Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
We are looking for a highly skilled Senior Databricks Engineer to contribute to the engineering, modernization, and continuous evolution of data processing platform on Databricks on AWS. While supporting the transition from the legacy Cloudera Hadoop platform to Databricks on AWS, this role will continue to play a key part in enhancing performance, simplifying pipelines, and delivering new capabilities on the Databricks platform over the long term.
The ideal candidate is a strong hands‑on Spark engineer with solid design experience, capable of contributing to architectural decisions while leading complex implementation and optimization efforts.
Responsibilities:
1. Platform Engineering & Modernization
- Refactor and modernize existing Spark pipelines to Databricks native architectures
- Eliminate legacy Hadoop dependencies and adopt cloud native AWS patterns
- Enhance and extend existing processing logic using optimized Spark (JavaSpark / PySpark) on Databricks
2. Databricks Native Development
- Build and optimize solutions using Databricks features, including Delta Lake, Databricks Workflows for orchestration and Auto scaling and job clusters
3. Design & Solution Engineering
- Contribute to low and mid level architecture and design
- Translate high level architecture into detailed technical designs
- Define data models, pipeline patterns, and reusable components
- Ensure solutions are scalable, maintainable, and production ready
4. Performance Optimization & Simplification
- Analyze, improve Spark job performance and simplify complex or over engineered pipelines into standardized, efficient patterns
5. Engineering Standards & Best Practices
- Follow and contribute to Databricks and Spark engineering standards
- Write clean, modular, and testable code
- Contribute to shared frameworks, reusable libraries, and quality standards
6. Collaboration & Stakeholder Engagement
- Work closely with senior architects, platform teams, and DevOps engineers
- Provide technical inputs, troubleshooting support, and implementation guidance
- Participate in design discussions and technical decision making
7. Testing & Quality Assurance
- Develop unit, integration, and data validation tests
- Support production releases and post deployment validation
Qualifications:
Core Technical Skills
- 10+ years in data engineering or distributed systems
- Strong expertise in Apache Spark (JavaSpark / PySpark), Databricks on AWS, and Delta Lake
- Experience on SQL
- Experience with AWS services and large‑scale distributed data processing
Modernization & Optimization Experience
- Experience modernizing or refactoring legacy data platforms into cloud‑based architectures
- Strong background in Spark performance tuning and large‑scale batch optimization
Design Capability
- Ability to translate architecture into implementable designs
- Understanding of data modeling and pipeline orchestration patterns
Behavioral Competencies
- Strong problem‑solving mindset for complex distributed systems
- Comfortable working in time‑bound, high‑impact environments
- Proactive, accountable, and collaborative
- Clear communication skills across global teams
Education:
- Bachelor’s degree/University degree or equivalent experience
Our Investments team manages RenaissanceRe’s ~$33 billion investment portfolio, allocating our assets, either directly or through investment managers. We invest in a diverse range of assets from treasuries and corporate bonds to equities and private assets to generate strong risk-adjusted returns over time and to provide capital and liquidity for underwriting risk and paying claims. Our investment portfolio is one of RenaissanceRe’s “Three Drivers of Profit”, along with underwriting income and third-party capital fees, providing $1.2 billion in retained net investment income in 2024. RenRe has grown significantly over the past few years, both organically and through strategic acquisitions. To support our expanded scope and scale, we are seeking an experienced Quantitative Investment Analyst with strong analytical skills and market expertise.
About the Position
Reporting directly to the VP, Head of Quantitative Analytics, the AVP, Senior Quantitative Investment Analyst will support the Investments team in modelling asset risk, in developing quantitative multi-sector asset allocation frameworks and tools that directly influence asset allocation decisions and support the Investments team on delivering strong risk-adjusted returns in the Investment portfolio. As part of our close-knit, collaborative team, this role offers the opportunity to directly impact how the overall portfolio is positioned and constructed, both tactically and strategically, from a risk reward perspective, to help manage market risk in the context of a reinsurance balance sheet, and to interact with some of the leading asset managers across the globe to develop best in class internal tools and approaches. The successful candidate will join a growing cross-functional and multi-business line team, contributing to our integrated system of technology, platforms, and people. The Senior Quantitative Investment Analyst role is based in the Dublin office will be expected to travel as needed to other RenRe offices with Investments activity (Bermuda, United States, London, and Zurich).
