Quantitative Analyst: Pricing & Risk Model Validation (Hybrid)

Macquarie Group; Indonesia; Hybrid; IDR 300,000,000 - 600,000,000; Full time

Job summary

Macquarie Group is seeking a quantified professional to validate models supporting pricing and risk across trading activities within the Model Risk Management team. You will apply quantitative skills to analyse derivative pricing, curve bootstrapping, and risk methodologies, communicating findings to stakeholders to inform decisions.

The role requires three days per week in the advertised location, with hybrid work arrangements for the rest.

Responsibilities

• Validate models used for pricing and risk across trading activities.
• Communicate findings to stakeholders to support informed decisions.
• Collaborate with the Model Risk Management team to build modelling capabilities across projects.

Job description

Macquarie Group is seeking a quantified professional to validate models supporting pricing and risk across trading activities within the Model Risk Management team. You will apply quantitative skills to analyse derivative pricing, curve bootstrapping, and risk methodologies, communicating findings to stakeholders to inform decisions.

The role requires three days per week in the advertised location, with hybrid work arrangements for the rest.