Jobs Archive

Internal Audit Officer – Focus Financial Risk Management

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

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

CFO Enterprise Risk Management Consultant (She He They) (ICH Europe)

Please see job role.

Associate – Digital Value Creation – TAS India

TAS is seeking talented professionals to join our fast-growing Digital Value Creation group (DVC) at the Associate level. DVC provides our clients value-creating insights from vast market, operational, and financial data. DVC professionals work closely with HL due diligence, valuation and investment banking teams alongside clients’ deal and operating teams. As a professional in the group, you will be teamed with highly talented and dedicated M&A professionals in various industry groups including Industrials, Consumer, Technology, Business Services and Financial Services. This opportunity provides you broad exposure to different transactional issues affecting businesses in an M&A environment.

This is a unique opportunity for someone with proficiency in data analytics along with experience in applying data analytics techniques to financial and operational analyses that is fundamental to an M&A process. DVC provides you ample exposure to the M&A and corporate finance industry and capital markets. You will further develop and extend your data analytics knowledge, and hone your interpersonal skills as you deliver valuable insights that derive transaction and strategic decision making for internal and external stakeholders.

Responsibilities

Participate in buy-side and sell-side M&A engagements and data-focused operational reporting engagements
Lead engagement tasks or workstreams within an engagement, taking ownership of the execution, and quality and timeliness of deliverable to clients
Communicate effectively with internal project teams as well as client teams, showing ability to put forth points of view and drive discussions towards required objectives
Gather, evaluate, sanitize, and organize applicable meta data
Prepare data workflows to clean and combine data from multiple sources
Prepare data visualizations and dashboards to deliver key insights
Generate insights on the drivers of business growth, profitability, and liquidity
Identify the key business risks and opportunities impacting business valuation
Be willing to learn and train peers in the advisory practice on data analysis and visualization tools
Continuously develop industry knowledge and qualifications
Be able to work on multiple assignments simultaneously
Support and actively participate in business development efforts
Review the work of team members to ensure desired quality and insights

Basic (must-have) Qualifications

Bachelor’s degree in technology / computer science / accounting / finance or quantitative finance, or similar (with concentration in data analytics or another quantitative field)
Experience in financial analytics based on sound understanding of financial statements like Profit & Loss and Balance sheet and ability to analyze financial and operating performance of a company
Hands-on experience in working on one of the data wrangling / ETL tool i.e. Alteryx, Dataiku etc.
Experience in, and sound knowledge of data visualization tools, either Tableau or Power BI
Strong command of Microsoft Excel formulas, PowerPivot, Power Query, etc.
Experience working in a global organization across different time zones, managing both internal and external stakeholders
Exceptional work ethic, high motivation, and a demonstrated ability and desire to work cooperatively with team members and client professionals
Strong analytical abilities
Conduct technical training and best practice sessions for team members
Exceptional verbal and written communication skills

Preferred (good-to-have) Qualifications

Post graduate degree or diploma, or certification in any of the above fields of study or business administration (for instance MBA, CFA, CQF etc.)
Experience in M&A and financial consulting areas such as Financial due diligence, Valuation, Financial Planning & Analysis will be a strong advantage
Strong command of at least one programming language Python, R, VBA
Prior work experience in relational database management systems (including experience in SQL Server, Snowflake, or similar)

Work experience

3 (three) to 7 (seven) years of professional experience

Fitch Learning Senior Director, Head of CQF Institute – London, UK

Fitch Learning is a leader in financial services training. With unrivaled breadth and depth, the company delivers learning solutions for apprentices, graduates, and those with 10+ years’ experience in Financial Services. Our offerings include expert faculty, e-learning, coaching, and blended assessments, improving individual and collective business performance.

Working at Fitch Learning provides the opportunity to be part of a global leader in financial education, committed to delivering cutting-edge training solutions. You’ll collaborate with a team of experts dedicated to empowering professionals with the skills and knowledge needed to excel in the finance industry. By joining us, you’ll be at the forefront of innovation in professional education, contributing to impactful learning experiences that drive career advancement and industry success.

Fitch Learning is currently seeking a Senior Director & Head of CQF Institute, based in our London office, reporting to the Managing Director of the CQF Institute. About The Team You will build services, new revenue streams, and products in a growth-focused environment with strong organizational backing, establishing thought leadership and influencing industry direction. With autonomy to drive strategic initiatives, you’ll collaborate across Fitch Learning’s global network, working closely with senior stakeholders and advisory boards to align with market needs. You’ll partner with industry practitioners and academic institutions to expand reach, leveraging robust data and cross-functional support to inform decisions and accelerate delivery. You will lead a mission-driven team, gain exposure to global markets, and be empowered to experiment and implement best practices that enhance member value and organizational impact.

