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Location: India

Group Strategic Analytics – Quantitative Strategist – Market Risk Strats – Associate

Role Description

  • The Strategic Production and Analytics of Risk function within Group Strategic Analytics is principally responsible for daily analysis and control of various market risk metrics onboarded to bank’s strategic platforms.
  • The role involves analysis of various market risk metrics including VaR / SVaR, Economic Capital, Market Risk CCAR, Capital charges under Standardized Approach, IMA Approach (Default Risk Charge and Risk Theoretical PnL) and Credit Valuation Adjustment (CVA) under FRTB regulations.
  • You will work with Market Risk Managers, FO Quants, Risk Methodology experts to enable accurate risk measurement and help set up processes for BAU implementation.
  • This role also involves performing controls and checks to ensure completeness and accuracy of risk metric. The role requires application of qualitative and quantitative techniques to analyse the data and a deep understanding of Market Risk Regulation.

 

Group Strategic Analytics

  • Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
  • The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

 

Our People

Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients.

 

What we’ll offer you

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy

  • Best in class leave policy
  • Gender neutral parental leaves
  • 100% reimbursement under childcare assistance benefit (gender neutral)
  • Sponsorship for Industry relevant certifications and education
  • Employee Assistance Program for you and your family members
  • Comprehensive Hospitalization Insurance for you and your dependents
  • Accident and Term life Insurance
  • Complementary Health screening for 35 yrs. and above

 

Your key responsibilities

  • Run all production process and controls to check completeness, accuracy and timeliness for Market risk metrics like VaR/SVaR, Economic Capital, FRTB CVA, FRTB SA and FRTB IMA (DRC and RTPL) numbers.
  • Finalize the market risk metric in scope and explain drivers of moves including support with complex analysis, evaluation and decision making.
  • Identify and remediate exceptions that are raised during metric calculations – both at individual Asset Class level and at DB Group level
  • Provide analytical support to Risk Managers and FO Strats to facilitate risk management / improve risk management models / drive business decisions.
  • Contribute to methodological enhancements, including quantitative impact analysis. Applying experience and subject matter expertise to perform Run-the-bank tasks such as market risk capital charge impact analysis for methodology, continuous improvement of processes and controls.
  • Liaising with Market Risk Managers, FO Quants, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations
  • Prepare for model governance and Regulatory review process
  • Help specify requirements and test functionalities for seamless implementation of new workflow/data/process enhancements – coordinating with Strats, FO and Risk Technology

 

Your skills and experience

  • A strong, relevant background and 5 years of experience working in an international Bank or comparable experience
  • Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX, Commodities or in Counterparty Credit risk.
  • Market risk, Middle office, Valuations or Product control background with relevant subject matter expertise in one of the three disciplines
  • Understanding of FRTB regulations, or experience in other Market Risk Regulatory areas
  • MFE/MBA in Finance or relevant experience with Engineering, Finance or quantitative/statistics background
  • Knowledge of languages such as R / Python / SQL.
  • Excellent communication skills and attention to detail
  • Strong analytical, problem solving and critical thinking skills with ability to cope well under pressure and tight timelines
  • A track record of working in a CTB (Projects) and RTB (Production) environment simultaneously
  • Certification such as FRM or CFA or CQF is preferred

RC – Market Risk – Senior Manager

Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:

  • Independently built and managed quantitative market and counterparty risk analytical models
  • Strong experience/knowledge in at least some of the following areas (in quant space)
  • Counterparty Credit Risk (PFE, CVA, XVA)
  • Pricing and valuation – Derivatives (across one or more asset classes)
  • Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)
  • Market Risk Scenarios and Stress Testing
  • Development, prototyping and back-testing of Monte Carlo Credit Exposure Models o Incremental default risk, specific risk charge and stressed VaR o Worked on multiple Market Risk Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool
  • Strong experience/knowledge in at least some of the following areas (business knowledge)
  • Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations
  • Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc
  • Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO’s etc.
  • Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.
  • Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
  • Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
  • Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus

