Location: Gurugram

Job type: Permanent - Full time

Job Summary

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. Additionally, you will support model risk management activities while collaborating with your team and other stakeholders.

Responsibilities

- 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.

Qualifications

- Master's level study and at least one degree in a quantitative discipline with 2 years of relevant experience in pricing models.

- Positive 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, great attention to detail, and strong verbal and written communication skill; and

- Experience working on R, SQL, VBA, UNIX/Linux, shell scripting and git is advantageous.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

📌 Senior Associate - Model Risk Management (Gurugram)
🏢 MACQUARIE
📍 Gurugram