Location: Europe

As a Risk professional in the CFO&EV team in Strategy&Consulting/Intelligent Consulting Hub Europe, you’ll work on delivery of projects for our clients – key industry players in the Risk Management sectors around the world. You’ll help our clients keep up with fast changing regulations, innovations as well as changing market conditions. You will be part of a team that brings to our clients industry-leading best practices, technologies and strategies in everything from credit, market, liquidity, enterprise or operational risk and financial crime perspective – to regulatory compliance, robotics, artificial intelligence – and advanced quantitative modelling.

You will be part of multidisciplinary team of risk professionals demonstrating broad palette of skills in various areas.

HERE’S WHAT YOU’LL NEED:

Minimum 2 years of risk management experience (ERM, compliance, operational risk management, ESG risks). Candidates should demonstrate knowledge in one or more of the following aspects:

• Knowledge of Enterprise risk management framework, emerging trends and regulatory frameworks. Experience across ERM and/or operational risk platforms and technologies/products, for example ServiceNow, MetricStream, Ventiv, Archer, Finastra, etc.
• Provide a structured approach & methodology to identify, assess, manage, and mitigate risks across organizations, encompassing a broad spectrum of risks, including financial, operational, technological, and reputational.
• Problem solving & analytic skills, with capacity to align risk appetite with enterprise strategies, facilitate decision-making, enhance resilience and enable organizations to anticipate and adapt to various internal/external changes.
• Experience and knowledge of operational risk management procedures, process mapping, gap analysis, covering also data management dimension (data mapping, data crunching and analysis in the context of enterprise risk management).
• Proficient level in English and either German, French, Italian or Spanish (written & spoken)

Research indicates that some candidates, especially the most diverse ones, may hesitate to apply for positions if they don’t meet all requirements. If you believe you possess the necessary skills, even if not meeting every requirement, we wholeheartedly encourage you to submit your application.

BONUS POINTS IF YOU ARE AND HAVE:

• Digitally savvy and conscious of new technologies; continuous learner; knowledge of programming languages (R, SAS, VBA, SQL, PYTHON) would be a great supplement
• Industry certifications such as FRM, PRM, CQF, CFA are an asset

We’re seeking an experienced candidate to join our Internal Audit team as a Vice President and Audit Coverage Manager leading coverage of Financial Risk Management within the MSESE Group based in Frankfurt. The Financial Risk Management audit team performs audits of the Second Line of Defense to form a view on the effectiveness of controls operating within Firm Risk Management.

The Internal Audit Division (IAD) drives attention and resources to vulnerabilities by providing an independent and well-informed view and impactful messages about the most important risks facing our Firm. This is accomplished by performing a range of assurance activities to independently assess the quality and effectiveness of Morgan Stanley’s system of internal control, including risk management and governance systems and processes. IAD serves as an objective and independent function within the Firm’s risk management framework to foster continual improvement of risk management processes.

This is a Vice President level position within Business Audit, which is responsible inspecting controls in front, middle and back offices.

What you’ll do in the role:

• Formulate and lead a wide range of assurance activities to assess risks within coverage area and the state of controls in place to mitigate them
• Proactively identify risk and emerging risk, and factor into risk assessment and assurance coverage
• Articulate actionable insights to management regarding criticality and impact of risks to the business
• Effectively partner with colleagues and stakeholders globally to drive effective working relationships
• Align projects and initiatives with department and coverage area priorities, and oversee team’s execution of deliverables in accordance with audit methodology and quality standards

What you’ll bring to the role:

• A minimum of ten years of relevant financial services experience
• Advanced knowledge of Financial Risk Management core concepts, methodologies and applicable regulations, with a preference for those with experience of auditing fully –regulated German Banking entities
• Strong understanding of audit principles, methodology, tools and processes (e.g., risk assessments, planning, testing, reporting and continuous monitoring)
• Ability to articulate risk and impact clearly and succinctly to different audiences
• Effective change and project management techniques and ability to support teams in adapting new ways of working
• Ability to leverage and analyze data to inform focus and views on risk
• Ability to coach and mentor others and create an inclusive work environment for team
• Experience communicating with regulators
• Relevant certifications (e.g., CIA, CFA, FRM, CQF) preferred

As Lead of the Derivatives risk models within the unit of Quantitative Risk Management at SIX, you will be a key member of our Financial Risk Management team, reporting directly to the Head of Quantitative Risk Management of SIX. Your primary responsibility is to oversee the Derivatives risk models functions, develop, calibrate, implement, document and review quantitative risk methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulation, and according to SIX Group risk policies, procedures and best practices in terms of risk management.

