Principal Internal Audit Financial Risk Modeling SME

Prestigious Financial Company is currently seeking a Principal Internal Audit Financial Risk Modeling SME. Candidate will provide subject matter expertise and strong execution skills to the Internal Audit, Financial Risk and Modeling Audit Team, executing multiple concurrent projects such as model risk assessments, model validation monitoring, and detailed model testing supporting internal audits and validations.

Responsibilities:

Support the implementation of strategic plans and advise on the Internal Audit procedures and guidelines.

Assess and opine on the implementation and maintenance of its financial risk management framework, confirming alignment with organizational objectives and regulatory requirements.

Coordinate the risk assessment activities with the Quantitative Risk Management (first-line) and Model Risk Management (second-line) teams.

Develop and execute assessments related to Prefunded Resources (e.g., margin requirements, clearing fund contributions, stress testing of resource sufficiency, and liquidity risk monitoring).

Provide technical expertise and guidance to the IA team in executing their responsibilities.

Confirm proper scope and resource allocation to deliver on schedule.

Leverage advanced mathematical and statistical modeling and analysis techniques to assess model design and performance (e.g., model methodologies, assumptions, parameter calibration, input data quality, and model outputs).

Maintain the Internal Audit quality standards across all deliverables and collaborate with stakeholders to ensure that financial and operational risks are effectively identified, assessed, and managed.

Department Oversight

Support and maintain IA infrastructure (Policies, Procedures, Standards, Guidance, Audit Universe, Risk Assessments, Co-Sourcing Management, Service Quality, Regulatory Management and Stakeholder Management) in alignment with Regulators, IIA Standards and designation requirements.

Contribute to the development of annual budget recommendations supporting the risk-based audit plan.

Coordinate with the Operations team and Co-Source relationship to manage staffing needs for plan execution.

Leadership

Support the design and implementation of strategic initiatives related to audit programs/processes, technology, or other initiatives related to assurance and consultative services for Financial and Model Risk.

Plan, execute, and report on risk-based and special request audit assignments.

Identify regulatory, operational, and/or strategic risks to the organization and develop recommendations for improvements.

Build and maintain effective relationships with business groups and management.

Delivery

Contribute to the development of risk assessment and comprehensive audit plan.

Manage multiple audits and validations simultaneously.

Execute audit projects in accordance with the annual audit plan.

Confirm audit quality, accuracy of results, and timely delivery.

Quality

Apply professional principles and standards (e.g., AICPA, IIA GIA, COSO, SR 11-7) in risk management activities and control evaluations.

Maintain knowledge of policies, procedures, standards, and supporting technologies in risk identification and mitigation.

Stay informed of industry practices, model methodologies, and emerging risks within financial services and propose improvement recommendations.

Participate in department-wide activities such as peer reviews of audit deliverables.

 

Qualifications:

Strong verbal and written communication skills with the ability to effectively convey complex information to various stakeholders.

Proven analytical and critical thinking abilities to address business challenges.

Ability to develop and present comprehensive reports and recommendations based on data analysis.

Demonstrated capability to manage multiple projects while meeting deadlines.

Ability to manage the assessment of quantitative models approaches and tools.

Ability to work independently or as part of a team, prioritizing multiple audit assignments to simultaneously complete each in a timely fashion.

 

Technical Skills

[Required] Proficiency in Microsoft Office applications.

[Required] Strong proficiency using Archer or other audit or Governance Risk and Compliance (GRC) software.

[Preferred] Seasoned expertise on understanding and managing financial risks related to financial derivatives portfolios, particularly options on equities.

[Preferred] Experience in evaluating the pricing of complex derivatives and performing advanced statistical analysis on underlying risk factors.

[Preferred] Experience with reviewing and auditing risk management models for derivatives using methodologies such as Historical VaR, Monte Carlo simulation, TIMS and SPAN.

[Preferred] Proficiency in quantitative or statistical tools (e.g., Python, R, MATLAB, SAS) to support model audit and testing procedures.

[Preferred] Familiarity with model risk management practices including validation, backtesting, and performance monitoring.

 

Education and/or Experience

Minimum of 8 years working in a dynamic business environment

Proven track record of implementing and overseeing operational processes and procedures.

