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Senior Consultant, Risk Researcher

Reporting to the Director, Catastrophe Risk Modeling this role is a strong opportunity for a data-driven actuarial professional who enjoys working at the intersection of catastrophe research, analytics, and modern data engineering.

The Sr Consultant, Risk Researcher will help strengthen how catastrophe-related data is sourced, validated, transformed, and delivered so the team can produce high-quality analytics and more actionable insight for business partners.

This is a compelling fit for someone who likes hands-on analytical work, enjoys solving data quality and pipeline challenges, and wants to contribute to a team that turns complex risk data into meaningful business value.

Key Responsibilities

• Support catastrophe risk research and analytics tied to physical property, weather, and catastrophe exposure data.
• Build, enhance, and maintain data pipelines and ETL processes that prepare data for research, modeling, and reporting use cases.
• Use tools such as SQL, Python, R, Databricks, and Snowflake to source, transform, validate, and manage large datasets.
• Support data validation and reporting workflows that help ensure outputs are accurate, consistent, and decision-useful.
• Contribute to process improvement and automation efforts that make catastrophe analytics more efficient, scalable, and impactful.

Qualifications

• Bachelor’s degree in a quantitative field such as data science, statistics, mathematics, actuarial science, computer science, engineering, finance, or a related discipline.
• ACAS level actuary credential required; additional progress toward FCAS credential preferred
• Previous professional experience in P&C pricing or reserving position (catastrophe modeling specific experience highly preferred)
• Strong SQL capability and working proficiency in Python and/or R.
• A naturally curious, detail-oriented approach, with the judgment to question results, investigate discrepancies, and improve the quality of outputs.

This role does not qualify for employer sponsored work authorization. Nationwide does not participate in the STEM OPT extension program.

It is our intention to fill this role in Columbus, OH. However, applications from candidates working remotely who bring critical industry skills and relevant experience may be considered.

Job Description Summary

Do you have the desire to analyze data and perform groundbreaking research to drive business outcomes? Nationwide has been using data to serve our members and drive business outcomes for almost 100 years. Our industry-leading workforce adopts an agile work environment and a collaborative culture to deliver outstanding solutions and results. Our Risk Analytics Researchers play a key role in harnessing the power of data to deliver business results. Specifically, they are responsible for modeling sophisticated problems, discovering insights, and identifying business opportunities from data using a variety of techniques from mathematics, actuarial studies, statistics, data science, and financial engineering.

As a Senior Consultant, you’ll lead projects associated with the design, development and application of unique risk models. You’ll need an understanding of strategic business objectives and will work with business partners across the organization to develop solutions to pressing business needs. We’ll count on you to be a subject matter authority in Nationwide’s risks. It’s imperative that you are fully proficient with basic and sophisticated mathematical, statistical, and analytical techniques associated with risk modeling.

Job Description

Key Responsibilities:

• Researches and implements financial engineering, data science and statistical techniques for risk management and business applications.
• Creates and tests risk limits to provide guidance on asset allocation, risk transfer, and product growth decisions.
• Owns all facets of complex quantitative modeling processes. Ensures models align with industry standards.
• Consults and collaborates to ensure model assumptions, processes, and outputs are well understood and that modeling standard methodologies are upheld throughout the organization.
• Reviews and analyzes model output to identify model limitations and their impact. Mitigates model limitations with the adaptation of appropriate, corrective quantitative methods.
• Creates and owns model documentation for rationale, assumptions and business continuity.
• Consults and develops creative and innovative solutions to support strategic business problems.
• Acts as the technology owner for risk analytics.

May Perform Other Responsibilities As Assigned.

Reporting Relationships: Reports to Risk/Actuarial leader.

Typical Skills And Experiences

Education: Undergraduate studies in finance, accounting, economics, statistics, mathematics or related subject area required. Graduate-level studies in a related field with advanced degree highly desirable.

License/Certification/Designation: Progress toward FCAS, FSA, CQF, CFA or similar preferred.

