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Employment Type: Full-time

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.

Head of Finance Department

Please see job role.

AVP – Credit Portfolio Manager

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 120,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

With a vision to be the world’s most trusted financial group, it’s part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.

Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.

Overview Of The Department/Section

Mitsubishi UFJ Financial Group (“MUFG”) is one of the world’s leading financial groups. Headquartered in Tokyo and with approximately 350 years of history, MUFG is a global network with around 2,300 offices in over 50 countries including the Americas, Europe, the Middle East and Africa, Asia and Oceania, and East Asia. The group has over 150,000 employees, offering services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing.

As one of the top financial groups globally with a vison to be the world’s most trusted, we want to attract, nurture and retain the most talented individuals in the market. The size and range of MUFG’s global business creates opportunities for our employees to stretch themselves and reap the rewards, whilst our common values, to behave with integrity and responsibility, and to build a culture which is fair, transparent, and honest, underpin everything that we do.

We aim to be the financial partner of choice for our clients, whatever their requirements, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

MUFG’s shares trade on the Tokyo, Nagoya, and New York (NYSE: MTU) stock exchanges. The group’s operating companies include, but are not limited to, MUFG Bank, Ltd., Mitsubishi UFJ Trust and Banking (Japan’s leading trust bank), Mitsubishi UFJ Securities Holdings (one of Japan’s largest securities firms), and MUFG Americas Holdings.

Please visit our website for more information – mufgemea.com.

Credit Portfolio Management (CPM) is a global function that is responsible for actively managing MUFG Bank’s loan portfolio including monitoring the credit quality and efficiency of the loan portfolio, developing and executing hedging and loan sales strategies to protect/optimize the bank’s capital using real-market information, market research and traditional fundamental credit analysis. In addition, CPM works closely with the business lines to participate in the analysis and evaluation of new business opportunities and provide exposure management solutions when necessary.

NUMBER OF DIRECT REPORTS

None

MAIN PURPOSE OF THE ROLE

  • The successful candidate will be part of CPM for EMEA (ECPMO), which actively works with its business partners in the bank and the group to analyse new business opportunities, create and execute risk management solutions using various liquid or illiquid hedging tools such as CDS, Credit Insurance, Securitizations, Loans sales and Risk Participations and perform various analyses of the Bank’s loan portfolio.
  • Specifically, the main purpose of this role is to provide advisory services to the Bank’s relationship managers and asset originators at the point of transacting. The role sits within ECPMO’s Advisory Team, whose primary responsibility is to support the Bank’s businesses in making lending and asset origination decisions that make best use of the Bank’s balance sheet (liquidity and capital). Additionally, the role will involve managing ad hoc projects where ECPMO can facilitate the execution of new, profitable transactions and to participate in the overall risk management process to improve the risk/return characteristics of the portfolio.

Key Responsibilities

To support the Advisory team in working with the Bank’s relationship managers and asset originators to:

  • Advise them on the economics of transactions and from an overall client relationship perspective (RoE and relative value analysis). Actively monitor financial markets and economic developments to assist in appropriate benchmark selection as well as participate in market updates with business teams.
  • Support devising exposure management strategies and to advise businesses on the economics of identified alternatives.
  • Support advising optimal hold amounts to align with the bank’s risk appetite for retained credit risk.
  • Liaise with the product specialist teams involved (loan sales, credit insurance, CDS).
  • Perform risk-return analysis at the business line or portfolio level to help optimize portfolio constraints.

Skills And Experience

WORK EXPERIENCE

Essential:

Must demonstrate command of one of the following three skill sets and be eager to develop skills for the remaining skills::

  • Understanding of corporate lending with specialty focus in either Corporate and or Project Finance lending, incl. corporate credit assessment;
  • Understanding of credit pricing, regulatory capital, statutory and economic return measures in the area of fixed income;
  • Understanding of risk mitigation products such as Credit Default Swaps Credit Insurance, Loan sales, Risk Participations and Securitization, preferably including within a portfolio context.

Preferred:

  • Understanding of relationship banking and ancillary banking products such as fixed income, interest rate swaps, FX and cash management.