How You’ll Make An Impact

Institute Growth & Strategic Development: Develop and execute a comprehensive growth strategy to expand the CQF Institute’s membership; identify and capitalize on new market opportunities within the global quantitative finance community; build strategic partnerships with financial institutions, academic bodies, and industry associations
Revenue Diversification & Product Innovation: Enhance and expand premium membership offerings to drive retention and growth and deliver compelling value; develop new programs that address market gaps; create innovative services that generate sustainable new revenue streams
Thought Leadership & Industry Positioning: Establish a robust thought leadership agenda; represent the Institute at senior industry forums, conferences, and events globally; cultivate relationships with C-suite executives, regulators, and key stakeholders across markets
Member Value & Career Development: Build comprehensive career development pathways and resources that support members throughout their professional journey; establish employer partnerships and networking opportunities; increase employer adoption of CQF as a required or preferred qualification
Organizational Excellence & Governance: Chair advisory boards comprised of industry leaders to guide strategic direction and maintain Institute relevance; establish robust governance frameworks, operational structures, and scalable processes for sustainable growth; build and lead a high-performing team, fostering a culture of innovation and member-centricity; ensure financial sustainability through effective resource allocation and commercial discipline

You May Be a Good Fit If You

Have a CQF qualification (or willingness to complete the CQF upon employment)
Demonstrate 15+ years of progressive leadership experience in financial services, professional associations, fintech, or related industries
Bring proven expertise in product development and commercialization, particularly launching membership programs or certification products
Possess strong strategic thinking, analytical, and problem-solving skills with the ability to translate vision into executable plans
Have experience building and leading high-performing teams while driving organizational change
Exhibit exceptional relationship management capabilities with gravitas to engage C-suite executives and senior industry stakeholders
Demonstrate a deep understanding of the quantitative finance landscape and evolving professional development needs
Show strong commercial acumen with experience identifying market opportunities and building sustainable business models
Are a highly collaborative, entrepreneurial leader comfortable with ambiguity and capable of operating autonomously
Have excellent interpersonal, communication, and presentation abilities with experience representing organizations at senior forums
Exhibit a high level of professionalism, integrity, and quality, serving as a credible ambassador for the Institute
Possess experience establishing and chairing advisory boards or governance committees

What Would Make You Stand Out

Direct experience leading the growth of a professional body, membership organization, or certification institute within financial services
An existing network and relationships within the global quantitative finance community, with demonstrated ability to influence at senior levels
Thought leadership credentials through published research, speaking engagements, or industry recognition
Experience operating in a matrix organization with proven ability to influence cross-functionally and collaborate with diverse stakeholder groups
A track record of building and scaling new business initiatives from concept to sustainable revenue generation

KPIs

Direct experience leading the growth of a professional body, membership organization, or certification institute within financial services
An existing network and relationships within the global quantitative finance community, with demonstrated ability to influence at senior levels
Thought leadership credentials through published research, speaking engagements, or industry recognition
Experience operating in a matrix organization with proven ability to influence cross-functionally and collaborate with diverse stakeholder groups
A track record of building and scaling new business initiatives from concept to sustainable revenue generation

Why Choose Fitch

Hybrid Work Environment:3 days per week in the office; 2 days remote
A Culture of Learning & Mobility: Dedicated trainings, leadership development and mentorship programs designed to ensure that your time at Fitch will be a continuous learning opportunity
Investing in Your Future: Retirement planning and tuition reimbursement programs that empower you to achieve your short and long-term goals
Promoting Health & Wellbeing: Comprehensive healthcare offerings that enable physical, mental, financial, social, and occupational wellbeing
Supportive Parenting Policies: Family-friendly policies, including a generous global parental leave plan, designed to help you balance career and family life effectively
Inclusive Work Environment: A collaborative workplace where all voices are valued, with Employee Resource Groups that unite and empower our colleagues around the globe
Dedication to Giving Back: Paid volunteer days, matched funding for donations and ample opportunities to volunteer in your community
At Fitch Group, the combined power of our global perspectives is what differentiates us. Our global network of colleagues comes together to accomplish things greater than they ever could alone.