Non-functional skill requirements:

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

  • Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
  • Excellent oral and written communication skills
  • Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
  • Process orientation with strong technical skills and attention to detail
  • Deep technical capabilities and industry knowledge of financial products
  • Willingness to travel to meet client needs, as needed

Educational Background:

Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Risk Analytics (IRB Credit Rating Model), Director, Firm Risk Management)

We’re seeking someone to join our team as a Director in Risk Analytics (IRB Credit Rating Model) team

 

Firm Risk Management

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

 

Company Profile

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

 

What you’ll do in the role:

Responsibilities
•  Quickly develop a deep understanding of Morgan Stanley’s credit risk analytics models.
•  Participate in research, development, and implementation of credit risk models
•  Perform econometric analyses to support methodology development
•  Support backtesting, stress testing, scenario analyses and sensitivity studies
•  Analyze model changes and perform data analyses for various purposes including model improvement
•  Partner with teams across Risk Analytics, technology, model risk management, credit risk officers and other teams throughout FRM and the Firm.
• Own modeling efforts for credit risk modelling in Mumbai

 

What you’ll bring to the role:

Skills required (required / preferred)
• 0-10 years of work experience in quantitative modeling, Risk Management, algorithmic trading, global markets or any other quantitative/Data Science field.
• Prior analytics work experience in a bank credit-related department. Examples include lending or trading analytics.
• The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing et al.
• Understanding of financial institutions regulatory frameworks. Examples include IRB, CECL, CCAR, Dodd-Frank and Basel.
• Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.
• Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, SQL, C# or C++ is strongly preferred.
• Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.
• Attention to details and ability to work under pressure and cope with a fast moving environment.
• PRM/FRM, CFA, CQF certification is an advantage.
• Experience in AI, ML, NLP, Big Data Analytics, PowerBI is an advantage.

Senior Principal Quantitative Analyst

Job Responsibilities

  • Lead the design, implementation, and enhancement of quantitative data quality frameworks, encompassing statistical validation and anomaly detection.
  • Develop AI/ML-driven predictive quality checks, enabling proactive data error prevention and model trustworthiness.
  • Apply advanced statistical methodologies — linear/non-linear modeling, time series analysis, and Bayesian inference — to detect quality drifts and signal inconsistencies.
  • Collaborate with quantitative researchers, data scientists, and engineers to ensure data readiness for quantitative models and investment algorithms.
  • Create automated, scalable, and auditable data validation pipelines, supporting real-time data monitoring and exception reporting.
  • Partner with stakeholders to uphold data governance, privacy, and regulatory compliance standards (MiFID, ESMA, SEC).
  • Mentor and guide junior analysts, fostering a culture of excellence, continuous learning, and innovation in quantitative analysis.
  • Communicate complex data quality insights and statistical findings in simple terms to senior leadership and non-technical stakeholders.
  • Drive innovation through automation, reproducible modeling pipelines, and deployment of ML-based data correction systems.
  • Contribute to the modernization of Morningstar’s data architecture by integrating data observability, telemetry, and metadata-driven quality measures.

Requirements

  • Strong foundation in quantitative finance, econometrics, and applied statistics.
  • Deep understanding of financial instruments, fund structures, and performance modeling.
  • Proven ability to work with large-scale, structured and unstructured data.
  • Excellent analytical, problem-solving, and statistical reasoning skills.
  • Strong stakeholder management, communication, and presentation skills.
  • Ability to work in a cross-functional, fast-paced environment, and lead through influence.