• Minimum of five years’ experience in quantitative risk. Experience in a CCP will be considered positively
• Strong quantitative background, having a MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics. CFA, FRM or CQF certifications is desirable
• Solid experience with Databases programming skills (Python, SQL, Excel & VBS and Matlab)
• Strong presentation as well as communication and persuasive skills, verbal and written, both in English and Spanish; being able to tailor information timely to the appropriate level of recipient
• Ability to work independently to a high standard in set timeframes
• Demonstrates strong problem solving skills, a high level of ownership and a proactivity mindset
• Self-motivated, ability to build relationships internally and externally. Strong interperso

Although no two days at Accenture are the same, as a Risk Analyst/Consultant in our CFO&EV practice, a typical day might include:

• Acting as a risk management analyst professional while working with Accenture’s global teams to help clients develop cutting edge and industry leading solutions
• Shaping Accenture’s thought capital around current and emerging risk management topics
• Using your analytical & quantitative skills to provide clarity to complex issues and gather data as well as model driven insights
• Helping clients use technological risk innovations (Big Data & Cloud Solutions, Robotics, Artificial Intelligence, Machine Learning) to enhance and transform the risk management function
• Working across a dynamic, international team where English is the common language

 

HERE’S WHAT YOU’LL NEED:

 

Minimum 2 years of risk management experience (Credit, Market, Liquidity, ERM or Financial Crime). Candidates should demonstrate knowledge in one or more of the following aspects:

• Quantification skills in one or more of the risk domain areas
• An understanding of market environment as well as risk regulatory frameworks: knowledge of Basel III and IV principles and practices, ICAAP, MIFID, FRTB, GDPR, IFRS 9, etc.
• Experience across risk platforms and technologies/products, for example Bloomberg, Reuters, Murex, Algorithmics, Moody’s, eFront, OFSAA, etc.
• Operational procedures and processes covering also data management in risk areas
• Proficient level in English and either German, Spanish or French (written & spoken)

 

Research indicates that some candidates, especially the most diverse ones, may hesitate to apply for positions if they don’t meet all requirements. If you believe you possess the necessary skills, even if not meeting every requirement, we wholeheartedly encourage you to submit your application.

 

BONUS POINTS IF YOU ARE AND HAVE:

• Digitally savvy and conscious of new technologies; continuous learner; knowledge of programming languages (R, SAS, VBA, SQL, PYTHON)
• Industry certifications such as FRM, PRM, CQF, CFA.

Education:

• Bachelors and Master’s degree in Engineering/Technology/Mathematics/Statistics/related disciplines from Tier 1 universities/institutes in India or abroad.
• Relevant industry certifications such as CFA, CQF will be looked at favorably

Experience Core Skills:

• 5 – 7 years of mixed experience in product management and hands on product development
• Proven track record of launching and growing products
• Should have worked in SaaS products using Python as a programming language
• Experience with agile development methodologies.
• Excellent Team player and demonstrate the ability to work in ambiguity and thrive in chaos.
• Self motivated and driven with a heightened sense of ownership and accountability

Experience Soft Skills:

• Proven ability to take initiative and work under pressure in a changing/growing environment.
• A passion to keep oneself abreast of the latest technological advancements and suggest ways to improve ways of working.
• Exceptional decision-making skills: Ability to prioritize across needs given limited resources
• Thrives in a startup like environment: loves dealing with fast pace and changing needs
• Ability to create relationships both inside and outside of the Product organization
• Excellent story telling/articulation abilities along with the capacity to dive into minute details.
• Superlative communication and consensus building skills.

Work Shift Timing – 2:00 PM – 11:00 PM IST

When you join EDF Trading, you’ll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box.

Energy markets evolve rapidly, so our team needs to remain agile, flexible, and ready to spot opportunities across all the markets we trade in power, gas, LNG, LPG, oil, and environmental products.

EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it’s experience that makes us leaders in the field. Energy is what we do.

Become part of the team and you will be offered a great range of benefits, which include (location dependent) hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessments, corporate gym memberships, an electric car lease programme, childcare vouchers, a cycle-to-work scheme, season ticket loans, volunteering opportunities, and much more.

Gender balance and inclusion are very high on the agenda at EDF Trading, so you will become part of an ever-diversifying family of around 750 colleagues based in London, Paris, Singapore, and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.

Who are we? We are EDF Trading, part of the EDF Group – a world leader in low-carbon, sustainable electricity generation.

Join us, make a difference, and help shape the future of energy.

 

Job Description:

Department

Front Office Risk Management is a trading floor-based risk management team that actively monitors the EDFT trading portfolio and global energy markets in real time in order to keep the Executive team and Head of Trading dynamically informed of key risk issues. The team also assists business development, origination and trading in developing proposals for new business activities.

