Credit Risk Model Development is an international, global team (more than 400 risk experts) located in different locations in Europe (e.g., Amsterdam, Milan, Warsaw). The key responsibility is development of robust credit risk models firmly embedded in the regulatory environment.
Employment Type: Full-time
Seniors – Derivatives – Audit Valuation – Pakistan
EY is seeking a Valuation Specialist to join its Assurance Valuation team. This role involves reviewing and evaluating the valuation of complex financial instruments, including derivatives, for audit purposes. It presents an opportunity to grow within a leading firm through diverse engagements, mentoring, and continuous learning.
Quantitative Analyst
This is an analytical role with specific focus on macroeconomic and policy developments and their implications for the local interest rate market. Reports to the Head of Interest Rates. This position is based in Rondebosch, Cape Town.
Market Risk + Counterparty Credit Risk Management – SME
We are seeking a seasoned Traded Risk Practice Leader to drive growth, delivery excellence, and capability development across Market Risk and Counterparty Credit Risk (CCR) domains. The role blends domain leadership with business growth responsibilities which include shaping strategy, strengthening client relationships and expanding the firm’s Traded Risk franchise across global financial institutions.
Trader
Please see job role.
Head of Market and External Managers Risk, P4
Under the overall supervision of the Chief, the incumbent will perform the following duties: 1) Contributing to Asset-Liability management within a pension fund context and strategic asset allocation exercises. 2) Providing independent oversight on tactical asset allocation and risk distribution across internal investment teams and external asset managers through a robust risk budgeting framework, without direct involvement in front office decision-making. 3) Analysis of risk for public market asset classes (fixed income, equities, currencies) 4) Create, prepare on a regular basis and analyze risk reports. 5) Monitor and identify risk, interpret reports and formulate risk reduction in accordance with OIM goals. 6) Perform risk-related due diligence and monitoring of external asset managers in public asset classes. 7) Model and integrate risk statistics by conducting research on macroeconomic factors and risk metrics reports to provide quantitative inputs on various investment proposals and existing portfolios of investments. 8) Conduct quantitative analysis of the Fund’s assets for the effectiveness and use of indexed tools and derivatives instruments for hedging equity, currency, duration, interest rate, and other risks. 9) Functional owner of the risk data management database and conduct independent risk calculations. 10) Develop and deliver an assessment of portfolio risks of both internally and externally managed investments. 11) Monitor market and external manager risks. 12) Represent the Fund at inter-agency meetings, seminars, etc., on substantive relative issues as instructed by Senior risk officer or the Chief, Risk and Compliance. Participate in international, regional or national meetings and provide programmatic/substantive expertise on Portfolio Risk Analysis and Attribution, or holds programmatic/substantive and organizational discussions with representatives of other institutions. 13) Collects and analyzes data to identify trends or patterns and provide insights through graphs, charts, tables and reports using data visualization methods to enable data-driven planning, decision-making, presentation and reporting. 14) Carries out other tasks as may be assigned by Senior risk officer or Chief Risk and Compliance Officer.
Traded-Risk Market Data Management
If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further. HSBC is one of the largest banking and financial services organisations in the world, with operations in 64 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions. We are currently seeking an experienced professional to join our team in the role of Traded-Risk Market Data Management.
AO/Sr. Quant Analyst
As a leading global investment management firm, AB fosters diverse perspectives and embraces innovation to help our clients navigate the uncertainty of capital markets. Through high-quality research and diversified investment services, we serve institutions, individuals, and private wealth clients in major markets worldwide. Our ambition is simple: to be our clients’ most valued asset-management partner.
Sr Consultant, Risk Analytics
Do you have the desire to play a critical role in driving data-based business outcomes? Nationwide has been using data to serve our members and drive business outcomes for almost 100 years. Our industry-leading workforce accepts an agile work environment and a collaborative culture to deliver outstanding solutions and results. Our Risk Analytics professionals play a key role in transforming quantitative data analysis into meaningful insights that drive business results. Specifically, they serve as the conduit joining quantitative risk analysts to business partners.
As a Senior Consultant, you’ll be responsible for the creation and management of risk analytics projects to solve business problems and objectives. You’ll work strategically and consultatively with business partners across the organization to match quantitative analysis with business needs. We’ll count on you to be the key point of contact, linking business to technical research. It’s imperative that you have both a confirmed understanding of quantitative analytics and that you are able to expertly articulate solutions to many levels of leadership.
Job Description
Key Responsibilities:
- Understands and assesses key business needs. Proactively owns the strategic development of appropriate quantitative modeling solutions.
- Collaborates with organizational departments or business functions to accomplish strategic goals, objectives, and initiatives.
- Builds risk analytic strategies for business problems through collaborating, consulting and driving expectations.
- Leads in the understanding and analysis of models across the enterprise to ensure that model assumptions, processes and outputs are well understood and that modeling standard methodologies are upheld.
- Crafts clear and concise summaries of findings and recommendations. Uses impactful storylines and data visualization geared to both technical and non-technical audiences.
- Drives business value through crafting and communicating strategic business solutions to leaders.
- Leads all aspects of development, testing, implementation and administration of quantitative modeling processes and tools.
- Evaluates and ranks quantitative solutions to business problems.
- Leads communication of the key benefits and limitations of sophisticated modeling tools for business applications.
- Leads governance of modeling tools and ensures they are applied consistently.
Sr Actuary, Asset Modeling
Critical senior level actuarial modeling role to drive asset modeling development and execution in Moody’s AXIS or MG-ALFA. Support valuation, forecasting, pricing, and risk management. Provide technical expertise to modeling methodologies. Drive implementation of complex asset types and investment strategies, oversee annual asset adequacy testing, and mentor team members. This role offers great visibility to senior leadership, opportunities for career growth, and flexible work arrangements. Supportive, respectful work environment with strong commitment to professional development.