Experience in developing and maintaining professional relationships with internal and external stakeholders.

[Preferred] Industry-specific experience in relevant field (e.g., Financial Services, Technology, or related sectors)

[Required] Experience in financial risk model analysis or assessments and stress testing methodology.

[Preferred] Master’s degree in finance, economics or a quantitative field possessing strong quantitative, analytical, and problem-solving skills.

[Preferred] Experience with assessments or audits of Financial Risk Management or Models.

Certificates or Licenses

Certification such as Financial Risk Manager (FRM), Certificate in Quantitative Finance (CQF), Chartered Financial Analyst (CFA), Certified Financial Services Auditor (CFSA), Certified Internal Auditor (CIA), Certified Public Accountant (CPA), or equivalent.

Senior Associate – Market Risk Quant

Job Description & Summary:

  • Must hold a Master’s or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling.
  • 10+ years of experience in market risk model development/validation
  • Proficiency in programming languages such as Python, R and strong analytical skills for effective data interpretation and model analysis.
  • Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals.
  • Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA – Model development experience will be preferred
  • FRM/CQF/CFA certification would be a plus

Responsibilities:

  • Market Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence: correlations and copulas, term structure models of interest rates, and volatility modeling
  • Deep understanding of the Fundamental Review of the Trading Book (FRTB) regulations, specifically expertise in the Internal Models Approach (IMA) and the Standardized Approach (SA).
  • IMA & CVA Experience is preferred
  • Demonstrated experience in development/validation of quantitative models within the banking sector, aligning with FRTB standards, particularly in market risk modeling.
  • Familiarity with risk factor modellability concepts, and adeptness in calculating capital requirements under FRTB guidelines.
  • Perform the back test of the distribution of simulated risk factors
  • Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies
  • Stay up to date with industry trends, regulations, and best practices related to market risk management

Sr. Analyst, Credit Risk

We’re excited to bring on a Senior Credit Risk Analyst  in the Investment Risk team, to our Chief Risk Office. In this role, you will contribute to the execution of Lincoln’s Enterprise Risk Management (ERM) risk framework, with a focus on investment-related risk. You will ensure Lincoln’s credit exposures are effectively identified, assessed, quantified, monitored, and managed in alignment with regulatory requirements, business objectives, and the company’s risk appetite. This position plays a critical role in developing insightful, actionable risk analytics and governance that support enterprise decision-making—particularly on the asset side of the balance sheet.

What You’ll Be Doing

Credit Risk Analysis, Modelling & Reporting

  • Conduct credit risk analysis under stress scenarios and calculate credit economic capital requirements for Lincoln and its subsidiaries.
  • Apply deep expertise in credit risk modelling to explain stress loss through risk driver analysis including decomposition and attribution techniques
  • Communicate complex model outputs effectively to diverse audiences in a simple, concise, and accessible manner.
  • Oversee the design and implementation of robust credit risk reporting tools and analytics to deliver actionable insights
  • Streamline and automate reporting processes to enhance efficiency, accuracy, and scalability.

Risk Governance & Framework Development

  • Execute stress test projections in accordance with Lincoln’s Risk Appetite Framework.
  • Support the development and implementation of investment guidelines informed by credit risk analysis.
  • Recommend credit risk limits and present risk insights and analysis to senior management, investment committees, and internal stakeholders
  • Monitor credit rating migrations, credit spreads, default and loss projections and provide timely updates with early warning recommendations

Market Intelligence & Strategic Collaboration

  • Stay current on macroeconomic trends, emerging market developments, and regulatory changes impacting portfolio risk.
  • Folster alignment across Risk, Investment, Finance, Treasury, and other key stakeholders in the development and interpretation of stress testing inputs and results
  • Assist in financial planning, strategic asset allocation and scenario analysis.
  • Conduct deep-dive risk assessments on new and evolving asset classes.

What We’re Looking For

Must Have

  • Master’s degree in finance, Economics, Statistics, Financial Engineering, or a related quantitative field required
  • 5-7 years+ of experience in credit risk, with credit risk management experience in the life insurance industry
  • Deep understanding of fixed income instruments and alternative investments
  • Proven analytical skills with the ability to translate complex data into actionable insights.
  • Strong communication skills, with the ability to clearly present technical concepts to both technical and non-technical audiences.
  • Self-motivated and collaborative team player with the ability to work independently and cross-functionally.
  • Advanced proficiency in Excel, PowerPoint, and VBA.
  • Experience with statistical tools and programming languages such as SQL, Python, or R.
  • Familiarity with business intelligence tools like Power BI.