Finance Expert – Risk

xAI’s mission is to create AI systems that can accurately understand the universe and aid humanity in its pursuit of knowledge. Our team is small, highly motivated, and focused on engineering excellence. This organization is for individuals who appreciate challenging themselves and thrive on curiosity. We operate with a flat organizational structure. All employees are expected to be hands-on and to contribute directly to the company’s mission. Leadership is given to those who show initiative and consistently deliver excellence. Work ethic and strong prioritization skills are important. All employees are expected to have strong communication skills. They should be able to concisely and accurately share knowledge with their teammates.

About the Role

As a Finance Risk Expert, you will be essential in advancing xAI’s cutting-edge AI systems by providing high-quality annotations, expert evaluations, and detailed risk reasoning using specialized labeling tools. You will collaborate closely with technical teams to support the development and refinement of new AI capabilities, with a primary focus on quantitative financial risk management domains.

Your expertise will drive the selection and rigorous resolution of complex risk-related problems — including market risk modeling, credit and counterparty risk, liquidity and funding risk, operational and model risk, stress testing & scenario analysis, Value at Risk (VaR)/Expected Shortfall (ES), risk attribution, capital allocation (economic/regulatory), and enterprise-wide risk frameworks under regulatory regimes (Basel, Dodd-Frank, IFRS 9, etc.). This role requires exceptional quantitative rigor, rapid adaptation to evolving guidelines, and the ability to deliver precise, technically sound critiques, derivations, and solutions in a fast-paced environment.

Finance Risk Expert’s Role in Advancing xAI’s Mission

As a Finance Risk Expert, you will directly support xAI’s mission by helping train and refine frontier AI models. You will teach the models how risk professionals quantify uncertainties, model tail events, assess portfolio vulnerabilities, ensure regulatory compliance, perform stress testing, and make data-driven decisions to protect capital and maintain financial stability.

This involves generating high-quality data across text, voice, and video formats: detailed annotations, model critiques, step-by-step risk calculations, audio explanations of methodologies, and occasional structured video sessions. We seek individuals enthusiastic about these core data-generation activities to advance xAI’s goals in scientific discovery, complex system reasoning, and real-world risk assessment.

Scope

Finance Risk Experts provide labeling, annotation, evaluation, and expert reasoning services in text, voice, and video modalities to support model training and evaluation. Tasks may include recording audio walkthroughs of risk models, participating in video-based scenario reasoning, or producing detailed quantitative risk analysis traces — all essential functions to fulfill xAI’s mission. All outputs are considered work-for-hire and owned by xAI.

Responsibilities

Use proprietary annotation and evaluation software to deliver accurate labels, rankings, critiques, and comprehensive solutions on assigned projects
Consistently produce high-quality, curated data that adheres to strict quantitative and regulatory standards
Collaborate with engineers and researchers to develop and iterate on new training tasks, risk-specific benchmarks, and evaluation frameworks
Provide constructive feedback to improve the efficiency, precision, and usability of annotation and data-collection tools
Select and solve challenging problems from financial risk domains where you have deep expertise — examples include:
- Market risk modeling (VaR, ES, historical/s Monte Carlo simulation, parametric methods)
- Credit risk and counterparty credit risk (PD/LGD/EAD modeling, CVA/DVA/FVA, wrong-way risk)
- Liquidity risk and funding risk (LCR/NSFR, stress liquidity gaps, contingent funding)
- Operational and model risk assessment & governance
- Stress testing, scenario analysis, and reverse stress testing (CCAR/DFAST, ICAAP)
- Risk attribution, decomposition, and backtesting frameworks
- Economic capital, regulatory capital (Basel III/IV), and risk-adjusted performance metrics (RAROC)
- Climate/ESG risk integration and emerging non-financial risks
Deliver rigorous critiques of model outputs, alternative approaches, mathematical derivations, sensitivity analyses, and quantitative reasoning traces when evaluating AI responses
Interpret, analyze, and execute tasks efficiently based on detailed (and sometimes evolving) instructions

Key Qualifications

Master’s or PhD in a quantitative discipline: Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Econometrics, Risk Management, Operations Research, Physics, Computer Science (with risk/finance focus), or closely related field or equivalent professional experience as a quantitative risk analyst, risk modeler, or risk quant
Excellent written and verbal English communication (technical reports, regulatory documentation, explanatory breakdowns)
Strong familiarity with financial risk data sources and platforms (Bloomberg, Refinitiv, Moody’s Analytics, S&P Capital IQ, RiskMetrics, internal bank risk systems, regulatory filings, Basel/FRB datasets, etc.)
Exceptional analytical reasoning, attention to detail, and ability to exercise sound judgment with incomplete or ambiguous data
Genuine passion for quantitative risk management, financial stability, regulatory frameworks, extreme event modeling, and the application of frontier AI to risk problems