Desired Candidate Profile

  • Master’s degree in Statistics, Mathematics, Financial Engineering, Data Science, or Quantitative Finance.
  • Professional certifications such as CFA, FRM, CQF, or Six Sigma Black Belt preferred.
  • 10+ years of experience in quantitative analytics, model validation, or data quality engineering within financial services, asset management, or fintech.
  • Expertise in Python, R, SQL, and familiarity with tools such as MATLAB, SAS, or TensorFlow.
  • Experience in AWS ecosystem (S3, RDS, Glue, Athena) and modern data quality platforms.
  • Hands-on experience with AI/ML frameworks (scikit-learn, PyTorch, TensorFlow) for anomaly detection and predictive data correction.
  • Familiarity with data governance and regulatory standards (GDPR, SEC, ESMA, MiFID).
  • Proficiency in Lean, Agile, and automation-first approaches for process improvement.
  • Entrepreneurial mindset with a passion for innovation and scalability.
  • Strong leadership, mentorship, and collaboration abilities.
  • Flexible to adapt to evolving data and technology landscapes.

Credit Risk – Senior Associate – Bangalore – 630422WD

At PwC, our people in data and analytics focus on leveraging data to drive insights and make informed business decisions. They utilise advanced analytics techniques to help clients optimise their operations and achieve their strategic goals. In data analysis at PwC, you will focus on utilising advanced analytical techniques to extract insights from large datasets and drive data-driven decision-making. You will leverage skills in data manipulation, visualisation, and statistical modelling to support clients in solving complex business problems.

Focused on relationships, you are building meaningful client connections, and learning how to manage and inspire others. Navigating increasingly complex situations, you are growing your personal brand, deepening technical expertise and awareness of your strengths. You are expected to anticipate the needs of your teams and clients, and to deliver quality. Embracing increased ambiguity, you are comfortable when the path forward isn’t clear, you ask questions, and you use these moments as opportunities to grow.

Fraud/AML Risk Analytics Professional Job Specification

Examples of the skills, knowledge, and experiences you need to lead and deliver value at this level include but are not limited to:

Candidate would be responsible for developing, validating, auditing and maintaining AI/ML/NLP models for Fraud/AML/Credit risk. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Multiple positions required;

Experience level 3-7 years of experience; Location: Bangalore

Core Skill Requirements

Requirements

Candidate must have relevant experience in Machine Learning/Artificial Intelligence, Natural Language Programming, Statistical / Mathematical modeling, quantitative research, Fraud/AML risk management, or related Credit Risk field at a reputed bank, fintech, or a consulting firm. Wider skill requirements include:

  • Experience in Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial Learning use cases such as Natural Language Processing, Robotics etc. AML Scenario development, enhancement. Initial threshold setting and tuning.
  • Proficiency in one or more analytical tools such Python, PY Spark, Data Science and cloud-based analytics etc.
  • Experience in Model Development, Model Validation, Model Audit (implementation and execution experience will not be considered directly relevant)
  • Business knowledge in transaction monitoring system, sanction screening, trade surveillance. Supports and/or runs global/regional internal SMEs; responsible for investigating and researching the Financial Crimes processes and tools identifying efficiency and effectiveness opportunities.
  • Strengthen AML knowledge, Process Governance & Controls. Support Regulatory exams, Internal Audit, Compliance Assurance test, Self-identified issues / findings. Identify, assess, actively manage and control the risks that could come from our business, operational and organizational decisions.
  • Develop and leverage innovative features and algorithms to drive down false positives and identify perceived threat across the firm
  • Utilize traditional statistical analytics, graph theory / network science, ensemble methods and the like Natural language processing, text analytics, factors analysis / construct development and testing, machine learning feature development and engineering, etc.
  • Prior experience in domains like AML/ Financial Crime analytics and strong knowledge of fraud data analysis and development, strategy design and delivery deployment.

Non-functional Skill Requirements

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

  • Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
  • Excellent oral and written communication skills
  • Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
  • Process orientation with strong technical skills and attention to detail
  • Deep technical capabilities and industry knowledge of financial products
  • Willingness to travel to meet client needs, as needed

