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Employment Type: Full-time

Consultant Quantitative Finance Financial Engineering (m W D) In Frankfurt (Main)

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Consultant Quantitative Finance Financial Engineering (m W D) In Hannover

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Consultant Quantitative Finance Financial Engineering (m W D) In Hamburg

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Consultant Quantitative Finance Financial Engineering (m W D) In Düsseldorf

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Quant Senior Quant Analyst – Market Risk Model Validation (FRTB)

We are seeking a highly analytical and detail-oriented individual to join our Model Validation team at Crisil. As a key member of the team, you will be responsible for the independent validation of market risk models under the Fundamental Review of the Trading Book (FRTB) framework. This includes both the Internal Model Approach (IMA) and the Standardized Approach (SA). The role requires a deep understanding of quantitative finance, regulatory requirements, and strong technical skills to ensure our models are conceptually sound, robust, and fit for purpose.

Core Responsibilities:

Independent Model Validation (IMA):

  • Validate the Expected Shortfall (ES) models, including calibration, risk factor mapping, and stress scenarios.
  • Assess the P&L Attribution (PLA) test framework and its implementation to ensure desk-level model eligibility.
  • Review the identification, treatment, and capitalization of Non-Modellable Risk Factors (NMRF).
  • Perform rigorous back testing on the internal models at both desk and aggregate levels as per regulatory standards.

Independent Model Validation (SA):

  • Validate the implementation of the Sensitivities-Based Approach (SBA), including the calculation of delta, vega, and curvature risk sensitivities.
  • Review the aggregation formulas and correlation scenarios as prescribed by the regulation.
  • Assess the calculation of the Default Risk Charge (DRC-SA) and the Residual Risk Add-on (RRAO).

Quantitative Analysis & Testing:

  • Conduct challenger model development for benchmarking and performance assessment.
  • Perform extensive sensitivity analysis on model assumptions, parameters, and inputs.
  • Design and execute stress tests to probe model vulnerabilities under extreme but plausible scenarios.

Documentation & Governance:

  • Author comprehensive and high-quality model validation reports, clearly outlining findings, limitations, and required actions for remediation.
  • Present validation results to senior management, model governance committees, and internal/external auditors.
  • Maintain the model inventory and track the lifecycle and remediation of validation findings.

Essential Qualifications & Experience:

  • Education: Master’s or Ph.D. in a quantitative discipline (e.g., Financial Engineering, Mathematics, Physics, Statistics, Economics).
  • Experience: [2–6] years of experience in a quantitative risk role (model validation or development) within a financial institution or top-tier consulting firm. Direct experience with market risk models is mandatory.
  • FRTB Knowledge: In-depth, demonstrable knowledge of the FRTB framework, including both the Internal Model Approach and the Standardized Approach, based on the BCBS standards.

Technical & Professional Skills:

  • Programming: Strong proficiency in Python (preferred) for data analysis and model prototyping. Experience with libraries like Pandas, NumPy, and Scikit-learn is essential.
  • Database: Competency with SQL for data extraction and manipulation.
  • Quantitative: Solid understanding of financial mathematics, derivatives pricing, and statistical modeling (e.g., time series analysis, Monte Carlo methods).
  • Communication: Exceptional written and verbal communication skills, with the ability to explain complex quantitative concepts to diverse audiences, including senior management and regulators.
  • Certifications: FRM or CQF designation is highly desirable.

Investment Professional

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System Modeler

Roles & Responsibilities

  • Build and maintain financial models (e.g., cash flow forecasts, NPV/IRR, capital planning) to translate operational metrics into financial insights.
  • Conduct scenario planning, stress tests, and sensitivity analysis to evaluate strategic business decisions.
  • Validate model assumptions through back-testing and ensure predictive stability.
  • Collaborate with analytics, finance, and operations teams to align data, inputs, and result interpretation.
  • Maintain model auditability, versioning, and documentation in a certified model catalog.
  • Enhance models with advanced techniques (stochastic drivers, real options valuation, tornado analyses) to support strategic and operational decisions.