Mizuho is seeking a highly motivated Quantitative Strategist (AVP) to join the Balance Sheet Strategy (BSS) – Financial Resource Analysis team, a group at the center of the firm’s efforts to measure, forecast, and optimize the consumption of regulatory capital and other scarce financial resources. As regulatory capital requirements grow in complexity—driven by Basel III Endgame, SA-CCR, and evolving market and counterparty risk standards—this role offers the opportunity to help build the analytical foundation that informs how Mizuho deploys its balance sheet.

The successful candidate will combine strong quantitative and programming skills with a solid understanding of U.S. regulatory capital frameworks to develop RWA analytics, capital forecasting tools, and balance sheet optimization capabilities across Counterparty Credit Risk (CCR), Securities Financing Transactions (SFT), Credit Valuation Adjustment (CVA), and Market Risk. Beyond producing metrics, the role is expected to generate actionable insights that shape business strategy, pricing, and capital allocation decisions.

A key dimension of the role is the practical application of AI and machine learning techniques—including generative AI and large language models—to enhance forecasting accuracy, automate analytical and documentation workflows, and accelerate the interpretation of complex regulatory rules. The Quantitative Strategist will operate at the intersection of quantitative finance, regulation, and technology, working closely with Treasury, Market Risk, Credit Risk, Finance, Technology, Model Validation, and senior management, with significant visibility across the organization.

Key Responsibilities

• Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
• Support Basel III Endgame implementation, including rule interpretation, impact assessments, and parallel runs.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Apply AI / Machine Learning techniques to enhance forecasting, pattern detection, data quality, and analytical accuracy.
• Leverage generative AI and Large Language Models (LLMs) to accelerate documentation, code development, rule interpretation, and process automation.
• Automate regulatory capital calculations and develop scalable analytics and reporting capabilities.
• Prepare methodology documentation and analytical specifications in line with model governance standards (SR 26-2).
• Support interactions with Model Validation, Internal Audit, Regulatory Reporting, and regulators.
• Present analytical findings and capital impacts to business and senior management stakeholders.

Qualifications & Skills

Education

• Bachelor’s or master’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Economics, Engineering, Computer Science, Data Science, or a related quantitative field.
• Professional certifications such as CFA, FRM, PRM, or CQF are a plus.

Experience

• 5–8 years of experience in regulatory capital, financial resource management, balance sheet management, or quantitative risk analytics at a large financial institution.
• Hands-on experience with one or more of: SA-CCR, CCR, SFT, BA-CVA, Market Risk Capital, or Basel III Endgame.
• Practical experience applying AI / machine learning or generative AI tools in a financial or analytical context is highly desirable.

Technical Skills

• Regulatory: Strong knowledge of Basel III / U.S. Basel III Endgame, SA-CCR, CCR, SFT, BA-CVA, Market Risk Capital, and RWA methodologies.
• Quantitative: Model development, statistical analysis, forecasting, and exposure measurement; solid understanding of derivatives and securities financing.
• AI & Machine Learning: Familiarity with ML frameworks (e.g., scikit-learn, TensorFlow, PyTorch), generative AI / LLMs, and their application to analytics, automation, and productivity. Awareness of AI governance and model risk considerations.
• Technology: Advanced Python and SQL; Pandas / NumPy and Power BI. Databricks, PySpark, Snowflake, Azure, and Git preferred.

Soft Skills

• Strong analytical and problem-solving abilities.
• Clear communication of technical concepts to non-technical audiences.
• Intellectual curiosity and eagerness to adopt emerging AI-driven tools and techniques.
• Detail-oriented, self-motivated, and able to manage multiple priorities in a fast-paced, regulated environment.

Roles and responsibilities

Conduct end to end independent quantitative valuation of portfolios comprising of fixed income and OTC derivatives.Identification of issues and reporting the relevant valuation analysis.Analyze deviations based on security and portfolio levelsWrite completion memo and reporting slides for the engagements.To undertake assignments with simple complexity instruments within the portfolio with minimal supervision from seniors.Highlight key observations and discuss with the Manager.Establish strong professional relationships with Frankfurt team members.Undertake smaller and medium-sized assignments independently or assist in larger assignments reporting to a Manager orSenior Manager.