Preferred Qualifications

Professional experience in quantitative risk management, model development/validation, or risk analytics at a bank, hedge fund, asset manager, insurance company, regulator, or consulting firm (e.g., market/credit risk quant, model risk management)
Track record of publication(s) or contributions in refereed journals/conferences on risk, econometrics, statistics, or quantitative finance
Prior teaching, mentoring, or training experience (university, industry workshops, regulatory training)
Proficiency in Python/R for risk modeling (pandas, NumPy, SciPy, statsmodels, QuantLib, PyTorch/TensorFlow for ML risk models, etc.) and familiarity with risk systems (Murex, Calypso, Numerix, etc.)
Experience with Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, or machine learning for risk (anomaly detection, credit scoring, etc.)
Knowledge of regulatory capital frameworks (Basel III/IV, FRB CCAR, SR 11-7 model risk guidance, IFRS 9/CECL, Solvency II)
CFA, FRM, PRM, CQF, or similar risk-focused certifications
Previous exposure to large language models, AI safety, or quantitative evaluation pipelines (strong plus)

Location & Other Expectations

This position is based fully remote.
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.

MSFS, Portfolio Analytics – Quant

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

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

Fund Services. Senior Risk Analyst (Risk Transparency)

Responsibilities

Your Role:

You will produce accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies in a timely manner
Resolve all queries to risk reports
Support the new business process – on-boarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulations)
Be involved in the maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools
Perform operational risk management – risk reporting process documentation, improving processes through increasing level of automation, ensure consistent application of CFS policies and procedures, identify and appropriately communicate potential internal and external risks.
Assist relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues, participate in communication/escalation aspects of complex issues resolution
Contribute to cross functional training initiatives

Qualifications About You:

You have a quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA)
A quick learner who is self-motivated and demonstrates a strong attention to detail while multi-tasking
Excellent oral and written communication skills and interpersonal skills
Proficient in Excel, VBA, SQL and Python
2-5 years of experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk management of OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit
Knowledge of investment risk measurement and management under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous

Finance Expert – Quantitative Trading

As a Quantitative Trader, you will play a key role in improving xAI’s advanced AI systems by delivering high-quality annotations, evaluations, and expert input using specialized labeling tools. You will collaborate closely with our technical teams to support the development and refinement of new AI capabilities, with a particular emphasis on quantitative trading domains.

Your expertise will help select and solve challenging problems in systematic and quantitative strategies — including statistical arbitrage, factor investing, market microstructure modeling, high-frequency / execution algorithms, risk premia harvesting, machine learning-based alpha generation, and portfolio optimization under realistic constraints. This role requires strong analytical thinking, rapid adaptation to evolving guidelines, and the ability to provide rigorous, technically sound critiques and solutions in a fast-moving environment.

Quantitative Trader’s Role in Advancing xAI’s Mission

As a Quantitative Trader, you will directly contribute to xAI’s mission by helping train and refine our frontier AI models. You will teach the models how quantitative traders reason, model markets, evaluate signals, manage risk, and interact with complex financial data and systems.

This involves providing high-quality data in various formats (text, voice, video), writing detailed annotations, critiquing model outputs, recording audio explanations, and occasionally participating in structured video sessions. We are looking for individuals who are enthusiastic about these data-generation activities, as they form a core part of advancing xAI’s goals in scientific discovery and real-world reasoning.

Scope

Quantitative Traders provide labeling, annotation, evaluation, and expert reasoning services across text, voice, and video data modalities to support model training and evaluation. The role may include recording audio responses, participating in video-based tasks, or producing step-by-step quantitative reasoning traces — all of which are essential job functions required to fulfill xAI’s mission. All outputs are considered work-for-hire and owned by xAI.

Responsibilities

Use proprietary annotation and evaluation software to provide precise labels, rankings, critiques, and detailed solutions on assigned projects
Deliver consistently high-quality, curated data that meets strict technical and scientific standards
Collaborate with engineers and researchers to support the creation and iteration of new training tasks and evaluation benchmarks
Provide feedback that helps improve the usability, efficiency, and precision of annotation and data-collection tools
Select and solve complex problems from quantitative trading domains where you have deep expertise — examples include:
- Factor model construction and signal combination
- Market microstructure and order book dynamics
- Statistical arbitrage and pairs/cointegration strategies
- ML-driven alpha generation and feature engineering
- Optimal execution algorithms and transaction cost modeling
- Portfolio construction under constraints (risk, turnover, sector, etc.)
- Risk modeling and stress-testing frameworks
Deliver rigorous model critiques, alternative solutions, mathematical derivations, and quantitative reasoning when evaluating AI outputs
Interpret, analyze, and execute tasks efficiently based on detailed (and sometimes evolving) instructions

