Manager / Assistant Vice President - Model Risk Management (Gurugram)

Manager / Assistant Vice President - Model Risk Management (Gurugram)

31 Oct
|
Macquarie Group
|
Gurugram

31 Oct

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 - Strong 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 solid 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 days of paid transition leave upon return to work and 6 weeks’ paid leave for secondary caregivers - Company-subsidised childcare services - 2 days of paid volunteer leave and donation matching - Benefits to support your physical, mental and financial wellbeing including comprehensive medical and life insurance cover, the option to join parental medical insurance plan and virtual medical consultations extended to family members - Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services - Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription - Hybrid and adaptable working arrangements, dependent on role - Reimbursement for work from home equipment - About the Risk Management Group Our Risk Management Group works as an independent, and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow. Our divisions include compliance, credit, financial crime risk, market risk, operational risk, aggregate risk and prudential, and central.- Our commitment to diversity, equity and inclusion

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

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