Skills

Functional / Technical Competencies:

Essential:

  • Strong communication and presentation skills.
  • Strong interpersonal skills in the management of multiple senior stakeholders.
  • Proficient user of MS Office applications, Excel for financial modelling and data analysis along with word and PowerPoint.

Preferred:

  • ‘Bloomberg and other market information systems, possibly VBA experience.

Education / Qualifications:

Essential:

  • Degree educated (Business, Economics, or relevant technical subject) or demonstrating equivalent practical experience.

Preferred:

  • Industry qualification (or working towards) in a credit analysis or risk management related subject (CFA, CQF, etc.)

Personal Requirements

  • Friendly and collaborative personality which values a well-established team culture.
  • Excellent attention to detail and accuracy.
  • Proactive, self-motivated, results driven, with a strong sense of accountability.
  • The ability to operate in a fast paced environment and prioritise work accordingly.
  • Strong numerical and problem solving skills.
  • A creative and innovative approach to work.

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.

Associate- Digital Value Creation- TAS India

Houlihan Lokey, Inc. (NYSE:HLI) is a global investment bank with expertise in mergers and acquisitions, capital solutions, financial restructuring, and financial and valuation advisory. Houlihan Lokey serves corporations, institutions, and governments worldwide with offices in the Americas, Europe, the Middle East, and the Asia-Pacific region. Independent advice and intellectual rigor are hallmarks of the firm’s commitment to client success across its advisory services. The firm is the No. 1 investment bank for all global M&A transactions for the past two years, the No. 1 M&A advisor for the past 10 years in the U.S., the No. 1 global restructuring advisor for the past 11 years, and the No. 1 global M&A fairness opinion advisor over the past 25 years, all based on number of transactions and according to data provided by LSEG.

Financial and Valuation Advisory

Over the past 50 years, Houlihan Lokey has established one of the largest worldwide financial and valuation advisory practices. Our transaction expertise and leadership in the field of valuation inspire confidence in the financial executives, boards of directors, special committees, retained counsel, investors, and business owners we serve. In 2024, LSEG ranked us the No. 1 Global M&A fairness opinion advisor over the past 20 years. Our stability, integrity, technical leadership, and global capabilities make us a trusted advisor for clients worldwide, across a wide range of services, including the Transaction Opinions, Transaction Advisory Services, Corporate Valuation Advisory Services, Portfolio Valuation and Fund Advisory Services, Real Estate Valuation and Advisory Services, and Dispute Resolution Consulting practices.

Transaction Advisory Services

Houlihan Lokey’s Transaction Advisory Services (TAS) practice assists private equity and corporate clients with financial, IT and tax due diligence, business analytics, and technical accounting matters associated with corporate mergers, divestitures, and acquisitions (M&A). Drawing on Houlihan Lokey’s market leadership in middle-market M&A transactions, our due diligence experts provide candid, unbiased, and rigorous support on matters most impacting deal value, and assist investors in identifying and evaluating key value drivers and risk factors.

TAS India

TAS India covers Financial due diligence, Accounting and financial reporting and Digital value creation services. We have a highly integrated ‘one-team’ working model where TAS India team members are fully embedded into an engagement lifecycle – from client pitch to client discussions through closure. They have similar exposure to project complexities and client situations as their counterparts in the global TAS teams, and work in similar ownership and accountability construct. With a strong industry orientation and innovation-focused environment, we offer a unique proposition comprising best-in-class functional, industry and technology competencies along with an exposure to global M&A markets.

Job Description

TAS is seeking talented professionals to join our fast-growing Digital Value Creation group (DVC) at the Associate level. DVC provides our clients value-creating insights from vast market, operational, and financial data. DVC professionals work closely with HL due diligence, valuation and investment banking teams alongside clients’ deal and operating teams. As a professional in the group, you will be teamed with highly talented and dedicated M&A professionals in various industry groups including Industrials, Consumer, Technology, Business Services and Financial Services. This opportunity provides you broad exposure to different transactional issues affecting businesses in an M&A environment.

This is a unique opportunity for someone with proficiency in data analytics along with experience in applying data analytics techniques to financial and operational analyses that is fundamental to an M&A process. DVC provides you ample exposure to the M&A and corporate finance industry and capital markets. You will further develop and extend your data analytics knowledge, and hone your interpersonal skills as you deliver valuable insights that derive transaction and strategic decision making for internal and external stakeholders.