Nice to Have

  • Experience with Strategic Asset Allocation (SAA), with exposure to specialty asset classes such as CLOs, ABS, and MBS.
  • Strong understanding of U.S. regulatory frameworks such as NAIC and RBC, as well as Bermuda regulatory frameworks, including BMA guidelines and BSCR methodologies.
  • CFA, FRM, or CQF designation preferred or in progress.
  • Experience with data and modelling tools (e.g., Moody’s RiskFrontier, Bloomberg, Intex, or FactSet).

Fitch Learning | Senior Inside Sales Executive, CQF, NY

Fitch Learning is seeking an Inside Sales Senior Associate for the CQF (Certificate in Quantitative Finance) program. This individual contributor role is based in our New York office, with a corporate title of Senior Associate. 

Manager – Model Risk Management (Quants/ Derivate Pricing)

Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world’s largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions

What you will be doing at Evalueserve

  • Review and validate derivative pricing and risk models across asset classes
  • Develop and validate risk modelling frameworks for both market risk and counterparty credit risk
  • Development and Implementation of benchmark models and methodologies in C++, Python, R etc.
  • Perform Independent model testing and assess assumptions, limitations, and model framework
  • Develop, Implement, and backtest regulatory models such as IRRBB, FRTB, RNIV and VaR/ES.
  • Prepare coherent and comprehensive documentation reports.
  • Lead and mentor the team of Analysts
  • Provide in-depth technical knowledge in existing and prospective client meetings.
  • Take responsibility for analysis, presentations, product demonstrations and fully manage the proof of concepts and full-fledged projects.
  • Preparation and delivery for detailed presentations and workshops.
  • Ability to deliver presentations and demonstrations to prospects
  • Be able to articulate solution offerings and the scope and approach in responses for RFIs/RFPs

What we’re looking for

  • Good knowledge of one or more asset classes (Equity, Rates, FX etc.)
  • Good experience in market risk / model validation role
  • Strong Financial Mathematics for derivative pricing; Monte Carlo, PDEs and numerica integration
  • Knowledge in advanced derivatives modelling and knowledge of volatility models preferred
  • Knowledge of market risk regulations and experience in implementation of regulatory models
  • Strong proficiency in one or more of the following programming languages C++, Python, R, MATLAB.
  • Strong regulatory understanding such as BASEL, CCAR, DFAST, CECL, SR-11/7 etc.
  • Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
  • Robust verbal, written and interpersonal communication skills.
  • Excellent presentation and report writing skills.
  • Self-starter with strong problem-solving skills
  • Project management and leadership qualities

Qualification

  • Master in Financial Engineering / Statistics / Economics / Mathematics or B.Tech. / MBA
  • Finance from tier 1 college
  • Certifications such as CFA, FRM, CQF, IIQF is a plus

Relationship Manager – Aayan Banking – Dubai (SCA Certified)

To ensure timely, efficient and personalized services are provided to a selected group of HNW customers with the aim of increasing the size of the portfolio, in terms of customers and deposits, and, to generate fee income through the sale of Investment.

 

Responsibilities

  • Perform the tasks of financial products promotion, collection of required information and data, and evaluation of the clients’ capability and tendency to afford risks (Risk Profile) along with the detailed works related thereto
  • Manage & deliver the budgeted volumes for deposits and sale of Investment Products.
  • Increase the Private Banking portfolio by increasing deposits of existing customers and targeting of HNWI not Banking with us;
  • Sell the various Islamic Investment Products that are offered by Aayan unit other Business Units as well as to cross-sell other Dubai Islamic Bank Products and Services to Private Banking customers;
  • Provide “One Stop” Banking Service to the customers of Aayan Banking in order to ensure timely and efficient execution of customers’ requests;
  • Ensure adherence to Bank processes & policies and report deviation to immediate supervisor/manager;
  • Ensure that there is no loss of customers from Aayan Banking due to unsatisfactory service on our part;
  • Maintain regular contacts with sensitive Aayan Banking customers either through telephone calls or Personal visits and update the Call reports daily in CRM.