Key Relationships
- Reports to: VP, Head of Quantitative Analytics, Investments
- Key Partners: Investments, Investments Operations, Accounting, Corporate Risk, Credit Underwriting, Capital Partners (ILS)
Key Responsibilities
- Support the development of quantitative analytical tools and frameworks that will directly impact decision making and portfolio positioning.
- Provide quantitative assessment of current and new relative value investment opportunities across market sectors and major risk drivers on tactical and strategic decisions.
- Provide bespoke quantitative and modelling analysis on existing and new investment opportunities and risks in fixed income, equities, private assets, alternatives and commodities.
- Enhance proprietary stochastic and deterministic approaches to investment risk and asset liability modelling.
- Contribute to the preparation of periodic communication to internal stakeholders such as the Board and Executive management on the investment portfolio. Support regulatory and other reporting as required.
- Promote and strengthen the risk management culture.
- Operate collaboratively in our integrated system to create effective partnerships across investments, underwriting, technology, regional platforms, and corporate functions.
Candidate Qualifications:
- Graduate degree in a quantitative field like statistics, applied math, economics, finance, physics, engineering or computer science, with strong academic qualifications.
- 7+ years of professional experience in quantitative finance and financial markets is required.
- CFA, CQF or equivalent is desirable.
- Demonstrated experience developing quantitative multi-sector asset allocation strategies, frameworks and fixed income analytical tools that have directly impacted investment decision making, sector positioning, risk posture, portfolio positioning and capital allocation.
- Proficiency in Python or similar development and modelling platforms.
- Quantitative skills in asset management within an insurance or reinsurance context are advantageous.
- Experience in Asset-Liability Management analysis and reporting is a plus.
- Excellent interpersonal, presentation, written, and verbal communications skills.
- Enthusiasm, drive and agility in a high-growth environment; ability to take initiative and work collaboratively.
- Detail-oriented, ability to multitask and work in a fast-paced environment.
Leadership Competencies & Values:
- Impact: Sets objectives, delivers results, and implements policies/operational targets with direct impact on the department or individual work outcomes
- Execution: Proactively identifies resources, actions and timelines needed to achieve objectives, effectively balancing tactical pressures with broader implications and downstream impact
- Communication: Shares relevant information in a timely manner with stakeholders and conveys points of view in a way that influences opinions and demonstrates flexibility
- Client and solutions focus: Identifies process and service opportunities that enhance the external and internal client experience and outcomes
- Innovation: Stretches self and others to think differently and innovatively, drawing upon multiple sources for ideas and inspiration
- Learning mindset: Seeks out and explores new assignments, exposure, or challenges in order to enhance technical skills
- Values: Exemplifies and champions RenaissanceRe’s core values of Focus, Respect, Integrity, Precision, Passion
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
A leading Tier 1 bank is seeking a highly skilled Quantitative Analyst (Quant Analyst) to join its dynamic team in London. The successful candidate will be responsible for developing, implementing, and validating quantitative models across various asset classes, ensuring alignment with regulatory requirements and business needs.
Key Responsibilities:
- Develop, implement, and enhance pricing, risk, and valuation models for trading and risk management purposes.
- Conduct quantitative analysis on financial products such as derivatives, fixed income, equities, and FX.
- Work closely with trading, risk management, and IT teams to provide quantitative support and ensure model integration.
- Perform model validation and backtesting to assess the robustness and accuracy of financial models.
- Develop and maintain model documentation in compliance with regulatory standards (e.g., Basel, IFRS 9, FRTB).
- Collaborate with stakeholders to identify and address business challenges through quantitative solutions.
- Stay abreast of the latest financial modeling techniques, market trends, and regulatory developments.
- Provide analytical support for stress testing and scenario analysis to support capital and risk management strategies.
Key Skills and Experience Required:
- Strong academic background with a Master’s or PhD in a quantitative discipline (e.g., Mathematics, Statistics, Financial Engineering, Physics, Computer Science).
- Proven experience in quantitative analysis within a Tier 1 bank or financial institution.
- Proficiency in programming languages such as Python, C++, R, or MATLAB.
- Deep understanding of financial mathematics, stochastic calculus, and statistical modeling techniques.
