Associate/Sr.Associate - Quantitative Applications Division
Job no: RMG-944535
Work type: Full time
Group: Risk Management Group
Recruiter: Zafran Raina
Key responsibilities will include:
- ensuring the integrity of key financial models used by Macquarie
- reviewing and developing models for pricing of derivatives
- performing analysis of data and reporting on accuracy and quality
- testing the linkages between models and systems
- working closely with other members of QAD and other key stakeholders
- providing support for other model risk management activities
The candidate must have a degree in a quantitative discipline and experience working on programming languages such as C++, python etc. Exposure to derivative pricing methods or credit modeling techniques is not necessary but would be given a preference. Candidates who are fresh graduates or have work experience of maximum up to 2 years may apply.
Candidates possessing as many of the following qualifications/skillsets are likely to be called for interviews.
We want to hear from you if have:
- relevant experience in a financial institution for up to a maximum of 2 years
- a degree in a relevant discipline
- demonstrated quantitative skills
- understanding of financial markets and familiarity with derivative pricing techniques or credit modeling techniques
- strong problem solving and analytical skills, with good attention to detail
- C++/OO programming skills, python, R, SQL, VBA etc.
- experience working on Linux and shell scripting
- good verbal and written communication skills; and
- ability to work well in a team and with clients.
Risk Management Group is an independent, centralised unit responsible for ensuring all risk across Macquarie are appropriately assessed and managed. Its divisions include Credit, Prudential, Capital and Markets, Market Risk, Operational Risk, Compliance, Quantitative Applications and Internal Audit.
Macquarie is a global provider of banking, financial, advisory, investment and funds management services, with offices in 28 countries. We are a uniquely diverse business with deep specialist expertise.
Key to Macquarie's success is a unique structure and management style that fosters an entrepreneurial environment that is underpinned by a strong risk management framework, an approach that has contributed to its long history of success. This philosophy encourages a sense of ownership and entrepreneurial endeavour among our people and delivered value for clients.
Find out more about Macquarie at www.macquarie.com/careers
Advertised: India Standard Time
Back to search results Apply now Refer a friend
Applications close: India Standard Time
Print application form