Qualifications

  • A university certificate along with experience for not less than (3) years, or diploma certificate or less certificate along with experience for not less than (7) years, in financial analysis or in the field of financial markets, investment, wealth management or financial planning. alternative qualifications are any of the below qualifications: CFA, AFA, CIP, CIIA, CQF, FRM, ICA

And below certifications (Mandatory)

  • CISI -UAE Financial Rules and regulations certification
  • CISI International Certificate in Wealth and Investment Management (Level 3)

Senior Auditor Modeling Specialist

JCW is partnering with a leading financial services firm seeking a Senior Auditor – Modeling Specialist with advanced expertise in market risk modeling. This senior-level role will take ownership of end-to-end audit delivery for the firm’s most complex market risk models and model risk governance processes. You will provide high-impact challenge across VaR, sensitivities/Greeks, stress testing, and capital models, while advising leadership on model weaknesses, emerging risks, and evolving regulatory expectations. This position offers significant visibility with senior stakeholders across Risk, Model Validation, Internal Audit, Finance, and the Front Office.

Key Responsibilities:

  • Lead and oversee complex audits covering model risk management with a primary focus on advanced market risk models such as VaR, stress testing, scenario design, and capital/derivative pricing models.
  • Provide independent challenge to model methodologies, including assumptions, calibration techniques, data quality, performance testing, and model implementation.
  • Evaluate the effectiveness of the model risk governance framework, including model inventories, tiering, lifecycle controls, and model change management processes.
  • Review and challenge model validation work and quantitative testing to ensure appropriate depth, objectivity, and regulatory alignment.
  • Assess model implementation controls across systems, reporting infrastructure, and end-user tools to ensure appropriate use and transparency of risk outputs.
  • Develop and communicate high-quality audit reports and issue summaries for executive leadership, articulating complex quantitative issues in clear and actionable terms.
  • Advise and influence senior stakeholders on model-related control gaps, risk themes, and remediation priorities.
  • Support and mentor junior auditors, providing guidance on quantitative testing, analytical approaches, and documentation standards.
  • Monitor regulatory developments and emerging expectations related to model risk (e.g., SR 11-7, ECB TRIM, PRA model expectations) and integrate them into audit planning.

Ideal Candidate Profile:

  • 5+ years of experience in model risk audit, market risk, model validation, or other quantitative risk functions within financial services.
  • Deep technical understanding of market risk models, including VaR, sensitivities/Greeks, stress testing methodologies, scenario design, and capital models.
  • Strong knowledge of model risk management frameworks and global regulatory guidance.
  • Advanced quantitative background (e.g., Math, Statistics, Financial Engineering, Physics, Economics).
  • Proficiency in analytical programming languages such as Python, R, SAS, or MATLAB, with the ability to interpret and challenge complex model code.
  • Demonstrated ability to lead audits, influence senior leaders, and provide high-quality challenge in a technical and fast-paced environment.
  • Excellent communication and documentation skills, with a proven track record of translating quantitative issues into business-focused insights.
  • Professional certifications such as FRM, CFA, CQF, or equivalent are advantageous.

Rust Quant Developer – Trading Systems – Major Hedge Fund

Our client, a major Quantitative Hedge fund, is looking to hire a Rust Software Engineer / Quantitative Developer to help develop a new systematic trading platform.

This is a greenfield project and is a fantastic opportunity to be exposed to all aspects of the quantitative trading business.

This role gives you the opportunity to join one of the world’s most successful trading firms, collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages.

Responsibilities:

  • Collaborate with a team of talented traders and quant developers to help build out a real-time trading platform / execution system using Rust and Python
  • Work closely with Quant Researchers and Traders to optimise trading strategies
  • Develop high quality Machine Learning pipelines, market data and analytics systems

Desirable Candidates:

  • Minimum of 2 – 4 years of hands-on experience with Rust and Python
  • 3+ years of financial software engineering experience
  • Previous buyside experience
  • Strong Linux development and SQL skillset
  • BS in Computer Science, Engineering, or related quantitative discipline
  • CQF certification is a bonus

Lead Product Manager

Nasdaq Technology is looking for a passionate Lead Product Manager with focus on Market Risk Management, to join the Mumbai technology center in India. If Innovation and efficiency drive, you forward this is the place for you!

