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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.

Manager – Quant Market Risk W Zespole Financial Services

Please see job role.

CFO Enterprise Risk Management Consultant

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.

HERE’S WHAT YOU’LL NEED:

Minimum 2 years of risk management experience (ERM, compliance, operational risk management, ESG risks). Candidates should demonstrate knowledge in one or more of the following aspects:

Knowledge of Enterprise risk management framework, emerging trends and regulatory frameworks. Experience across ERM and/or operational risk platforms and technologies/products, for example ServiceNow, MetricStream, Ventiv, Archer, Finastra, etc.
Provide a structured approach & methodology to identify, assess, manage, and mitigate risks across organizations, encompassing a broad spectrum of risks, including financial, operational, technological, and reputational.
Problem solving & analytic skills, with capacity to align risk appetite with enterprise strategies, facilitate decision-making, enhance resilience and enable organizations to anticipate and adapt to various internal/external changes.
Experience and knowledge of operational risk management procedures, process mapping, gap analysis, covering also data management dimension (data mapping, data crunching and analysis in the context of enterprise risk management).
Proficient level in English and either German, French, Italian or Spanish (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) would be a great supplement
Industry certifications such as FRM, PRM, CQF, CFA are an asset

Senior Market Risk Analyst (f M D) Baden

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.

Supervisor – Financial Engineering

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.

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

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

Internal Auditor – Focus Financial Risk Management, Vice President

We’re seeking an experienced candidate to join our Internal Audit team as a Vice President and Audit Coverage Manager leading coverage of Financial Risk Management within the MSESE Group based in Frankfurt. The Financial Risk Management audit team performs audits of the Second Line of Defense to form a view on the effectiveness of controls operating within Firm Risk Management.

The Internal Audit Division (IAD) drives attention and resources to vulnerabilities by providing an independent and well-informed view and impactful messages about the most important risks facing our Firm. This is accomplished by performing a range of assurance activities to independently assess the quality and effectiveness of Morgan Stanley’s system of internal control, including risk management and governance systems and processes. IAD serves as an objective and independent function within the Firm’s risk management framework to foster continual improvement of risk management processes.

This is a Vice President level position within Business Audit, which is responsible inspecting controls in front, middle and back offices.

What you’ll do in the role:

Formulate and lead a wide range of assurance activities to assess risks within coverage area and the state of controls in place to mitigate them
Proactively identify risk and emerging risk, and factor into risk assessment and assurance coverage
Articulate actionable insights to management regarding criticality and impact of risks to the business
Effectively partner with colleagues and stakeholders globally to drive effective working relationships
Align projects and initiatives with department and coverage area priorities, and oversee team’s execution of deliverables in accordance with audit methodology and quality standards

What you’ll bring to the role:

A minimum of ten years of relevant financial services experience
Advanced knowledge of Financial Risk Management core concepts, methodologies and applicable regulations, with a preference for those with experience of auditing fully –regulated German Banking entities
Strong understanding of audit principles, methodology, tools and processes (e.g., risk assessments, planning, testing, reporting and continuous monitoring)
Ability to articulate risk and impact clearly and succinctly to different audiences
Effective change and project management techniques and ability to support teams in adapting new ways of working
Ability to leverage and analyze data to inform focus and views on risk
Ability to coach and mentor others and create an inclusive work environment for team
Experience communicating with regulators
Relevant certifications (e.g., CIA, CFA, FRM, CQF) preferred

Risk Officer (Derivatives, Credit, Liquidity), P4

Please see job role.

Business Analyst-6 Years(Remote)

Requirement: Business Analyst (Market Risk Compliance / Trade and Voice Surveillance)

Exp Level: 5 – 10 yrs