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Employment Type: Full-time

CFO Risk Analyst Consultant (She He They) – ICH Europe

Accenture is a leading global professional services company that helps the world’s leading businesses, governments and other organizations build their digital core, optimize their operations, accelerate revenue growth, and enhance citizen services.

We offer solutions and assets across Strategy & Consulting, Technology, Operations, Industry X and Accenture Song.

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.

For more information about CFO&EV teams please visit our website: CFO&EV

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

Flexible: We are delivering our work mostly remotely but knowing that Intelligent Consulting Hub Europe (ICH) way of working is also based on traveling and serving advisory, typically working closely with our Clients in their offices, willingness and ability to work at client’s locations mostly across Europe, but also other locations, for short or long term is still required.

With all our roles, there is some in-person time for collaboration, learning and building relationships with clients, peers, leaders, and communities. As an employer, we will be as flexible as possible to support your specific work/life needs.

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)
  • Industry certifications such as FRM, PRM, CQF, CFA.

Analyst – Valuations & Business Intelligence Reporting

We are seeking a technically driven Analyst to join our Valuations & Business Intelligence Reporting team at AGNC. This is a quantitative, engineering-forward role for someone who thrives at the intersection of software development and financial markets.

In this role, you will help value AGNC’s asset and liability portfolios by applying fixed-income models and financial market knowledge to business and financial data. You will also leverage advanced business intelligence tools and techniques to support reporting, analytics, and data-driven insights. In addition, this role will support the execution of our agency MBS prepayment forecasting process and related analyses. You will own the end-to-end data pipelines that drive daily fair-value pricing and prepayments across our MBS, debt, and derivatives portfolios. This includes but is not limited to fetching raw data via APIs and data warehouses through finalized Parquet outputs that power our dashboards and reports.

This is an excellent opportunity for a junior software engineer eager to apply their technical foundation in a sophisticated financial environment and grow into a subject matter expert on fixed income valuation. No prior finance experience is required; we will teach you the business. What we need is someone who writes clean, production-quality Python code and has a genuine curiosity about fixed income markets and how they operate.

Responsibilities

Valuation & Pricing

  • Execute and monitor daily fair-value pricing for the Company’s securities, debt, and derivatives portfolios for use by the Trade Desk, Risk Management, and Financial Reporting.
  • Maintain valuation methodologies for mortgage-backed securities, other mortgage-related investments, and derivatives portfolios.
  • Analyze prepayment forecasts from third-party models for reasonableness and incorporation into risk analytics and accounting forecasts.
  • Conduct financial analysis and forecasting including interest rate/spread shock scenarios and sensitivity analysis.
  • Discuss markets and fixed income concepts and trends with internal participants, including Trade Desk, Middle Office, and Financial Reporting.

Data Engineering & Automation

  • Build, maintain, and improve Python-based data pipelines that ingest data from external APIs, internal data warehouses, pricing services, and proprietary file sources.
  • Produce and validate finalized Parquet data files that serve as the foundation for Power BI reporting dashboards.
  • Automate and optimize recurring daily, monthly, and quarterly valuation and reporting processes.
  • Implement robust data quality checks and exception handling within pipeline workflows.

Reporting & Analysis

  • Generate daily, monthly, and quarterly reporting packages for internal stakeholders (Trade Desk, Middle Office, Risk Management) and external/regulatory reporting.
  • Identify, monitor, and report on pricing developments and trends.
  • Maintain market intelligence through market research and frequent interaction with AGNC’s trading desk, pricing services, and other third-party vendors.

Controls & Compliance

  • Maintain effective internal controls over financial reporting pursuant to SEC and other regulatory reporting requirements.
  • Interface with internal and external auditors on valuation and prepayment-related matters.
  • Complete special projects requiring financial services valuation expertise.

Qualifications

Minimum Requirements

  • This rle is hybrid in our office in Bethesda, MD
  • 1+ year of relevant software engineering or data engineering experience.
  • Bachelor’s degree in Computer Science, Engineering, Mathematics, Statistics, or a related quantitative field.
  • Strong Python proficiency, including experience with data engineering patterns: API consumption, file I/O, data transformation, and pipeline orchestration.
  • Working knowledge of SQL for querying relational databases and data warehouses.
  • Familiarity with columnar data formats (e.g., Parquet) and business intelligence tools such as Power BI.
  • Strong analytical and problem-solving skills with high attention to detail.
  • Genuine interest in learning fixed income markets, mortgage products, and financial valuation concepts.