Educational Background

Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

TradeFinder Quant Analyst, AVP

Key Responsibilities

  • Develop, validate, and document credit risk models (PD, LGD, EAD) for retail and wholesale portfolios across regulatory (CECL, IFRS 9, Basel) and business-use contexts.
  • Apply AI/ML algorithms (e.g., LightGBM, XGBoost, Random Forest, Neural Networks) to improve prediction power and model performance beyond traditional approaches.
  • Implement Generative AI and LLM-based applications using RAG pipelines, document intelligence, and model documentation automation. Experience with agentic frameworks like Autogen, LangChain, or similar would be helpful.
  • Experience of development and deployment of models in cloud-based platforms such as Azure, AWS, GCP etc.
  • Design explainable AI solutions by incorporating techniques like SHAP, LIME, and feature attribution methods to enhance transparency in high-stakes modeling environments.
  • Partner with cross-functional teams, including business stakeholders, technology teams, and model governance, to ensure model alignment with business objectives and regulatory expectations.
  • Contribute to innovation initiatives and support proposal development, thought leadership, and solution architecture in the AI/ML space.

 

Required Skills & Experience

 

  • 2–6 years of total experience, with minimum 2 years in AI/ML or GenAI model development or validation.
  • Strong understanding of credit risk modeling frameworks, scorecard development, and risk metrics (e.g., RWA, Expected Loss, Economic Capital).
  • Proficient in Python and SQL, with hands-on experience using ML libraries such as scikit-learn, Tensorflow, Pytorch and transformer-based LLM packages
  • Familiarity with regulatory standards such as CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR 11-7, and model governance best practices.
  • Exposure to cloud environments (Azure preferred), version control (Git), and workflow automation tools.
  • Experience with credit bureau data, vendor models (e.g., FICO, Moody’s, S&P), and financial benchmarking is a plus.
  • Ability to clearly communicate complex technical content to non-technical stakeholders through reports, dashboards, and presentations.

Education & Certifications:

 

  • Master’s degree or higher in Statistics, Mathematics, Economics, Data Science, Engineering, or Finance.
  • Professional certifications such as FRM, CFA, CQF, or in product management equivalent are preferred.
  • Contributions to opensource AI / ML projects and competitions is preferred

Portfolio Analytics (Quants) – Senior Associate – Fund Services

We’re seeking someone to join our team as a Associate to assist with performance and exposure/risk attribution analytics of hedge fund portfolios using multi-factor models. The incumbent will further contribute towards testing and building systematic quantitative solutions for the firm’s hedge fund portfolios.

 

Established in 2004, Morgan Stanley Fund Services (MSFS) is a global business within the Institutional Equities Division (IED) that provides fund administration services for over $700billion in assets across 350+ hedge funds, private equity and large family offices clients.  Our best-in-class offering includes accounting and investors services, portfolio analytics, middle-office functions, regulatory and financial reporting, and tax services.  Delivering these services to our clients and their investors is a diverse team of 1,400 highly skilled employees across the globe based in New York, London, Glasgow, Dublin, Mumbai, Bengaluru, and Hong Kong. Joining MSFS, you will discover a dynamic environment where every day offers new opportunities for personal growth and innovation.  Here at MSFS your career isn’t just a job, it’s an incredible journey fueled by collaboration, challenge, and the chance to make a meaningful impact to our business, our clients, their investors and the wider Morgan Stanley franchise.

 

The MSFS Portfolio Analytics team is an energetic, globally connected group driving innovation in portfolio analytics for our clients. As part of the team, you will collaborate with colleagues and our clients to deliver impactful risk and performance reports, ensuring clients have the insights they need to succeed.

This differentiating MSFS service provides customized analytics to meet the complex needs of our clients. The team provides opportunities to lead new ways of thinking and actively contributes to developing new analytical tools through developing new ad-hoc scripts and working with our technology colleagues to build new tools. We value problem-solving, continuous learning, and creative thinking.

Our exceptional talent is passionate about data, eager to innovate, and ready to help shape the future of our analytics.  If you want to make meaningful contributions for our clients, the Portfolio Analytics team offers the perfect opportunity to make your mark.