Nasdaq is continuously revolutionizing markets and undergoing transformations while we embrace new technologies to develop innovative solutions, constantly striving to rewrite tomorrow. As a Lead Product Manager, one needs to have in-depth understanding of the Basel Regulatory framework, FRTB regulations for Standardized Approach, Internal Models Approach for Market Risk Capital Calculations as well as sound understanding of Software development lifecycle.

We are looking for candidates with a genuine desire and drive to deliver top technology solutions to today’s markets

With this position we offer

Join the R&D Product Management organization, to work as a product owner of complex regulatory module powered by super advance Calypso software platform that supports cross asset risk and pricing and is capable of delivery high performance.

Role Responsibilities –

As a Lead Product Manager, your focus will be on crafting and improving software product to meet the customer requirements and regulatory changes. Besides working closely with your colleagues in Mumbai, you will also work closely with Nasdaq teams in other countries.

  • Research about the current capabilities of product and find avenues to further improve the product on a continuous basis
  • Generate detailed functional specifications for new feature to be delivered on the product.
  • Review issues raised by customer/Product support team and provide timely advice and resolutions.
  • Keep track of changing regulatory landscape and update the product accordingly.
  • Analyze product performance and come up with ideas to improve the same
  • Come with ideas to improve the product coverage and efficiency
  • Liaise and work closely with Developers and Quality Analyst to ensure seamless product delivery cycle

We expect you to have: (Minimum Qualifications)

  • Experience Level 10-12 years
  • Primary Skills – Financial Risk Management, Market Risk, FRTB, Capital Markets
  • Soft Skills – Social skills, writing skills
  • Education Qualification – MBA Finance/Bachelor in Engineering with FRM/CFA/CQF charter

It would be phenomenal if you (Preferred Qualifications)

  • FRM/CFA/CQF Charter holder
  • Experience in pricing and valuation of exotic financial derivative products
  • Market Risk Management process and regulations
  • Project Management and Execution

Model Validator ALM & Capital Models

Are you someone who thrives on tackling analytical tasks, working with data, grasping complex theories, and making a significant impact within an organization? Join our diverse international team of collaborative individuals in the validation of NN Bank’s models. As a Model Validator at NN Bank, you will be tasked with validating the bank’s models, with a focus on retail client behavior modeling within ALM for IRRBB and Liquidity Risk management. Your responsibilities will include conducting thorough model validation, evaluating data quality, verifying methodology accuracy, ensuring compliance with regulations, preparing detailed validation reports, and engaging with various stakeholders such as model developers, senior management, audit teams, and regulators.

What we offer you
NN invests in an inclusive, inspiring work environment and in skills and competences for the future. We match this with employee benefits that are in line with what is needed today and in the future. This way, we offer our employees the opportunity to get the best out of themselves. We offer you:

  • Salary between €5,363 and €7,661 depending on your knowledge and experience
  • 13th month and holiday allowance are paid with your monthly salary
  • 27 vacation days for a 5-day working week and one Diversity Day
  • A modern pension administered by BeFrank
  • Plenty of training and learning opportunities
  • NS Business Card 2nd class, which gives you unlimited travel, also privately. Do you prefer to travel with your own transport? Then you can declare the kilometers travelled
  • Allowances for setting up your home office and for internet use

Who you are

  • University degree in a quantitative discipline, e.g. (financial) mathematics, (theoretical) physics, statistics/econometrics, machine learning, data science/engineering or similar, at least at Master level. A PhD and/or additional qualification (e.g. FRM, CFA, CQF certificates, or second Master degree in economics, finance or similar) is desirable
  • Have at least 3 years of relevant work experience in the financial industry (e.g. modeler, model validator, quantitative risk manager, quant developer, quantitative consultant) and/or in related research. Having prior experience in ALM model development and validation is advantageous
  • You are familiar with regulatory requirements for banking (Basel IV, CRR/CRD, EBA technical standards and guidelines)
  • Experience with modern programming languages, e.g. Python, database tooling, e.g. Databricks, and their application in statistical analysis.
  • Full professional proficiency of English, both in writing and verbally