Preferred Qualifications

  • Experience in financial services, fintech, or a quantitative research environment.
  • Strong understanding of mortgage-backed securities, agency to-be-announced (“TBA”) securities, and interest rate derivative products.
  • Excellent analytical skills and ability to understand complex financial concepts such as DCFs, OAS, Duration, Convexity, spreads, valuations, etc.
  • Master’s degree in Finance, Financial Engineering, Computer Science, Mathematics, or a related discipline.
  • CFA, CQF, FRM, or active progress toward either designation.
  • Experience with Bloomberg’s Terminal and excel API.
  • Familiarity with mortgage prepayment models.
  • Knowledge of cloud data warehouse environments.

PERSONAL PROFILE

  • Intellectually curious and excited to learn new domains and go deep on complex problems.
  • Ownership mindset: takes initiative, follows through without requiring close supervision.
  • Clear communicator who can translate technical findings into business-relevant insights for non-technical stakeholders.
  • Collaborative and collegial; comfortable working across trade desk, risk, middle office, and finance functions.
  • Comfortable in a fast-moving environment where processes are actively evolving and there is room to improve the tooling.

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).

Senior Business Analyst Counterparty Credit Risk (CCR) – Mumbai

We are hiring a Business Analyst with hands-on Counterparty Credit Risk (CCR) experience to support risk transformation and regulatory initiatives within a global financial services environment.

This role sits within the Risk Change team, working across Risk Management, Technology, and Front Office stakeholders to deliver change across CCR exposure calculation platforms, risk data frameworks, and regulatory programmes. Candidates with experience in derivatives exposure, CCR risk metrics, or Basel regulatory initiatives will be particularly relevant.

Role Overview As a Business Analyst in the Risk Change team, you will support delivery of projects related to:

  • Counterparty Credit Risk exposure calculations
  • Risk data platforms and analytics frameworks
  • Regulatory change initiatives
  • Strategic risk system transformations

You will work closely with Lead Business Analysts, programme managers, risk SMEs, and technology teams to translate business requirements into system and process improvements.

Key Responsibilities Risk Change Programme Delivery

  • Support delivery of Counterparty Credit Risk change initiatives
  • Work with risk stakeholders to capture business and functional requirements
  • Contribute to risk platform and data architecture enhancements

Business Analysis

  • Produce documentation including BRDs, functional specifications, and process flows
  • Create data mapping artefacts and workflow diagrams
  • Ensure documentation aligns with SDLC governance standards

Requirements & Stakeholder Management

  • Participate in requirements workshops with risk SMEs
  • Translate discussions into user and functional requirements
  • Collaborate with Risk, Technology, and Front Office teams

Testing & Implementation

  • Support test planning and test strategy development
  • Write test cases and scenarios
  • Coordinate User Acceptance Testing (UAT) cycles
  • Track defects and support release implementation

Data Analysis

  • Perform data validation against risk models and business rules
  • Support analysis related to risk exposure calculations
  • Work with risk data models and exposure datasets

Domain Expertise Required Candidates should have working exposure to Counterparty Credit Risk frameworks, including familiarity with:

  • Potential Future Exposure (PFE)
  • Expected Exposure (EE / EEPE)
  • Probability of Default (PD)
  • Loss Given Default (LGD)
  • Exposure at Default (EAD)
  • Value at Risk (VaR)
  • Risk Weighted Assets (RWA)

Experience with IMM modelling approaches, derivatives exposure modelling, or stress testing frameworks is advantageous.

Exposure to regulatory frameworks such as:

  • Basel III
  • BCBS 239
  • FRTB

is beneficial.

Business Analysis Skills Strong experience in:

  • Requirements elicitation and documentation
  • Business Requirement Documents (BRD)
  • Functional specifications
  • Process flows and data mapping
  • Agile or Waterfall SDLC environments
  • User Acceptance Testing coordination

Ability to perform structured data analysis and validate outputs against business rules is expected.

Technical Skills Preferred technical exposure includes:

  • SQL for data querying and validation
  • Advanced Excel and PowerPoint
  • Visio / process modelling tools
  • Exposure to Python for data analysis or automation (advantageous)

Ideal Candidate Profile This role is ideal for professionals who have:

✔ Experience working in Counterparty Credit Risk or derivatives risk environments ✔ Delivered risk change or regulatory programmes ✔ Worked with risk exposure calculations or risk data platforms ✔ Experience supporting UAT and data validation in banking projects Education & Certifications Preferred background includes:

  • Degree in Finance, Engineering, Mathematics, Computer Science, or related discipline
  • Certifications such as FRM, CFA, PMP, or CQF are advantageous
  • MBA in Finance or Risk is a plus

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.