Responsibilities

  • Participate in buy-side and sell-side M&A engagements and data-focused operational reporting engagements
  • Lead engagement tasks or workstreams within an engagement, taking ownership of the execution, and quality and timeliness of deliverable to clients
  • Communicate effectively with internal project teams as well as client teams, showing ability to put forth points of view and drive discussions towards required objectives
  • Gather, evaluate, sanitize, and organize applicable meta data
  • Prepare data workflows to clean and combine data from multiple sources
  • Prepare data visualizations and dashboards to deliver key insights
  • Generate insights on the drivers of business growth, profitability, and liquidity
  • Identify the key business risks and opportunities impacting business valuation
  • Be willing to learn and train peers in the advisory practice on data analysis and visualization tools
  • Continuously develop industry knowledge and qualifications
  • Be able to work on multiple assignments simultaneously
  • Support and actively participate in business development efforts
  • Review the work of team members to ensure desired quality and insights

Basic (must-have) Qualifications

  • Bachelor’s degree in technology / computer science / accounting / finance or quantitative finance, or similar (with concentration in data analytics or another quantitative field)
  • Experience in financial analytics based on sound understanding of financial statements like Profit & Loss and Balance sheet and ability to analyze financial and operating performance of a company
  • Hands-on experience in working on one of the data wrangling / ETL tool i.e. Alteryx, Dataiku etc.
  • Experience in, and sound knowledge of data visualization tools, either Tableau or Power BI
  • Strong command of Microsoft Excel formulas, PowerPivot, Power Query, etc.
  • Experience working in a global organization across different time zones, managing both internal and external stakeholders
  • Exceptional work ethic, high motivation, and a demonstrated ability and desire to work cooperatively with team members and client professionals
  • Strong analytical abilities
  • Conduct technical training and best practice sessions for team members
  • Exceptional verbal and written communication skills

Preferred (good-to-have) Qualifications

  • Post graduate degree or diploma, or certification in any of the above fields of study or business administration (for instance MBA, CFA, CQF etc.)
  • Experience in M&A and financial consulting areas such as Financial due diligence, Valuation, Financial Planning & Analysis will be a strong advantage
  • Strong command of at least one programming language Python, R, VBA
  • Prior work experience in relational database management systems (including experience in SQL Server, Snowflake, or similar)

Work experience

  • 3 (three) to 7 (seven) years of professional experience

AVP & Actuary, Risk Management – Reinsurance Risk

We are seeking an AVP & Actuary, Risk Management to join the Financial Risk oversight team, which is a part of the broader Enterprise Risk Management (ERM) function in the Office of the CRO. This team is focused on setting the parameters of risk management as they relate to the various financial risks, such as reinsurance and liquidity. This is a relatively new, dedicated oversight role at Lincoln, as ERM continues to grow! This position will play a pivotal role in building out the Reinsurance oversight function with an opportunity to support other risk oversight functions that intersect multiple teams across the enterprise, spanning Lincoln’s product suite.

 

You will work closely with risk managers to monitor risk exposures, assess risk mitigation strategies, and ensure compliance with regulatory requirements. The ideal candidate will have strong quantitative skills, experience with reinsurance and financial instruments, and a deep understanding of risk management practices.

What you’ll be doing

•Support the development of reinsurance risk frameworks through partnerships across the organization and thought leadership and expertise in risk management practices.
•Build out independent reinsurance risk reporting that captures risk profiles, monitors performance, various triggers, etc.
•Evaluate and monitor risks associated with strategic initiatives and existing infrastructure, including captives, affiliate transactions, and financial reinsurance solutions.
•Partner with reinsurance, finance, and business unit teams to ensure the implementation and effectiveness of risk management systems, tools, and models
•Collaborate with first line partners to implement reinsurance considerations into the risk appetite framework, including setting risk limits, thresholds, and reporting procedures
•Work with front-office teams to understand strategic initiatives, financial risks, and residual risk trading strategies, ensuring that risks are appropriately managed
•Provide effective challenge to strategic and tactical decisions
•Maintaining knowledge on current and emerging developments/trends in areas of specialization, assessing potential impacts and risks to Lincoln, and providing insights to management.
•Provide thought leadership on improvements to technological and operational efficiencies

What we’re looking for

Education 

•Bachelor’s degree in Finance, Mathematics, Actuarial Science, or a related field.
•Master’s degree or relevant professional certifications (e.g., CFA, FRM, FSA, CQF) is a plus.
•Fellow of the Society of Actuaries (FSA), or Career ASA with additional years of experience.