Qualifications

This role is for you if you have the below:

Educational qualifications

Must have Undergraduate degree in Engineering/Economics/Commerce/ Mathematics / CFA/ FRM/ CQF

Work experience

The candidate must have 0-6 months of relevant experience in a similar role, preferably with a Big 4 firm/professional servicefirm/third-party KPO

Mandatory technical and Functional skills

Product knowledge of various financial instruments such as Credit Derivatives, Interest Rate Derivatives, FX Derivatives, Government and corporate bonds, Securitizations etc. Proficiency in use of MS excel. Experience on valuation tools provided by vendors such as Reuters, Super Derivatives, Bloomberg etc.

Preferred technical and functional skills

Strong quantitative and analytical skills related to discounted cash flow and option valuation models. Knowledge of VBA, Python and Power BI.

 

Join a world-class macro business at a leading multi-manager, multi-strategy hedge fund. We provide a dynamic, collaborative environment for top talent seeking impact, innovation, and growth. Our teams span a global footprint, using cutting-edge technology and advanced trading strategies to deliver superior performance.

Role Overview:

The Macro Execution Trader will execute trades across a wide range of asset classes—including bonds, interest rate swaps, currencies, commodities, equities and credit indexes through both linear and non-linear structures — for 40+ distinct Portfolio Management (PM) teams. The role requires exceptional cross-asset knowledge, fast and accurate execution under pressure, and the ability to perform in a high-volume, multi-strategy framework.

Key Responsibilities:

– Execute orders across global macro markets with precision and minimal market impact.

– Serve as the execution partner to 40+ macro PM teams, ensuring timely, discrete, and efficient trade flow.

– Monitor markets, react to liquidity and news, and opportunistically source liquidity to support PM trading objectives.

– Work closely with portfolio managers, the central macro management team, risk, operations and technology to continuously optimize trading processes, platforms and workflow.

– Provide real-time feedback and market color to internal stakeholders; leverage relationships with sell-side counterparties, brokers, and venues.

– Ensure rigorous trade compliance, order management, and risk controls at all times.

– Contribute to post-trade analytics and trade cost reviews to improve execution quality.

Key Qualifications:

– 5+ years’ experience as an execution trader or assistant trader at an institutional asset manager, hedge fund, or investment bank.

– Deep knowledge of major macro asset classes: fixed income, FX, futures, interest rate derivatives, equities, commodities and options on all asset classes

– Demonstrated ability to trade liquid and less liquid instruments; strong working knowledge of electronic and voice execution tools

– Experience with derivatives pricing, market microstructure, and volatility/arbitrage strategies is highly desirable

– Excellent communication and relationship management skills; experience working directly with portfolio managers.

– High level of integrity, attention to detail, and comfort working in fast-paced, high-pressure settings.

– Familiarity with order management and execution management systems (OMS/EMS) and trading algorithms. The ability to work with multiple businesses within an organization to help improve/build these tools in-house

– Strong academic background in finance, economics, math, or related field; advanced degree or certifications (CFA, CQF, FRM) a plus.

What We Offer:

– Exposure to a diverse, high-caliber group of strategies and market participants.

– Flat, transparent culture with the opportunity to meaningfully impact trading outcomes.

We’re seeking someone to join our team as a Associate to assist with performance and exposure/risk attribution analytics of hedge fund portfolios using multi-factor models. The incumbent will further contribute towards testing and building systematic quantitative solutions for the firm’s hedge fund portfolios.