Requisites

  • Bachelor’s degree in Statistics, Finance/Economics, Computer Science, or related field.
  • Experience in financial modeling, scenario planning, and sensitivity analysis.
  • Strong Python and SQL skills for analytics and automation.
  • Ability to communicate insights and trade-offs to business stakeholders.
  • Preferred: Advanced degree, experience in energy/asset-intensive industries, optimization/system dynamics knowledge, cloud platforms, or professional credentials (CFA, CQF).

VP, Portfolio and Quantitative Analytics – Lazard Wealth

Lazard is one of the world’s preeminent financial advisory and asset management firms. Our people and culture make the difference. While global in presence and reach, ours is a close, collaborative community of just over 3,000 professionals. Lazard is a place of continuous knowledge sharing, skill development and relationship building, where professionals grow and succeed together. Our entrepreneurial culture, flat structure and embrace of individual differences, allow creative ideas, original concepts, and unique perspectives to drive our business forward — and for careers to take flight.

Lazard Wealth, LAM’s wealth management business, collaborates with our clients to help solve and simplify the complexities of wealth, while delivering sophisticated investment solutions and advice. We combine years of history and experience to help preserve and grow our clients’ wealth across generations. The principal areas of focus with clients are strategic advice and planning, investment management and direct private investments. Working in partnership with families, we customize an investment process that meets their specific needs.

We are seeking a Vice President of Portfolio and Quantitative Analytics to play a critical role in supporting and overseeing quantitative and risk management functions within our firm. You will be responsible for developing and implementing effective risk management strategies, programming models, reports, and procedures across client portfolios, market research, and technology solutions.

We’ll trust you to:

  • Develop and maintain models and tools to identify and monitor portfolio risk factors, stress test portfolios, and ensure compliance with risk management guidelines.
  • Proactively monitor market conditions and perform scenario analysis to assess potential impacts on portfolio risk exposures and recommend necessary adjustments.
  • Participate in portfolio and investment decisions and contribute to the development of investment strategies, asset allocation models, privates modeling and risk management frameworks- incorporating quantitative research insights.
  • Utilize advanced statistical techniques and quantitative models to assess portfolio and investment risk, estimate potential returns, and optimize portfolio construction in order to deliver performance attribution analysis, factor-based exposures, and portfolio optimization.
  • Stay updated on the latest industry trends and research advancements in risk management, quantitative analysis, and portfolio construction methodologies.
  • Collaborate with other groups within the Firm to offer quantitative support and industry specific input.
  • Support the Investment Team with quantitative research and analysis of investment opportunities across various asset classes, including equities, fixed income, and alternative investments (privates and real assets) with a strong focus on risk management and portfolio construction.
  • Evaluate and implement risk management techniques, such as hedging strategies, derivatives, and asset allocation adjustments, to mitigate portfolio risks and enhance risk-adjusted returns.

You’ll need to have:

  • Proven experience in risk management, quantitative research, or a related role within the wealth management industry.
  • Proven experience in MATLAB for programming and software development.
  • Strong understanding of risk management principles, quantitative modeling techniques, and statistical analysis.
  • Highly proficiency in programming languages such as  R or MATLAB for quantitative research, data analysis, model implementation and creation of interactive dashboards.
  • Strong ability to access, manipulate, and clean large data sets from various databases and sources.
  • Ability to prioritize and manage multiple tasks and projects effectively.
  • Experience with risk modeling software, quantitative analytics platforms, and market data providers (e.g. Bloomberg).
  • Familiarity with risk measurement methodologies (e.g., VaR, stress testing, factor analysis) and risk management frameworks (e.g., risk budgeting, risk-adjusted performance metrics).
  • Knowledge of financial derivatives, options pricing models, and portfolio optimization techniques.
  • Excellent problem-solving and critical-thinking skills, with the ability to analyze complex data sets and draw meaningful insights.
  • Strong communication and presentation skills, with the ability to explain quantitative concepts to non-technical stakeholders.
  • Bachelor’s degree in finance, economics, mathematics, statistics, or a related field. Advanced degree (e.g., MBA, MSc) with a focus on quantitative finance or risk management is preferred.
  • 5-10 years’ experience in a risk management, analytical, or quantitative role, particularly within the asset allocator and wealth management space.
  • Demonstrates a strong interest in working on a wide range of problems related to diverse asset classes and investment strategies. Understanding or interest in learning about alternative asset classes.
  • Professional certifications such as FRM, CQF, or CFA are desirable.

