Senior Associate - Market Risk Analyst

Macquarie Group; Gurugram District; Hybrid; INR 600,000 - 900,000; Full time

Benefits offered by this job

Wellbeing leave

Maternity/Parental leave

Childcare support

Volunteer leave

Insurance cover

EAP program

Learning & development

Hybrid work

WFH equipment reimbursement

Job summary

Macquarie Group in Gurugram, on a hybrid basis, is looking for a junior market risk analyst to support IRRBB monitoring and reporting. You will help quantify EVE, NII, and related risk metrics, investigate data issues, and provide insights to senior management in collaboration with Market Risk, Finance and Technology teams.

We seek 1–3 years of relevant experience, strong Excel plus SQL or Python, and a curious, analytical mindset with good communication skills.

Qualifications

• 1–3 years of relevant experience in market risk, regulatory reporting, capital management or a related analytical function.
• Curious and analytical mindset with ability to translate data into insights and improve reporting quality.
• Qualifications in finance, mathematics, statistics, economics, data analytics or related quantitative discipline preferred.

Responsibilities

• Support daily, monthly and quarterly monitoring and reporting of IRRBB metrics (EVE, NII, FVV, CSRBB).
• Investigate reporting issues, enhance data quality, and provide accurate risk insights for senior management.

Skills

Market risk

Regulatory reporting

Capital management

Data analytics

Excel

SQL

Python

Education

Finance / quantitative discipline

Tools

SQL

Python

VBA

Job description

Our Macquarie Europe Bank is part of Macquarie’s global market risk function, providing oversight of traded and non-traded market risk across MBE. Our team works closely with colleagues across Dublin, Paris, London and Sydney providing oversight and monitoring of Macquarie’s markets business activities.

We are a global financial services group operating in 30 markets with 57 years of unbroken profitability. At Macquarie, you’re empowered to shape a career that is fulfilling and creates value. You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.

What role will you play?

In this role, you will support the daily, monthly and quarterly monitoring and reporting of Interest Rate Risk Banking Business (IRRBB) metrics, including EVE, NII, FVV and CSRBB. You will gain exposure to both traded and non-traded market risk through value of risk (VaR) analysis, stressed VaR, new business reviews and assessment of material risk developments. Working closely with Market Risk, Finance and Technology teams, you will investigate reporting issues, enhance data quality, and provide accurate risk insights to support senior management decision-making.

What you offer

• 1-3 years of relevant experience in market risk, regulatory reporting, capital management, risk data, or a comparable analytical function.
• A curious and analytical mindset, with the ability to translate complex data into meaningful insights, understand key business drivers, and identify opportunities to improve data quality and reporting outcomes.
• Qualifications in finance, mathematics, statistics, economics, data analytics, or a related quantitative discipline would be advantageous.
• Strong technical proficiency in Excel, with exposure to SQL, Python, VBA, or other data analysis and automation tools considered beneficial.
• Excellent communication and stakeholder management skills, combined with a collaborative approach, eagerness to learn, and the ability to work effectively in a fast-paced and evolving environment.

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 flexible 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.

Inclusion at Macquarie

We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.
We provide reasonable adjustments to individuals who may need support during the recruitment process and employment. If you require an adjustment, please let us know during the application process.