Deskripsi Pekerjaan
Macquarie Group is a global financial services group providing banking, financing, investment, and advisory services. We are currently seeking an experienced Associate Director - Model Risk Management to join our Risk Management Group in Indonesia. Our Risk Management Group operates as an independent, centralised function, responsible for independent and objective review and challenge of models used across the business.
In this pivotal role, you will lead the assessment of model risk frameworks, ensuring they align with global standards and local regulatory requirements. You will act as a key challenger to business units, providing expertise on quantitative models and their implications for risk exposure. We offer a collaborative environment where your analytical skills will directly contribute to the stability and integrity of our financial operations.
Tanggung Jawab
- Lead the independent review and validation of complex quantitative models used in credit, market, and operational risk.
- Establish and maintain a robust Model Risk Management framework in accordance with OJK and FSB regulations.
- Challenge model assumptions, methodologies, and implementation to ensure accuracy and reliability.
- Oversee the governance process for model development, testing, and deployment.
- Conduct training and workshops to raise awareness of model risk across the organization.
- Evaluate third-party model vendors and their validation processes.
- Report model risk issues and deficiencies to senior management and the Board.
Kualifikasi
- Bachelor’s degree in Finance, Mathematics, Statistics, Engineering, or a related quantitative field.
- Minimum of 7-10 years of experience in Model Risk Management, Quantitative Risk, or Financial Engineering.
- Strong technical skills in statistical analysis, programming (Python, R, SAS, or SQL), and data visualization.
- Deep understanding of banking regulations, risk management principles, and financial markets.
- Excellent verbal and written communication skills with the ability to influence senior stakeholders.
- Professional certifications such as FRM, CFA, or PRM are highly desirable.
- Experience working within a multinational financial institution in the APAC region.