Business Analyst

Skills required :

* Experience in Capital Markets and strong Risk Domain & Financial product knowledge.

* Hands on experience on Derivatives products, product features on various asset classes, Risk sensitivity and Greeks

* Skilled in OTC products specially in SWAPS (XCCY , IRD) , FX , FX FWD , FX Swaps , derivatives (options – Plain vanilla or Exotic) etc which is inclined towards investment banking

* Ability to design, understand & document the requirements for controls and procedures to enhance surveillance function while controlling access to sensitive data aligned with trading, compliance & surveillance objectives

* Knowledge around Market abuse, Manipulations and Trade surveillance scenarios commonly used across industry

* Prior experience on Trade surveillance, Voice and Comm surveillance application is preferred

* Prototyping of proposed surveillance solutions to assess data quality and validate detection logic

* Strong familiarity with the relational databases and hands on experience with SQL queries

* Database knowledge with ability to write SQL queries including joins and use the data to validate use cases and requirement scenarios

* Prior experience in documenting artefacts likes functional specification, data mapping etc.

* Good understanding of business change and exposure to SDLC process and development methodologies (Agile and waterfall), Trade life cycle, Scrum ceremonies and collaboration tools like JIRA

* Hands on experience in Business analysis, reporting and mapping requirements across upstream / downstream systems for Front to Back changes

* Strong understanding of Determining Business scenarios, hands on experience on Gap analysis and BRD / FRD preparation and agile scrum workflow framework

* Global certification CFA, FRM, CQF and an appropriate Business Analyst certification, such as CPRE, CBAP and SAFe PO/PM is desirable

Stock Market Trainer

We are seeking a knowledgeable and passionate Stock Market Trainer to educate and empower individuals on stock market principles, trading strategies, and investment opportunities. The ideal candidate will have a strong background in finance, a deep understanding of market dynamics, and the ability to communicate complex concepts in an engaging manner.

Key Responsibilities:

  • Develop and deliver comprehensive training programs on stock market fundamentals, trading strategies, and investment analysis.
  • Conduct workshops, webinars, and one-on-one coaching sessions tailored to varying skill levels, from beginners to advanced traders.
  • Create and update training materials, including presentations, manuals, and online resources.
  • Stay current with market trends, financial news, and emerging investment opportunities to provide relevant insights to trainees.
  • Assess trainee progress and provide constructive feedback to enhance their learning experience.
  • Facilitate discussions and encourage participant engagement through interactive learning techniques.
  • Collaborate with the marketing team to promote training programs and attract potential participants.

Qualifications:

  • Bachelor’s degree in finance, Economics, Business, or a related field.
  • Minimum 2 years of experience in stock trading, financial analysis, or investment management.
  • Proven experience in teaching or training, preferably in a financial or educational setting.
  • Strong understanding of stock market principles, trading platforms, and investment strategies.
  • Excellent communication and presentation skills, with the ability to explain complex concepts clearly.
  • Proficient in using technology and digital tools for online training delivery.

Preferred Skills:

· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.

· Extensive knowledge Capital Markets in general and Futures & Options in particular.

· Hands-on with Options Trading will be an asset.

· Masters in finance required, Charter in capital markets (CQF/CMT/CFA) desirable.

· Experience in managing team along with self-delivery of training

· Strong hold on Hindi, English required additional language preferred.

· Excellent Written & Communication skills.

· Creation of self-generated trading models in Futures & Options is a plus.

· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.