Experience 
•8+ years of experience in reinsurance, financial analysis, or a related field, preferably within the financial services industry. Experience working in a second line oversight role is a plus.
•Solid understanding of reinsurance structures including but not limited to financial reinsurance, captives, and offshore entities.
•Excellent quantitative and analytical skills with the ability to translate complex data into actionable insights.
•Strong written and verbal communication skills, with the ability to present complex risk information to senior stakeholders.
•High level of attention to detail, with the ability to identify and assess risks accurately and promptly.
•Strong programming skills (Python, VBA, SQL, etc.)
•Working knowledge of visualization software such as Tableau, PowerBI, etc.
•Proficiency with Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).
•Knowledge of insurance capital structures is a plus.
•Ability to read, analyze and interpret both internal and external documents such as treaties, general media/publications, professional journals, technical procedures, governmental regulations, policies, proposals, and standard operating procedures.
•Ability to work collaboratively in cross-functional teams and manage multiple priorities.

Application Deadline

Applications for this position will be accepted through January 20th, 2026 subject to earlier closure due to applicant volume.

 

What’s it like to work here?

At Lincoln Financial, we love what we do. We make meaningful contributions each and every day to empower our customers to take charge of their lives. Working alongside dedicated and talented colleagues, we build fulfilling careers and stronger communities through a company that values our unique perspectives, insights and contributions and invests in programs that empower each of us to take charge of our own future.

 

What’s in it for you:

  • Clearly defined career tracks and job levels, along with associated behaviors for each of Lincoln’s core values and leadership attributes
  • Leadership development and virtual training opportunities
  • PTO/parental leave
  • Competitive 401K and employee benefits
  • Free financial counseling, health coaching and employee assistance program
  • Tuition assistance program
  • Work arrangements that work for you
  • Effective productivity/technology tools and training

 

The pay range for this position is $125,800 – $229,100 with anticipated pay for new hires between the minimum and midpoint of the range and could vary above and below the listed range as permitted by applicable law. Pay is based on non-discriminatory factors including but not limited to work experience, education, location, licensure requirements, proficiency and qualifications required for the role. The base pay is just one component of Lincoln’s total rewards package for employees.  In addition, the role may be eligible for the Annual Incentive Program, which is discretionary and based on the performance of the company, business unit and individual.  Other rewards may include long-term incentives, sales incentives and Lincoln’s standard benefits package.

Senior Market Risk Analyst (f/m/d) – Axpo Group

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.

RC – Market risk – Manager – PWC

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.

Enhancing your leadership style, you motivate, develop and inspire others to deliver quality. You are responsible for coaching, leveraging team member’s unique strengths, and managing performance to deliver on client expectations. With your growing knowledge of how business works, you play an important role in identifying opportunities that contribute to the success of our Firm. You are expected to lead with integrity and authenticity, articulating our purpose and values in a meaningful way. You embrace technology and innovation to enhance your delivery and encourage others to do the same.

Skills

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

  • Analyse and identify the linkages and interactions between the component parts of an entire system.
  • Take ownership of projects, ensuring their successful planning, budgeting, execution, and completion.
  • Partner with team leadership to ensure collective ownership of quality, timelines, and deliverables.
  • Develop skills outside your comfort zone, and encourage others to do the same.
  • Effectively mentor others.
  • Use the review of work as an opportunity to deepen the expertise of team members.
  • Address conflicts or issues, engaging in difficult conversations with clients, team members and other stakeholders, escalating where appropriate.
  • Uphold and reinforce professional and technical standards (e.g. refer to specific PwC tax and audit guidance), the Firm’s code of conduct, and independence requirements.

Market And Counterparty Risk Analytics Professional Job Specification

Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Experience level 6-10 years of experience;

Location: Bangalore

Core Skill Requirements

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
  • Incremental default risk, specific risk charge and stressed VaR
  • 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 calculation
  • 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