Established in 2004, Morgan Stanley Fund Services (MSFS) is a global business within the Institutional Equities Division (IED) that provides fund administration services for over $700billion in assets across 350+ hedge funds, private equity and large family offices clients. Our best-in-class offering includes accounting and investors services, portfolio analytics, middle-office functions, regulatory and financial reporting, and tax services. Delivering these services to our clients and their investors is a diverse team of 1,400 highly skilled employees across the globe based in New York, London, Glasgow, Dublin, Mumbai, Bengaluru, and Hong Kong. Joining MSFS, you will discover a dynamic environment where every day offers new opportunities for personal growth and innovation. Here at MSFS your career isn’t just a job, it’s an incredible journey fueled by collaboration, challenge, and the chance to make a meaningful impact to our business, our clients, their investors and the wider Morgan Stanley franchise.

The MSFS Portfolio Analytics team is an energetic, globally connected group driving innovation in portfolio analytics for our clients. As part of the team, you will collaborate with colleagues and our clients to deliver impactful risk and performance reports, ensuring clients have the insights they need to succeed.

This differentiating MSFS service provides customized analytics to meet the complex needs of our clients. The team provides opportunities to lead new ways of thinking and actively contributes to developing new analytical tools through developing new ad-hoc scripts and working with our technology colleagues to build new tools. We value problem-solving, continuous learning, and creative thinking.

Our exceptional talent is passionate about data, eager to innovate, and ready to help shape the future of our analytics. If you want to make meaningful contributions for our clients, the Portfolio Analytics team offers the perfect opportunity to make your mark.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What You’ll Do In The Role:

• Focus on periodic as well as bespoke delivery of quantitative analyses related to portfolio exposure, risk, and performance
• Collaborate with the global client coverage team members to assist answering client questions on factor analysis of their portfolios
• Prepare custom client reports that involve risk and performance calculation
• Help in building automation to scale bespoke solutions for the clients using R/VBA or with IT solutions
• Participate in the ideation for the new products critical to the success of pre-trade quant offering and contribute towards building systematic process for generation of content

What You’ll Bring To The Role:

• Master’s in quantitative discipline such as Financial Engineering/Mathematics/Statistics/Computing with 2-4 years of relevant experience. Certification such as CFA, CQF or FRM will be an added advantage although not mandatory.
• Familiarity with Equities and Equity derivatives products and familiarity with multi-factor risk models
• Hands-on-experience of R or Python programming, familiarity with LaTeX, Markdown and Shiny
• Analytical mindset and problem-solving ability with a quantitative aptitude
• A team player with strong verbal and written communication skills with attention to details

To take up the role of the Technology Leader tasked with enabling the CIB Markets and Custody Services objectives through innovative use of Technology and data, Operating with an “1-in-the-box “mode, they collaborate closely with their product owner counterpart, while overseeing their tribe technology resources and both balancing cluster specific and enterprise-wide technology responsibilities.

Accountable for the technology strategy, stability, resilience and evolution of trading platforms across the Markets business, ensuring that trading, risk, market data, execution, post-trade and regulatory technology capabilities support business growth, operational resilience and client outcomes

Job Responsibilities

Technical Excellence

• Run the end-to-end technical estate for Markets and NIS, ensuring a resilience, cyber secure and predictable service can be rendered
• Invest in the health of the end-to-end technology stack, ensuring the domain is also equipped with best fit for purpose and modern capabilities
• Deliver integrated end-to-end solutions that transform the business and unlock customer and staff value
• Drive technical excellence by instilling modern engineering practices, leveraging AI as part of the SDLC. Drive engineering velocity by ensuring they are efficient and effective

Stakeholder management

• Build strong product owner relationships and delivers customer-centric solutions by using customer feedback and data to drive continuous improvements.
• Establish systems that encourage and reward partnering with others to innovate and maintain a future fit IT estate for the platforms being owned, ensuring that varied perspectives are included.
• Anticipate and balance the needs & priorities of multiple stakeholders.
• Share stakeholder feedback while inspiring others to consistently seek input and learn from their internal and external stakeholders.
• Promote an environment of high ethical standards and cross-cultural sensitivity in working with all stakeholders.
• Create an environment in which team members feel a strong sense of ownership and accountability toward creating the best possible customer experience.
• Build partnerships and works collaboratively with Product Owners and other stakeholders to meet shared objectives.
• Ensure Tribe management and Tech Engineering excellence
• Drive client specific technology enablement
• Take ownership of Group Technology project delivery

Instilling Innovation

• Create new and better ways for the organization to be successful by inspiring people to develop breakthrough solutions. Invests and takes risks to lead cutting-edge innovations that creates value.
• Guide team to hold each other and self-accountable for goals, adherence to policies and procedures.
• Track team metrics and milestones, redirecting effort, as necessary, for continued progress.
• Ensure Dependency mapping across products, platforms and automation initiatives.
• Set ways of working that leads to high velocity value creation and execution.
• Ensure adherence to risk and compliance governance to mitigate risk.

Process improvement and Problem resolution

• Implement the most effective and efficient processes to get things done, with a focus on continuous improvement.
• Motivate people to produce highest-quality outcomes and pursue continuous improvement.
• See that problems are well examined and improvements are integrated into all relevant work processes.
• Consistently achieves results, by creating, energy and an emphasis on excellence in the team, using productive behaviours. Builds a strong sense of urgency to exceed goals and beat deadlines.
• Tackle new problems, using both successes and failures as learning fodder.

Job Responsibilities Continue

Communication

• Develop and deliver multi-mode communications that convey a clear understanding of the unique needs of different audiences
• Engage diverse groups by communicating in a way that matches each group’s preference by listening carefully and probes beneath the surface to gain richer insight on others’ views.
• Gains the confidence by building a team with an exemplary reputation for reliability and for meeting even difficult commitments.
• Builds trust among people and groups by ensuring honest and up-front communication; maintains transparency.
• Develop and deliver multi-mode communications that convey a clear understanding of the unique needs of different audiences.
• Engage with diverse groups by communicating in a way that matches each group’s preference.
• Provide technology and strategy and leadership.

People Management and Development

• Steers others skilfully with a stabilizing presence and clear targeted coaching in order to make significant progress.
• Create a highly motivating atmosphere in which people feel energized and enthusiastic about achieving common goals. Trusts the team to make decisions and empowers them to make significant contributions.
• Develop people to meet both their career goals and the organization’s goals and remain future fit.
• Define future skills and development plans to ensure the skills are aligned to the adoption of modern technology
• Build long-term succession for key roles.
• Build a learning culture in the team by using teachable situations to offer insightful coaching.
• Recommends and facilitates activities and assignments that assist growth within the team.
• Gains the confidence and trust of others through honesty, integrity, and authenticity.
• Maintains high ethical standards and professional codes of conduct.
• Learns through experimentation when tackling new problems, using both successes and failures as learning fodder.
• Incorporates new concepts and principles into own expertise uses these fresh insights to solve problems.
• Provide coaching or support to keep people moving forward despite incomplete information.
• People, culture and team management – set clear objectives and KPIs, coaching and mentoring, stakeholder engagement.

Essential Qualifications – NQF Level

• Matric / Grade 12 / National Senior Certificate
• Professional Qualifications/Honour’s Degree

Preferred Qualification

• Bachelor – Information Technology / Information Systems
• BSc in Mathematical Sciences (Computational Science)
• BSc Financial Engineering
• BSc Actuarial Science and Financial Mathematics
• Beng Mechatronics

Preferred Certifications

• CQF – Certificate in Quantitative Finance
• ACI Dealing Certificate
• FRM – Financial Risk Management
• Cloud certification: Azure, AWS or Google Cloud
• Architecture certification: TOGAF or equivalent
• Cybersecurity or resilience certification: CISSP, CISM, CRISC or equivalent
• Agile / delivery certification: SAFe, Scrum, PMI-ACP or equivalent

Minimum Experience Level

Essential Requirements:

• IT Qualification: IT, Data and Engineering
• Type of experience:11 Years + Leading a multidisciplinary virtual team to deliver a technical capability to a large corporate organisation
• 5+ years at senior leadership level, with proven track record of strategic leadership
• Experience managing complex Technology matters in regulated banking environments

