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.
Employment Type: Full-time
Senior Principal Quantitative Analyst_
The Senior Principal Quantitative Analyst plays a critical role in ensuring the accuracy, integrity, and reliability of quantitative data that powers Morningstar’s financial models, analytics, and decision-making processes.
This role is a cornerstone of the Managed Investment Data (MID) program, which collects, standardizes, and enriches global fund data—supporting investors, advisors, and institutions through trusted data and insight.
The analyst will lead quantitative data quality design and implementation, develop AI/ML-based validation frameworks, and collaborate with cross-functional teams to strengthen data governance and model readiness.
This role reports to the Director, Quality & Transformation within the Managed Investment Data team based in Mumbai.
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.
Key Competencies
- Statistical Expertise: Deep proficiency in hypothesis testing, regression modeling, and time-series forecasting.
- AI/ML Integration: Building and deploying predictive quality and anomaly detection models.
- Automation Mindset: Experience with data pipelines, ETL automation, and observability frameworks.
- Data Governance: Comprehensive understanding of metadata management, lineage, and auditability.
- Business Acumen: Translating technical insights into actionable business intelligence.
- Leadership: Guiding teams through analytical rigor, innovation, and continuous improvement.
Market Risk Analyst (f/m/d), Axpo Solutions
As a Market Risk Analyst at Axpo Solutions AG, you will play a key role in enhancing our risk analytics and market intelligence framework. You will collaborate with various teams to ensure effective risk assessment and reporting, contributing to our commitment to excellence in risk management.
What you will do:
- Further develop the company’s framework of risk analytics (market and liquidity risk) and market intelligence.
- Develop and maintain models and reports for risk assessment and P&L and risk reporting using tools like PowerBI, Dataiku, Power Apps, and Python.
- Analyze trading/origination portfolios regarding their risk profile and engage in discussions with front units, management, and other risk teams.
- Conduct in-depth analysis of selected topics at the request of senior management and audit teams.
What you bring & who you are:
- University degree in finance/economics or related fields with a strong quantitative/mathematical background.
- Further professional qualifications such as CFA, FRM, or CQF are advantageous.
- Solid knowledge of applied statistical and financial methods, financial instruments, and their valuation.
- Experience in financial risk management, particularly in the energy/commodity sector.
- Strong proficiency in Python, PowerBI, and SQL; familiarity with Dataiku, Power Apps and Power Automate is a plus.
- Proven experience in defining requirements and building P&L and market risk analytics solutions
- Excellent communication skills and experience in interacting with trading environments.
About the team:
The Market Risk team at Axpo Solutions AG is dedicated to enhancing the company’s risk management framework. Collaborating closely with various departments, the team ensures comprehensive risk assessment and reporting. A supportive environment fosters professional growth and encourages innovative approaches to risk analytics.
Credit Risk – Manager – Bangalore – 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.
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.
Principal, Internal Audit, Financial Risk and Modeling_
This role will provide subject matter expertise and strong execution skills to the Internal Audit, Financial Risk and Modeling Audit Team, executing multiple concurrent projects such as model risk assessments, model validation monitoring, and detailed model testing supporting internal audits and validations.
The Principal will:
- Support the implementation of strategic plans and advise on the Internal Audit procedures and guidelines.
- Assess and opine on OCC’s implementation and maintenance of its financial risk management framework, confirming alignment with organizational objectives and regulatory requirements.
- Coordinate the risk assessment activities with the Quantitative Risk Management (first-line) and Model Risk Management (second-line) teams.
- Develop and execute assessments related to OCC’s Prefunded Resources (e.g., margin requirements, clearing fund contributions, stress testing of resource sufficiency, and liquidity risk monitoring).
- Provide technical expertise and guidance to the IA team in executing their responsibilities.
- Confirm proper scope and resource allocation to deliver on schedule.
- Leverage advanced mathematical and statistical modeling and analysis techniques to assess model design and performance (e.g., model methodologies, assumptions, parameter calibration, input data quality, and model outputs).
- Maintain the Internal Audit quality standards across all deliverables and collaborate with stakeholders to ensure that financial and operational risks are effectively identified, assessed, and managed.
Responsibilities
Responsibilities will be aligned, but not limited, to four pillars:
Department Oversight
- Support and maintain IA infrastructure (Policies, Procedures, Standards, Guidance, Audit Universe, Risk Assessments, Co-Sourcing Management, Service Quality, Regulatory Management and Stakeholder Management) in alignment with Regulators, IIA Standards and OCC’s designation requirements.
- Contribute to the development of annual budget recommendations supporting the risk-based audit plan.
- Coordinate with the Operations team and Co-Source relationship to manage staffing needs for plan execution.
Leadership
- Support the design and implementation of strategic initiatives related to audit programs/processes, technology, or other initiatives related to assurance and consultative services for Financial and Model Risk.
- Plan, execute, and report on risk-based and special request audit assignments.
- Identify regulatory, operational, and/or strategic risks to the organization and develop recommendations for improvements.
- Build and maintain effective relationships with business groups and management.
Delivery
- Contribute to the development of risk assessment and comprehensive audit plan.
- Manage multiple audits and validations simultaneously.
- Execute audit projects in accordance with the annual audit plan.
- Confirm audit quality, accuracy of results, and timely delivery.
Quality
- Apply professional principles and standards (e.g., AICPA, IIA GIA, COSO, SR 11-7) in risk management activities and control evaluations.
- Maintain knowledge of policies, procedures, standards, and supporting technologies in risk identification and mitigation.
- Stay informed of industry practices, model methodologies, and emerging risks within financial services and propose improvement recommendations.
- Participate in department-wide activities such as peer reviews of audit deliverables.