Position Description

To become a key member of the Front Office Risk team by contributing rigorous risk analysis for presentation to the executive team, facilitated by forging strong relationships with trading desks underpinned by an in-depth understanding of global energy markets.

Main responsibilities

Key responsibilities include:

• Interact daily with Trading desks and Fundamental analysis teams to facilitate independent analysis and challenge trading strategies
• Understanding in detail the day to day drivers of price volatility and how this relates to the portfolios under your responsibility
• Understand in detail on a daily basis the positional makeup of the portfolios under your responsibility
• Understand in detail on a daily basis the key P&L drivers of the portfolios under your responsibility
• When required produce weekly deep dives for management on specific trading positions to identify and analyse risk/reward
• Produce well-written commentary for presentation at weekly meetings with the executive team
• Liaise with other support functions to escalate and resolve market, operational and other risk issues as appropriate

Experience required

• 2 – 5 years’ experience of working in a risk management, valuations or trading role within an investment bank or energy trading firm
• A strong understanding of risk calculation methodologies for linear and non-linear instruments including: VaR, back-testing, portfolio stress testing, and sensitivity analysis
• Experience interacting directly with traders
• Detailed knowledge of some of the following energy commodities: Power, Gas, Oil, LNG, LPG & Coal

Technical requirements

• Strong Excel, Python, VBA or other programming skills preferable, particularly ability to analyse complex data
• Experience in building risk analytics tools in excel or other systems

Person specification

• Excellent mathematical and analytical skills including a good knowledge of statistics
• Minimum Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or Science
• Preference for MSc Finance, CQF, PRM, FRM or ERP holders
• Knowledge of common commodity trading instruments including physical forwards, swaps, options, and other derivatives
• In-depth understanding of option valuation methodologies, preferably including exotics
• Excellent written and verbal communication skills to prepare and present material to senior executives as required
• Strong interpersonal skills to build relationships with key stakeholders
• Attention to detail and strong focus on accuracy of information
• Team-work: ability to function in a dynamic small team and provide cover for other team members.

Hours of work: 40 hours per week, Monday to Friday

Pension Insurance Corporation (“PIC”) provides secure retirement incomes through comprehensive risk management and excellence in asset and liability management, as well as exceptional customer service. Our purpose is to pay the pensions of our current and future policyholders. We achieve our purpose by setting Company-wide strategic objectives and driving a healthy culture based on our PIC Values of Resilient, Adaptable, and Loyal.

PIC is recruiting for a Quant Strategist to join its ALM Securities & Derivatives function. This function sits at the core of PIC’s business, creating value by optimising the relationship between assets and liabilities in line with the firm’s risk appetite.

The Quant Strategist team specifically works closely with the wider Investment department to address business challenges through a combination of quantitative and actuarial insight. The team works in partnership with the broader ALM Securities & Derivatives function to shape and advance the analytical frameworks, hedging capabilities, and portfolio-optimisation tools that underpin investment decisions and strengthen balance-sheet management.

This particular role will support the enhancement of PIC’s ALM quantitative toolkit, developing systems and datasets that enable efficient modelling and analysis. It will also focus on translating robust data and models into practical, user-friendly analytics, collaborating with the investment team to deliver clearer insights and support faster, more informed decisions, enhancing the overall investment process.

Your specific accountabilities will be:

• Maintain and enhance the ALM Quant Platform, ensuring existing models, libraries, and analytics remain accurate, robust, and well-documented
• Design and deliver new model features or analytical capabilities, aligned to business requirements, regulatory needs, or investment initiatives
• Develop and implement model components to be handed over to Technology for production deployment, ensuring clean code, technical specifications, and appropriate testing artefacts
• Support BAU production processes, including running ALM analytics, debugging issues, and providing explanations of results to internal stakeholders
• Analyse and approximate Solvency II balance-sheet impacts under different market or portfolio scenarios, supporting risk management and investment decision-making
• Collaborate with ALM, Investment, Actuarial and Risk teams to refine modelling assumptions, validate outputs, and ensure consistency across analytical frameworks
• Contribute to the continuous improvement of modelling standards, including coding practices, version control discipline, and model governance documentation
• Undertake research to enhance modelling methodologies, introducing innovations or efficiency improvements that strengthen PIC’s ALM capability
• Develop technical understanding and platform expertise, with the expectation to progress towards subject-matter expertise in key ALM modules

Requirements

Experience:

• Professional qualifications (e.g., CFA, FIA, CQF, PhD) are advantageous but not essential
• Experience contributing to model development, calibration, or platform enhancement within an investment, actuarial, ALM, or risk environment
• Experience providing BAU model support, troubleshooting issues, and helping stakeholders interpret ALM metrics in a fast-paced environment
• Strong academic record in a quantitative discipline (mathematics, physics, engineering, actuarial science, financial engineering)