiple stakeholders to achieve strong model risk outcomes and an analytical mindset that can navigate model risk policies and regulations
Experience with model calibration using statistical or stochastic models, advanced numerical/statistical techniques, with kn

📌 Manager / Assistant Vice President - Model Risk Management (Gurugram)
🏢 Macquarie Group
📍 Gurugram