 

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What you’ll do in the role:

• Focus on periodic as well as bespoke delivery of quantitative analyses related to portfolio exposure, risk, and performance
• Collaborate with the global client coverage team members to assist answering client questions on factor analysis of their portfolios
• Prepare custom client reports that involve risk and performance calculation
• Help in building automation to scale bespoke solutions for the clients using R/VBA or with IT solutions
• Participate in the ideation for the new products critical to the success of pre-trade quant offering and contribute towards building systematic process for generation of content

 

What you’ll bring to the role:

• Master’s in quantitative discipline such as Financial Engineering/Mathematics/Statistics/Computing with 2-4 years of relevant experience. Certification such as CFA, CQF or FRM will be an added advantage although not mandatory.
• Familiarity with Equities and Equity derivatives products and familiarity with multi-factor risk models
• Hands-on-experience of R or Python programming, familiarity with LaTeX, Markdown and Shiny
• Analytical mindset and problem-solving ability with a quantitative aptitude
• A team player with strong verbal and written communication skills with attention to details

Junior Quant Developer

Hillroute is a regulated quantitative hedge fund specializing in global digital asset trading. We leverage sophisticated quantitative methodologies and advanced technology to achieve exceptional risk-adjusted returns. Our transparent approach and diverse, experienced team allow us to excel in the rapidly evolving digital asset market.
The Role:
We seek an entrepreneurial Junior Quant Developer to join our team and contribute to the development of state-of-the-art technology infrastructure for quantitative trading algorithms on cryptocurrency markets. The ideal candidate is passionate about crafting flawless code using Python best practices, possesses a strong foundation in numerical algorithms and scientific computing, and demonstrates a deep understanding of software architecture.
Key Responsibilities:
  • Contribute to the development and maintenance of our in-house trading platform and infrastructure.
  • Develop and maintain robust trading algorithms and quantitative models.
  • Design and implement efficient data pipelines and ETL processes.
  • Collaborate with the team to optimize trading strategies and risk management frameworks.
  • Stay updated on the latest advancements in quantitative finance and machine learning.
Required Skills and Experience:
  • 2-3  years of experience in Python, Pandas, NumPy, and SciPy.
  • Strong proficiency in SQL and database management (PostgreSQL preferred).
  • Familiarity with Quantitative Analysis concepts, financial time series analysis, and statistical modeling.
  • Excellent problem-solving and analytical skills.
  • Strong communication and teamwork abilities.
Preferred Skills and Experience:
  • Experience with any backtesting frameworks like Backtrader or Zipline.
  • Knowledge of quantitative trading strategies, such as statistical arbitrage, mean reversion, and momentum.
  • Experience with real-time data feeds and market microstructure.
  • CFA or CQF certification.

Market Risk Analytics (Incremental Risk Charge), Vice President, Firm Risk Management

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm’s employees serve clients worldwide including corporations, governments, and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career – a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

 

Department Profile

Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, model and other risks.

 

Background on the Group

Morgan Stanley’s Risk Analytics department that resides within Firm Risk Management (FRM) performs quantitative analysis on the Firm’s Credit, Market, Operational, and Liquidity risk exposures. The department’s primary objective is to measure and project risks across the Firm to support executive decisions and protect the Firm. Risk Analytics has main presence in New York and London and attracts talent in Budapest and Mumbai.

 

Position Background and Responsibilities

Morgan Stanley recruits quantitative research associates for the Risk Analytics Department. The ideal candidate will be actively involved in market risk modeling and statistical analysis of Morgan Stanley’s portfolios for the Market Risk Department. The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, IRC and CRM) and stress testing models for Morgan Stanley’s portfolio of assets, as required by the regulatory framework and the Firm’s risk management needs. Strong problem-solving abilities, solid writing, and oral presentation skills are desired. The candidate should be able to work in fast-paced environment and willing to learn and evolve along with the role.

