24 Aug
|
Macquarie Group
|
Gurugram
24 Aug
Macquarie Group
Gurugram
If you have a keen interest in risk management across key financial models while working in a supportive and inclusive culture, join our Model Risk Management team. Our team is responsible for reviewing and approving Macquarie’s risk models across capital, credit provisioning and pricing. It provides assurance on the suitability of Macquarie's internally developed models by conducting a range of model validations whilst
ensuring all models are integrated correctly in our trading and risk management systems.
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?
In this role, you will provide assurance on the integration of financial and mathematical models for derivative pricing, capital calculations, and credit provisioning in Macquarie systems.
You will validate financial products and rates by independently recreating their calculations and create reports to highlight review findings for senior management, model review committees, auditors, and regulators. In addition, the team
has global reach performing a range of model validations used to meet the local regulatory requirements of Macquarie’s entities around the world. You will work closely with the relevant stakeholders across the organisation to support various model risk management activities.
What You Offer
- Master’s level study and at least one degree in a quantitative discipline; with relevant 3-6years of experience.
- Good understanding of financial markets and mathematical techniques for pricing derivatives;
- Experience in object-oriented programming on languages such as C++ and python;
- Problem solving and analytical skills, excellent attention to detail, and strong verbal and written communication skil
📌 Executive - Model Risk Management (Gurugram)
🏢 Macquarie Group
📍 Gurugram