Jobs Archive

FIN Global Middle Office ED

Valuations Control at Nomura is primarily responsible for understanding, reviewing and testing the marks and valuation adjustments used to value trading positions. The main functional responsibilities include frequent IPV; ensuring that the appropriate accounting principles and reserves are applied to reach fair value; calculation of Prudential Valuation capital adjustment; development and application of rules for fair value hierarchy classification; partnering with the Front Office and other support groups in facilitating and approving new products and initiatives, in particular determining reserving and revenue recognition approaches. This involves a close working relationship with the Front Office as well as all primary support partners including Market, Credit and Model Risk Management, Quants, Operations, other Finance teams and Legal.

Market Risk + Counterparty Credit Risk Management – Practice Leader

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.

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)

Director (Quantitative Manager) | Energy Trading | Economic & Financial Consulting

FTI Consulting is the leading global expert firm for organizations facing crisis and transformation. We work with many of the world’s top multinational corporations, law firms, banks and private equity firms on their most important issues to deliver impact that makes a difference. From resolving disputes, navigating crises, managing risk and optimizing performance, our teams respond rapidly to dynamic and complex situations.

AI Quant Tutor

Responsibilities

Use proprietary software applications to provide input/labels on defined projects.
Support and ensure the delivery of high-quality curated data.
Play a pivotal role in supporting and contributing to the training of new tasks, working closely with the technical staff to ensure the successful development and implementation of cutting-edge initiatives/technologies.
Interact with the technical staff to help improve the design of efficient annotation tools.
Choose problems from quantitative finance fields that align with your expertise, focusing on areas like portfolio optimization, derivatives pricing, or high-frequency trading backtests, providing rigorous solutions and model critiques where you can confidently provide detailed solutions and evaluate model responses.
Regularly interpret, analyze, and execute tasks based on given instructions.

Key Qualifications

Must possess a Master’s or PhD in a quantitative finance-related field (Quantitative Finance, Financial Engineering, Financial Mathematics, Applied Mathematics, Statistics, Economics with quantitative focus, or related disciplines) or equivalent professional experience as a quantitative trader or analyst.
Proficiency in reading and writing, both in informal and professional English.
Strong ability to navigate various financial information resources, databases, and online resources (e.g., Bloomberg, Reuters, SEC filings).
Outstanding communication, interpersonal, analytical, and organizational capabilities.
Solid reading comprehension skills combined with the capacity to exercise autonomous judgment even when presented with limited data/material.
Strong passion for and commitment to technological advancements and innovation in quantitative finance.

Preferred Qualifications

Professional experience as a quantitative trader or analyst.
Possesses experience with at least one publication in a reputable finance or economics journal or outlet.
Teaching experience as a professor
Familiarity with Python/R for financial scripting or ML libraries (e.g., QuantLib)
FRM (Financial Risk Manager)
CQF (Certificate in Quantitative Finance)
PRM (Professional Risk Manager)
CAIA (Chartered Alternative Investment Analyst)
CFA (Chartered Financial Analyst)

Location & Other Expectations

This position is based in Palo Alto, CA, or fully remote.
The Palo Alto option is an in-office role requiring 5 days per week; remote positions require strong self-motivation.
If you are based in the US, please note we are unable to hire in the states of Wyoming and Illinois at this time.
We are unable to provide visa sponsorship.
Team members are expected to work from 9:00am – 5:30pm PST for the first two weeks of training and 9:00am – 5:30pm in their own timezone thereafter.
For those who will be working from a personal device, please note your computer must be a Chromebook, Mac with MacOS 11.0 or later, or Windows 10 or later.
You must own and have reliable access to a smartphone.

AI/ML Engineer – Finance and Risk Specialisation– Fintech/Regtech

As an AI/ML Engineer, you’ll architect and deploy intelligent systems that power our financial and risk applications. You’ll work at the intersection of finance, regulation, and machine learning—solving complex problems with robust and scalable solutions fast for our diverse portfolio of clients.

Senior AI/ML Engineer – Fintech/Regtech

As a Senior AI/ML Engineer, you’ll architect and deploy intelligent systems that power our financial and risk applications. You’ll work at the intersection of finance, regulation, and machine learning—solving complex problems with robust and scalable solutions fast for our diverse portfolio of clients.

AI/ML Engineer – ALM Specialisation– Fintech/Regtech

Quantum Researcher – Finance Specialisation – Fintech/Regtech

At Scenario X, we are forging new paths in the financial industry by integrating quantum computing and AI/ML into financial modelling, risk assessment, and portfolio optimisation. Our goal is to harness the unprecedented capabilities of quantum algorithms to tackle complex economic challenges and provide our clients with next-generation financial tools that outperform traditional methods and unlock new market opportunities.

We’re backed by top-tier investors and collaborate with leading quantum hardware providers. Three years after its creation, Scenario-X is reaching over US$1 million in annual sales, and our pipeline is expanding fast. Now, we’re looking for a Quantum Researcher with the drive to solve financial problems through quantum technologies.

> Why Join Us?

This is an opportunity to be at the vanguard of a quantum revolution in finance. At Scenario X, you’ll work alongside thought leaders and innovators to reshape the landscape of financial risk management. If you have a passion for Quantum and AI/ML technology and a vision to disrupt the status quo, come and make your mark with us.

> What You’ll Do

As a Quantum Researcher, you’ll lead the development of quantum algorithms tailored to financial and risk applications. You’ll work closely with data scientists, software engineers, and financial analysts to translate theoretical models into practical solutions fast for our diverse portfolio of clients.

>> Key Responsibilities:

Design and implement quantum algorithms for portfolio modelling
Evaluate quantum advantage over classical approaches using simulation and benchmarking
Collaborate with quantum hardware providers to test algorithms on real quantum devices
Contribute to patents and white papers
Foster a culture of scientific excellence

> What We’re Looking For

>> Required Skills & Experience:

PhD in Quantum Computing, Physics, Computer Science, or related field
1+ year of experience in quantum algorithm development, ideally with applications in financial securities portfolio optimisation
Strong understanding of quantum machine learning, variational algorithms, and hybrid quantum-classical systems
Proficiency in Python and quantum SDKs (e.g., Qiskit, Cirq, PennyLane)
Experience with financial modelling or quantitative analysis
Excellent communication and leadership skills

>> Bonus Points:

CQF certification
Experience working in a startup or fast-paced R&D environment
Exposure to QUBO/UBQP and SQBM+ solutioning
Contributions to open-source quantum projects
Team player attitude
Open to travel

> What We Offer

Competitive salary + equity package
Flexible working hours and a remote-friendly culture
Access to cutting-edge quantum hardware and cloud platforms
A collaborative, mission-driven team that values curiosity and impact

Quantum Researcher – Risk Specialisation – Fintech/Regtech