- Experience with risk management frameworks, including market risk (VaR, Expected Shortfall), credit risk, and counterparty risk.
- Strong understanding of derivative pricing models and valuation techniques.
- Excellent communication skills with the ability to present complex concepts to non-technical stakeholders.
- Knowledge of regulatory requirements such as Basel III, FRTB, and IFRS standards.
Desirable Skills:
- Experience working with large datasets and applying machine learning techniques in financial modeling.
- Familiarity with cloud-based technologies and big data analytics platforms.
- Certification such as CFA, FRM, or CQF is a plus.
- Experience in algorithmic trading strategies and execution modeling.
Benefits:
- Competitive salary and performance-based bonus structure.
- Comprehensive benefits package including health insurance, pension, and flexible working arrangements.
- Exposure to cutting-edge technologies and methodologies in financial analytics.
- Opportunity to work in a fast-paced, challenging, and rewarding environment.
We are always looking for talented and motivated colleagues to join our team and together, contribute to the creation of a sustainable future, based on inclusion, empathy, respect and equal opportunities.
The main goal is identifying, analyzing and mitigating potential risks that could impact the company.
Together with us, you have the chance to grow everyday, contributing to energy transition, being responsible to:
- Design, implement, and validate quantitative risk models for financial, operational, and market risks.
- Apply advanced statistical techniques (hypothesis testing, regression analysis, confidence intervals, etc.) to assess risk drivers.
- Develop forecasting models for risk trends and exposures.
- Conduct Value at Risk (VaR), Profit at Risk (PaR), stress-testing analysis, Monte Carlo simulations and stochastic modeling techniques to quantify potential outcomes under uncertainty.
- Document model assumptions, limitations, and validation results in line with best practice and governance requirements.
- Provide training and guidance to junior analysts in the use of advanced quantitative methods.
- Collaborate with other departments (Trading, Treasury, Operations etc) to integrate quantitative risk insights into business decision-making.
- Prepare clear, concise, and actionable reports for management.
What You’ll Need To Succeed
- At least 5 years of proven experience in statistics / quantitative analysis
- Experience in energy sector risk management or commodity markets is a plus.
- Bachelor’s degree (mandatory) or Master’s degree (preferred) in Statistics, Mathematics, Quantitative Finance, Finance, Economics, Engineering, or related field.
- Certifications like Certificate in Quantitative Finance (CQF), Financial Risk Manager (FRM), Certified Risk Manager (CRM), Professional Risk Manager (PRM) or equivalent are a strong plus.
- Technical excellence in quantitative / statistical / stochastical modeling.
- Competence in at least one statistical software / programming language: Python, R, MATLAB, or SAS is a strong plus.
- Knowledge of COSO ERM and/or ISO 31000 risk management frameworks is a plus.
- Excellent communication and presentation skills.
- Strong analytical and problem-solving skills.
- Curiosity, innovation, and continuous learning mindset.
- Strong ethical standards and commitment to risk governance.
Join Axpo Solutions AG and play a key role in shaping the future of energy markets. As a Senior Market Risk Analyst, you will focus on analyzing and reporting risk and P&L, ensuring robust risk control processes, and contributing to IFRS reporting. Bring your expertise and make an impact in a dynamic and innovative environment.
What you will do:
- Perform daily analysis of market risk KPIs and reporting with focus on Prop Trading
- Analysis of trading portfolios on their risk profile and discussion with front, management and other risk teams.
- Close interaction with the Front about markets and strategies
- Further develop the company’s framework of risk analytics (market, liquidity etc.) and Business Intelligence/Reporting
- In-depth analyses of selected topics at request of head of Market Risk Management, Head RMV, Management Board, Group Functions, Audit etc.
What you bring & who you are:
- University degree in finance/economics or other fields as long as with sound quantitative/mathematical background
- Further professional qualification (e.g. CFA, FRM, CQF) are a plus
- Knowledge of applied statistical & financial methods and modelling
- Solid knowledge of financial instruments (Futures, Swaps, Forwards, Options) and their valuation
- Experience in financial risk management
- Experience in energy/commodity sector
- Experience in PowerBI and optional: Experience in SQL, Python, Dataiku
- Very good communication skills (written and oral)
- Experience in interaction with front units and management in trading environment
- Structured approach to projects
- Fluency in English; German is a plus.
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
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
