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Manager – Credit Model Validation

Gurugram

With an analytical mindset, you’ll have a passion understanding credit risk, modelling techniques and drawing meaningful insights from both quantitative and qualitative data.

In this role, you’ll be responsible for the validation of credit risk models, including AASB 9, regulatory and economic capital. You’ll be required to use quantitative and qualitative skills to validate model performance and draw meaningful insights from your analysis of credit risk models and will be comfortable with challenging current practices and procedures to identify opportunities to enhance efficiencies and add value.

Your responsibilities will include ongoing validation of credit risk models including the automation of testing and timely reporting of validation results and insights. You’ll also be required to document your analysis, findings and recommendations, as well as effectively manage stakeholders to ensure timely review and analysis of credit models. This a great opportunity to gain deep insight into Macquarie’s businesses and key risk drivers across various sectors to support analysis of model performance.

To be successful in this role, you’ll have a relevant degree in a quantitative discipline with strong academic performance, as well as a minimum of 6-8 years of experience within an analytical risk function and a deep understanding of credit risk and modelling techniques.

You’ll have excellent written and verbal communication skills, strong attention to detail and the ability to work efficiently and effectively with a diverse range of stakeholder groups globally. Experience with software tools such as Alteryx, PowerBI and R will be considered favorably.

If you have a quantitative background, a passion for analyzing large data sets and are ready to further your career in a challenging and fast paced environment, 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-953584
Work type: Full time
Location: Gurugram
Category: Mid-senior, Accounting & Finance
Group: Risk Management Group
Division: RAAR
Recruiter: Zafran Raina
Opening Date: