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Executive / Assistant Manager-Model Risk & Quantitative Analytics

Gurugram

With an analytical mindset, you’ll join a high performing team to manage model risk associated with financial models in use at Macquarie.

You’ll be responsible for ensuring the integrity of key financial models, reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality. You’ll also be testing the linkages between models and systems and will be working closely with your team and other key stakeholders to provide support for other model risk management activities.

To be successful in this role, you’ll have exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modelling techniques, a degree in a quantitative discipline and 3-5 years of relevant work experience. You’ll also have experience working on programming languages such as C++, python R, SQL and VBA. Experience working on Linux and shell scripting will be considered favourably.

MRQA utilises a range of analytical techniques including time series analysis, regression analysis, optimisation, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.

If this sounds like the right opportunity for you to further your career, apply online now.

About the Risk Management Group

The Risk Management Group (RMG) is an independent and centralised function responsible for objective review and challenge, oversight, monitoring and reporting in relation to Macquarie’s material risks. RMG designs and oversees the implementation of the risk management framework. Its divisions include Credit, Market Risk, Regulatory Affairs and Aggregate Risk, Financial Crime Risk, Compliance, Operational Risk, Behavioural Risk, Enterprise Support and Internal Audit.

Our commitment to Diversity and Inclusion 

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

We recognise that flexibility comes in a variety of forms. Talk to us about what flexibility you need.

About Macquarie

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With 15,000 employees and offices in 31 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, investment banking and principal investment.

Find out more at www.macquarie.com/careers

Job no: RMG-953753
Work type: Full time
Location: Gurugram
Category: Mid-level, Accounting & Finance, Data & Analytics, Risk Management
Group: Risk Management Group
Division: RAAR
Recruiter: Zafran Raina
Opening Date: