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We are seeking a Senior Associate to join our Portfolio Analytics team, supporting performance, exposure, and risk attribution analysis for hedge fund portfolios using multi‑factor models. The role also contributes to the development and testing of systematic quantitative solutions across the firm’s hedge fund platform.

Established in 2004, Morgan Stanley Fund Services (MSFS) is a global business within the Institutional Equities Division(IED), providing fund administration services for over $700 billion in assets across 350+ hedge funds, private equity, and large family office clients . Our best‑in‑class offering spans accounting and investor services, portfolio analytics, middle‑office functions, regulatory and financial reporting, and tax services.

MSFS operates with a global team of 1,400+ professionals across New York, London, Glasgow, Dublin, Mumbai, Bengaluru, and Hong Kong. Joining MSFS offers a dynamic, collaborative environment with opportunities for continuous learning, innovation, and meaningful impact for our clients and the broader Morgan Stanley franchise.

About the Portfolio Analytics Team

The MSFS Portfolio Analytics team is a globally connected, client‑servicing group delivering advanced risk and performance insights to hedge fund clients. The team partners closely with clients and internal stakeholders to produce high‑quality analytics and bespoke reporting.

This differentiated MSFS service focuses on customized analytics to meet complex client requirements. Team members actively contribute to the development of new analytical capabilities through ad‑hoc scripting, automation initiatives, and collaboration with technology partners. We value problem‑solving, intellectual curiosity, and continuous improvement .

What You’ll Do

• Deliver periodic and bespoke quantitative analysis related to portfolio exposure, risk, and performance
• Support client engagement by partnering with global coverage teams to address client queries on factor and attribution analysis
• Produce customized client reports involving risk and performance calculations
• Contribute to automation and scalability of bespoke analytics using R, VBA, Python, or technology‑enabled solutions
• Participate in ideation and development of new quantitative products, including systematic processes supporting pre‑trade analytics and content generation

What You’ll Bring

• Master’s degree in a quantitative discipline such as Financial Engineering, Mathematics, Statistics, or Computing, with 2–4 years of relevant experience
• Professional certifications (CFA, CQF, FRM) are an advantage
• Strong understanding of equities and equity derivatives, with familiarity in multi‑factor risk models
• Hands‑on programming experience in R or Python ; familiarity with LaTeX, Markdown, and Shiny is preferred
• Strong analytical and problem‑solving skills with a quantitative mindset
• Effective verbal and written communication skills, strong attention to detail, and the ability to work collaboratively in a global team environment

Isilumko Staffing is recruiting for a Quantitative Analytics Consultant to join the client’s Global Markets portfolio in Sandton. This role is pivotal in ensuring that global trading strategies are effective, scalable, and aligned with broader business objectives.

Key Responsibilities

• Collaborate with cross-functional teams to analyse and document existing non-linear trading functionality.
• Evaluate the financial costs associated with risk and uncertainty.
• Lead solution design for future trading integration requirements using APIs and backend systems.
• Act as a liaison between technical teams and business stakeholders to ensure seamless project execution.
• Provide expert support and training to internal teams and platform clients.
• Conduct regular product reviews to ensure alignment with evolving market needs.

Minimum Qualifications

• BSc in Mathematical Sciences (Computational Science)
• BSc Financial Engineering
• BSc Actuarial Science / Financial Mathematics
• BEng Mechatronics
• CQF (Certificate in Quantitative Finance)
• ACI Dealing Certificate
• Minimum 5 years’ experience

Experience & Technical Skills

• Strong experience with trading platforms such as Front Arena, Murex, or Calypso
• Proficiency in one or more: Python, C++, SQL, VBA, R, Matlab, Golang
• Strong analytical and problem-solving capability, including system analysis
• Experience in financial modelling and risk management practices
• Proven ability to design, execute, and validate projects end-to-end
• Strong stakeholder engagement and communication skills
• Experience working across cross-functional teams

Key Competencies

• Strategic thinking and alignment to business goals
• Leadership and team coordination
• Adaptability in fast-changing market environments
• Client relationship management

We are proud to have been helping our clients build better financial futures, for over 50 years. How have we achieved this? By working together – and supporting each other – all over the world. So, join our Investment Solutions and Services (ISS) Delivery team and feel part of something bigger.

About Your Team ISS Delivery is responsible for the design and delivery of all changes in business process and/or technology solutions that support the growth for Fidelity’s Global Investment Solutions & Services business. We partner with Investment Management, Asset Management Operations and Distribution teams across London, Hong Kong, Tokyo, Toronto, Australia, Singapore, and China.

About your role Fidelity is investing in several strategic programmes that aim to provide end-to-end solutions and enable the next evolutionary stage of our Investment Management business. These initiatives span multiple asset classes and include Research, Sustainable Investing, Quantitative & Systematic Investing, Portfolio Construction, Order Generation & Execution Management, and Investment Risk & Analytics.

As part of the front office technology & change team, you will work closely with global stakeholders and deliver value to functions including (but not limited to) Research, Client Propositions, Equity, Fixed Income, and Solutions & Multi-Asset.

This role delivers solutions to enhance portfolio performance, operational efficiency, and client outcomes worldwide.

Key Responsibilities

As a business analyst, you will:

• Partner with Systematic Equities portfolio managers, researchers, and quant teams to gather requirements and translate requirements into scalable technology solutions.
• Analyse front-office Systematics workflows across alpha generation, rebalancing, optimization, risk analytics, identifying opportunities to streamline processes and reduce operational risk.
• Collaborate with architects, engineers, and analysts across regions to design solutions with global consistency.
• Produce high quality documentation, including requirements, analysis, and processes mapping/optimisation.
• Manage end-to-end delivery of projects, from inception through completion, with a focus on business outcomes.
• Provide user support and training on technology platforms and tools to maximise adoption and efficiency.
• Prepare presentations for senior leadership and support project monitoring & reporting.

About You With a solid background in the analysis, design and implementation of complex investment management technology solutions, you’re the specialist we need. You bring:

• Over 10 years in investment management technology spanning research, portfolio management combined with hands-on Systematic Equities experience across statistical models, alpha signals, factor frameworks, risk Analytics and automated trade workflows.
• Proven experience delivering end-to-end systems implementation, from specification to deployment.
• Knowledge of portfolio construction tools, processes, and data (e.g. holdings, benchmarks, fund look-through).
• Ability to work effectively with global stakeholders and teams at all levels of the business.
• Excellent communication skills, with the ability to convey complex ideas to non-technical audiences.
• Strong problem-solving and team-building skills.
• A degree level education in MBA Finance (Full time) or with professional qualifications (CFA, FRM, CQF) is considered advantageous.

This job is with Deutsche Bank, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Position Overview Role Description The Strategic Production and Analytics of Risk function within Group Strategic Analytics is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms. You will work with Market Risk Managers, RNIV Quants, Risk Methodology experts to enable accurate risk measurement and help set up processes for BAU implementation. This role also involves performing controls and checks to ensure completeness and accuracy of the metric in scope. The role requires application of qualitative and quantitative techniques to analyse the data and a deep understanding of Valuation Controls such as IPV (independent price verification), FVA (fair value adjustment) or Pruval (prudent valuation).

Group Strategic Analytics Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

Our People Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients.

What We’ll Offer You As part of our flexible scheme, here are just some of the benefits that you’ll enjoy

• Best in class leave policy.
• Gender neutral parental leaves.
• 100% reimbursement under childcare assistance benefit (gender neutral).
• Sponsorship for Industry relevant certifications and education.
• Employee Assistance Program for you and your family members.
• Comprehensive Hospitalization Insurance for you and your dependents.
• Accident and Term life Insurance.
• Complementary Health screening for 35 yrs. and above.

Your Key Responsibilities

• Run all production process and controls to check completeness, accuracy and timeliness of the metrics in scope.
• IPV, FVA, Pruval, Levelling & Day1 of various products for Global Valuations team.
• Investigating significant variances / tolerance breaches including handling queries from Front Office related to valuation / prices provided and explain drivers of moves including support with complex analysis, evaluation and decision making.
• Reporting and MIS pack preparation for senior product control management, Front Office, Risk Management and Finance.
• Identify and remediate exceptions that are raised during metric calculations – both at individual Asset Class level and at DB Group level.
• Provide analytical support to Risk Managers and FO Strats to facilitate risk management / improve risk management models / drive business decisions.
• Contribute to methodological enhancements, including quantitative impact analysis. Applying experience and subject matter expertise to perform Run-the-bank tasks such as market risk capital charge impact analysis for methodology, continuous improvement of processes and controls.
• Liaising with Market Risk Managers, FO Quants, Change teams and Methodology to perform deep dives on data / model challenges in new market risk models / valuation risk & capital models.
• Prepare for model governance and Regulatory review process.
• Help specify requirements and test functionalities for seamless implementation of new workflow/data/process enhancements – coordinating with Strats, FO and valuation control functions.

Your Skills And Experience

• A strong, relevant background and 5+ years of experience working in an international Bank or comparable experience.
• Strong analytical skills demonstrated by a background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background.
• Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX, Commodities or in Counterparty Credit risk.
• Experience in valuation models and pricing techniques.
• Market risk, Middle office, Valuations or Product control background with relevant subject matter expertise in one of the three disciplines.
• Understanding of various functions: IPV, FVA, Pruval, Levelling & Day1or FRTB regulations, or experience in other Market Risk Regulatory areas.
• Knowledge of languages such as Python is mandatory.
• Excellent communication skills and attention to detail.
• Strong analytical, problem solving and critical thinking skills with ability to cope well under pressure and tight timelines.
• A track record of working in a RTB (Production) environment with senior stakeholders with minimal oversight.
• Certification such as FRM or CFA or CQF is preferred.

How We’ll Support You

• Training and development to help you excel in your career
• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs

As a team member in Finance at Nationwide, a Fortune 100 company with nearly $70 billion in annual sales, the opportunities are endless! Let Nationwide help create your career journey! At Nationwide®, “on your side” goes beyond just words. Our customers are at the center of everything we do and we’re looking for associates who are passionate about delivering extraordinary care.

About the Role: As a Predictive Modeler on our Commercial Modeling team, you will play a crucial role in developing and maintaining predictive models that drive our commercial pricing strategies. This position offers a unique blend of data science and actuarial responsibilities, providing an exciting opportunity to work on innovative projects and collaborate with a diverse team of professionals.

Key Responsibilities

• Model Development: Engage in both new model builds and enhancements of existing models, ensuring they meet business needs and industry standards.
• Technical Expertise: Utilize your coding skills in R, Python, or SQL to develop and maintain complex quantitative models.
• Collaboration: Work closely with team members and business partners across the finance organization to develop creative solutions to business problems.
• Risk Management: Implement financial engineering, data science, and statistical techniques for risk management and business applications.

Ideal Candidate Profile

• Technical Proficiency: Strong coding skills in R, Python, or SQL, with a solid understanding of data science techniques and actuarial concepts.
• Analytical Skills: Excellent analytical and problem-solving abilities, with experience in financial risk modeling or actuarial functions.
• Educational Background: Undergraduate studies in finance, accounting, economics, statistics, mathematics, or related fields. Graduate-level studies and progress toward actuarial certifications (e.g., ACAS, FCAS) are preferred.
• Collaborative Spirit: Ability to work effectively in a team setting, with strong written and verbal communication skills.
• Adaptability: Willingness to learn and adapt quickly, with a proactive approach to continuous improvement.

Work Arrangements: We prefer candidates based in Columbus, OH, Des Moines, IA or Scottsdale, AZ. This role may also be staffed fully remote. This role will be staffed at the G5 internal pay band.

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 Consultant, you’ll work on projects associated with the design, development, and application of unique risk models. You’ll need a basic understanding of broad business objectives and will work with business partners across the finance 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.
• Completes regular testing of risk limits to provide distinct management guidance on asset allocation, risk transfer and product growth decisions.
• Owns complex quantitative modeling processes and philosophies. Identifies industry standards to understand if models are working as intended.
• Collaborates to ensure that consistent model assumptions, processes and outputs are well understood and that modeling standard methodologies are upheld.
• Reviews and analyzes model output to identify model limitations and their impact. Provides corrective quantitative methods.
• Crafts and updates model documentation for business continuity purposes.
• Collaborates to develop creative solutions to 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.

Experience: Typically, five or more years of related work experience in financial risk modeling or actuarial functions.

Knowledge, Abilities and Skills: Working knowledge of machine learning, stochastic processes, Monte Carlo simulations, sampling methods and other statistical techniques applicable to specialized risk modeling. Prefer mathematical knowledge of specialized risk models such as those used in hedging, economic scenario generation, catastrophe, credit risk, etc. Solid understanding of risk management operations such as asset-liability management, portfolio risk assessment, hedging, etc. Proficient written and verbal communication skills. Intermediate proficiency with Excel and common statistical software such as R, SAS, Python, or MATLAB.