Leadership Capabilities

• Exceptional ability to influence and collaborate with Exco members and other relevant stakeholders
• Strong communication skills with capability to translate complex legal concepts for business audiences
• Proven ability to influence policy direction and framework development
• Proven ability to lead organisational change and transformation initiatives
• Demonstrated ability in building and scaling high-performance Product delivery teams

Technical / Professional Knowledge

• Proven ability to interpret complex regulatory requirements and translate them into practical business controls
• Proven experience in policy development and drafting of organisational frameworks
• Project leadership for major legal initiatives and transformations
• Experience in litigation and dispute resolution, managing high-stakes complex matters while protecting the bank’s interests
• Demonstrated ability to think strategically about legal issues within broader business contexts
• Deep understanding of banking business models and commercial implications of legal decisions
• Proven capability in anticipating emerging risks and opportunities in the evolving IT landscape
• Financial metrics: business case development, budget management, value realisation and managing total cost of ownership (TCO)

Behavioural Competencies

• Compelling Communication
• Building Customer Relationships
• Inspiring Excellence
• Driving Innovation
• Thriving in Ambiguity
• Personal Growth Orientation
• 360° Decision Making

VP, Quantitative Risk Analytics and Model Development, Singapore

We are mandated on a senior quantitative risk appointment, focused on advancing the firm’s risk modelling and analytical capabilities.

This is not a traditional risk management role. We are seeking an individual with exceptional quantitative ability, strong mathematical intuition, and advanced programming skills who enjoys solving complex analytical problems as much as managing stakeholders.

The successful candidate will be expected to operate comfortably across probability, statistics, stochastic processes, modelling theory, data analysis, and software development.

Candidates should be capable of discussing quantitative concepts in depth, defending modelling assumptions, and translating theoretical frameworks into practical solutions.

Individuals from quantitative risk, quantitative research, derivatives analytics, model validation, systematic trading, quantitative finance, or related disciplines are likely to be most relevant.

Candidates with exceptional quantitative credentials, especially CQF holders with advanced Python programming capability and a genuine interest in pushing the boundaries of risk modelling, are encouraged to apply.

Open to global applications with visa sponsorship provided as needed.

The Program consists of three months of classroom and practical training followed by on-the-job training.

The role entails

• Quantitative development
• Instrument pricing and validation
• Risk validation
• Business analysis
• Trading system development/configuration
• System Testing
• Strategic consulting

Education requirements

• Bachelors, Masters or Ph.D. Financial Risk Management, Financial Engineering, Computational Finance, Mathematics, Quantitative risk management or BMI etc., from a reputable university
• Knowledge of Financial instruments.
• Basic knowledge of derivative pricing is a must (Fixed Income, Interest Rate Derivatives, Money Markets, FX, Commodities)
• Basic knowledge of financial risk measures is a must
• Proficiency in one programming language is a must (Python, Java, C++, etc)
• Mathematics up to a second-year level (Calculus, Statistics, Linear Algebra and Differential equations )
• FRM, CFA, CQF, and PRM are advantageous

Consulting Skills

• Requirements Gathering – the ability to extract and understand client requirements
• Solution Design – the ability to create solutions given requirements
• Software development – the ability to implement designs
• Scoping – contribute to scoping and effort estimations
• System Configuration – the ability to configure systems and/or develop system software to deliver functional solutions to client system requirements
• Planning – the ability to plan task execution and deliver accordingly
• Documentation – the ability to document requirements, solutions, and configuration concisely
• Testing – the ability to define test cases for Unit tests, System Integration Tests, User Acceptance Tests, and Regression Tests
• System Training – the ability to train system developers and end-users
• Post-Implementation Support – the ability to support client queries post-implementation
• Stakeholder Engagement – the ability to engage relevant stakeholders and manage expectations
• Prioritisation – the ability to identify the object of the highest importance and execute accordingly
• Communication – the ability to convey relevant information in written and verbal form
• Interpersonal Skills – the ability to interact with other people, individually and in groups, through listening, effective speaking, and the ability to control and manage emotions
• Collaboration – the ability to work as a team to achieve a common goal