06 Sep
|
Macquarie Group
|
Gurugram
06 Sep
Macquarie Group
Gurugram
-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.At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 31 markets and with 56 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.- What role will you play?-
- 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 knowledge of computational finance
- Proficiency in with high-level programming languages (Python, R); exposure to low-level languages (C++) is valuable.
We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.- What we offer
At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:
- 1 wellbeing leave day per year
- 26 weeks’ paid maternity leave or 20 weeks’ paid parental leave for primary caregivers along with 12 day
📌 Manager / Assistant Vice President - Model Risk Management (Gurugram)
🏢 Macquarie Group
📍 Gurugram