Supervisory Responsibilities
- None
Qualifications
- Strong verbal and written communication skills with the ability to effectively convey complex information to various stakeholders.
- Proven analytical and critical thinking abilities to address business challenges.
- Ability to develop and present comprehensive reports and recommendations based on data analysis.
- Demonstrated capability to manage multiple projects while meeting deadlines.
- Ability to manage the assessment of quantitative models approaches and tools.
- Ability to work independently or as part of a team, prioritizing multiple audit assignments to simultaneously complete each in a timely fashion.
Technical Skills
- [Required] Proficiency in Microsoft Office applications.
- [Required] Strong proficiency using Archer or other audit or Governance Risk and Compliance (GRC) software.
- [Preferred] Seasoned expertise on understanding and managing financial risks related to financial derivatives portfolios, particularly options on equities.
- [Preferred] Experience in evaluating the pricing of complex derivatives and performing advanced statistical analysis on underlying risk factors.
- [Preferred] Experience with reviewing and auditing risk management models for derivatives using methodologies such as Historical VaR, Monte Carlo simulation, TIMS and SPAN.
- [Preferred] Proficiency in quantitative or statistical tools (e.g., Python, R, MATLAB, SAS) to support model audit and testing procedures.
- [Preferred] Familiarity with model risk management practices including validation, backtesting, and performance monitoring.
Education and/or Experience
- Minimum of 8 years working in a dynamic business environment
- Proven track record of implementing and overseeing operational processes and procedures.
- Experience in developing and maintaining professional relationships with internal and external stakeholders.
- [Preferred] Industry-specific experience in relevant field (e.g., Financial Services, Technology, or related sectors)
- [Required] Experience in financial risk model analysis or assessments and stress testing methodology.
- [Preferred] Master’s degree in finance, economics or a quantitative field possessing strong quantitative, analytical, and problem-solving skills.
- [Preferred] Experience with assessments or audits of Financial Risk Management or Models.
Certificates or Licenses
- Certification such as Financial Risk Manager (FRM), Certificate in Quantitative Finance (CQF), Chartered Financial Analyst (CFA), Certified Financial Services Auditor (CFSA), Certified Internal Auditor (CIA), Certified Public Accountant (CPA), or equivalent.
Morningstar – Senior Principal Quantitative Analyst
The Senior Principal Quantitative Analyst plays a critical role in ensuring the accuracy, integrity, and reliability of quantitative data that powers Morningstars financial models, analytics, and decision-making processes. This role is a cornerstone of the Managed Investment Data (MID) program, which collects, standardizes, and enriches global fund data supporting investors, advisors, and institutions through trusted data and insight. The analyst will lead quantitative data quality design and implementation, develop AI/ML-based validation frameworks, and collaborate with cross-functional teams to strengthen data governance and model readiness. This role reports to the Director, Quality & Transformation within the Managed Investment Data team based in Mumbai.
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 Morningstars 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 :
– Masters degree in Data Science, Statistics, Mathematics, Financial Engineering, 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.
Key Competencies :
– Statistical Expertise : Deep proficiency in hypothesis testing, regression modeling, and time-series forecasting.
– AI/ML Integration : Building and deploying predictive quality and anomaly detection models.
– Automation Mindset : Experience with data pipelines, ETL automation, and observability frameworks.
– Data Governance : Comprehensive understanding of metadata management, lineage, and auditability.
– Business Acumen : Translating technical insights into actionable business intelligence.
– Leadership : Guiding teams through analytical rigor, innovation, and continuous improvement.
Options Market Maker/Researcher
Please see job role.
Associate – Digital Value Creation – TAS India
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
Market Risk Specialist in SOT Reporting
We are looking for you, if:
- you are the candidate who will focus on global solution for SOT reporting of IRRBB measures,
- you are a team player with a “can-do” mentality, capable of clear communication and alignment with internal stakeholders and senior management,
- you are someone who can act as the link between stakeholders providing functional requirements and developers needing technical specifications,
- you are a proactive individual with a commitment to continuous improvement within the team and tribe,
- you are a collaborative team player experienced in managing complex data and data structures, contributing to ALM risk management,
- you are someone who understands complex ALM data requests from supervisors (ECB, EBA) and can translate these into structured, timely deliverables,
- you have strong collaboration skills in a team environment,
- you have at least 2 years of experience in business analysis, data analytics, or data science within the financial risk of a financial institution (preferably ALM side),
- you have a Master’s degree in econometrics, mathematics, economics, or a similar quantitative field,
- you have proficient oral and written communication skills in English,
- you have ability to act as a connector between Risk, Finance, and IT,
- you have strong analytical, problem-solving, and communication skills.
You’ll Get Extra Points For:
- familiarity with Regulatory Technical Standards on IRRBB supervisory outlier tests,
- experience with SQL, Power BI, or similar tools,
- IT affinity,
- certificates: FRM, PRM, CQF,
- experience in Agile (Scrum) methodologies.
CFO Risk Analyst/Consultant – ICH Europe
As a Risk professional in the CFO&EV team in Strategy&Consulting/Intelligent Consulting Hub Europe, you’ll work on delivery of projects for our clients – key industry players in the Risk Management sectors around the world. You’ll help our clients keep up with fast changing regulations, innovations as well as changing market conditions. You will be part of a team that brings to our clients industry-leading best practices, technologies and strategies in everything from credit, market, liquidity, enterprise or operational risk and financial crime perspective – to regulatory compliance, robotics, artificial intelligence – and advanced quantitative modelling.
You will be part of multidisciplinary team of risk professionals demonstrating broad palette of skills in various areas.
THE WORK:
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)