Key Qualifications

Master’s or PhD in a strongly quantitative field: Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Computer Science (with finance focus), Physics, Operations Research, Econometrics, or closely related discipline or equivalent professional experience as a quantitative researcher / systematic trader
Excellent written and verbal communication in professional English (both technical and explanatory styles)
Deep familiarity with financial data sources and platforms (Bloomberg, Refinitiv, FactSet, Capital IQ, SEC EDGAR, CRSP/Compustat, TAQ, earnings transcripts & call databases, alternative data providers, etc.)
Exceptional analytical reasoning, attention to detail, and ability to make sound judgments with incomplete information
Genuine passion for quantitative methods, systematic trading, machine learning in finance, and frontier AI technology

Preferred Qualifications

Professional experience in quantitative trading, systematic strategies, or quant research at a hedge fund, prop trading firm, asset manager, or investment bank
Track record of publication(s) in refereed journals/conferences in finance, econometrics, machine learning, or related fields
Prior teaching, mentoring, or tutorial experience (university level or industry training)
Working proficiency in Python (pandas, NumPy, SciPy, scikit-learn, PyTorch/TensorFlow, statsmodels, polars, etc.) and/or R for financial modeling and data analysis
Familiarity with backtesting frameworks, vectorized computation, and handling large financial datasets
CFA, FRM, CQF, CAIA or similar professional designations
Experience with high-frequency data, execution algorithms, or market microstructure research
Previous work involving large language models, reinforcement learning, or AI evaluation pipelines (a strong plus)

Location & Other Expectations

This position is based fully remote.
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.

Technology Product Owner

At Barclays, we don’t just adapt to the future – we create it. Embark on a transformative journey as Technology Product Owner, where you’ll play a pivotal role in shaping the future of wholesale credit risk (WCR) – Tech team where product business analysts (BAs) coordinate, plan, and perform analysis tasks for specialist applications, managing internal domain analysis resources for program components. You’ll ensure the right design is delivered by working with application owners to define business requirements and feeding these into development teams, ensuring solutions are designed with both short and long-term business objectives in mind, leveraging their knowledge to inform logical solutions. You’ll have to engage with stakeholders at all levels, communicate clearly, and adapt to changing requirements. Additionally, you’ll support the testing strategy, resolve defects, and assist in system training. You will play a crucial role in stakeholder management, building effective relationships and promoting collaborative communication. The team facilitates decision-making processes and supports transformation projects by incorporating stakeholder input.

To be successful as a Technology Product Owner, you should have experience with:

Experience in agile project delivery for Risk, especially Credit Risk in Investment or Corporate Banking.
Credit Risk Experience Knowledge of counterparty grading, limit management, and credit reviews.
Risk Metrics Understanding of Probability of Default, Loss Given Default, and Exposure at Default.
SDLC Experience Proven experience in defining requirements, testing, and implementation.
Project Delivery Delivered major projects from inception to implementation. Change Initiatives Worked on medium to large scale change initiatives.
Agile Tools Familiar with Jira and Confluence.
Technical Skills Experience with SQL queries and data models.
Data Analysis Understanding data concepts and performing data analysis.

Some Of Highly Valued Skills May Include

Any Postgraduate/MBA with experience working in Investment Banking institutions.
Professional qualifications (e.g. CFA, FRM, CQF) would be added benefit, though not mandatory.

You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.

The location for this role is Pune, IN.

Purpose of the role To support the organisation, achieve its strategic objectives by the identification of business requirements and solutions that address business problems and opportunities.

Accountabilities

Identification and analysis of business problems and client requirements that require change within the organisation.
Development of business requirements that will address business problems and opportunities.
Collaboration with stakeholders to ensure that proposed solutions meet their needs and expectations.
Support the creation of business cases that justify investment in proposed solutions.
Conduct feasibility studies to determine the viability of proposed solutions.
Support the creation of reports on project progress to ensure proposed solutions are delivered on time and within budget.
Creation of operational design and process design to ensure that proposed solutions are delivered within the agreed scope.
Support to change management activities, including development of a traceability matrix to ensure proposed solutions are successfully implemented and embedded in the organisation.

Vice President Expectations

Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment.
Manage and mitigate risks through assessment, in support of the control and governance agenda.
Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does.
Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business.
Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies.
Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions.
Adopt and include the outcomes of extensive research in problem solving processes.
Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.

All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.