 

Primary Responsibilities include, but are not limited to:

  • Development, enhancement and maintenance of portfolio market risk models like IRC, CRM and DRC to ensure ongoing appropriateness and adaptations to new regulations
  • Contribution to key regulatory deliverables and programs as well as analysis and interpretation of key regulatory requirements.
  • Ensure robust implementation and timely completion of ongoing monitorings and evaluation of market risk models, review existing models to ensure they remain fit for purpose and make improvements where necessary.
  • Take ownership of assigned deliverables and ensure timely, accurate and thorough analysis
  • Document models and associated developmental analysis; present results to partners and stakeholders

 

Skills Required

  • 4-7 years of work experience in Quantitative modeling, Risk Management, Algorithmic trading, Global markets, or any other quantitative/Data Science field.
  • Deep understanding of quantitative risk including good knowledge of statistical modelleing, financial products and their risk representation.
  • Excellent mathematical, analytical, problem solving and troubleshooting skills
  • Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation
  • Advanced knowledge of at least one prototyping programming language (preferably Python) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain
  • An interest in working in a fast-paced environment, often balancing multiple high priority deliverables.

 

Required Qualifications

  • Postgraduate/ Advanced degree in Quantitative Finance, Mathematics, Econometrics, Engineering, or other Quantitative subjects.

Desirable Skills

  • FRM, CFA, CQF certification is an advantage.

Supervisor – Financial Engineering

The market leader. The premier provider. The best in the business. At Citco, we’ve been the front-runner in our field since our incorporation in 1948 led to the evolution of the asset servicing sector itself. This pioneering spirit continues to guide us today as we innovate and expand, push beyond the boundaries of our industry, and shape its future. From working exclusively with hedge funds to serving all alternatives, corporations and private clients, our organization has grown immensely across asset classes and geographies. For us, this progress is a pattern that we’ll only maintain as we move forward, always prioritizing our performance. So for those who want to play at the top of their game and be at the vanguard of their space, we say: Welcome to Citco.

About the Team & Business Line:

Fund Administration is Citco’s core business, and our alternative asset and accounting service is one of the industry’s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience.

Responsibilities

You will be responsible for   

  • Maintaining and enhancing current risk models for pricing, generating Greeks/sensitivities, scenario analysis, VAR and other risk measures attributed to various financial instruments. Large focus will be on OTC derivatives like IR Swaps, CDS, Options; various curve construction
  • Maintaining and enhancing performance attribution models like Brinson Attribution, multi-factor attribution, alpha decomposition, various chain linking methods, etc.
  • Designing and testing new analytical models for financial instruments not covered currently, hard to value derivatives
  • Spec’ing out the requested changes to Risk infrastructure, work closely with IT to get them implemented
  • Maintaining documentation for various parts of risk infrastructure
  • Providing periodic tutorials to Risk team on our infrastructure, analytics, etc. so that global team can be more self-sufficient
  • Working on projects for improving coverage of products, risk services as well as infrastructure
  • Providing support for client and internal escalation queries where deep dive into internal models, analytics and systems is required
  • Staying up to date with market developments, changes in standards for risk/performance analytics and make sure Citco Risk group stays ahead of the curve

Qualifications

About You:   

  • You have a Bachelor or Master level degree in Quantitative Finance, Engineering or other Analytical subjects. Additional qualifications like CFA or FRM or CQF is a plus
  • 2-4 years of experience in Financial Services, preferably with exposure to Quantitative Modeling, Market Risk, Performance Analytics
  • Financial Modeling, Mathematical and advanced Quantitative skills
  • Understanding of basic algorithms, coding experience with Java, Python, C++, VBA or any other language is a plus
  • Experience with Databases SQL, Oracle and working with large data sets
  • Strong problem solving aptitude – proactively making sense of complex issues where ambiguity exists
  • Attention to details, drive for results, self-starter – energetic and tenacious achievement orientation

 

Our Benefits   

Your well being is of paramount importance to us, and central to our success. We provide a range of benefits, training and education support, and flexible working arrangements to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location.

We embrace diversity, prioritizing the hiring of people from diverse backgrounds. Our inclusive culture is a source of pride and strength, fostering innovation and mutual respect.

Citco welcomes and encourages applications from people with disabilities. Accommodations are available upon request for candidates taking part in all aspects of the selection.