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Index Production Intern

MerQube is an innovative fintech firm, leading the development of cutting-edge technology for indexing and rules-based investing. MerQube offers design and calculation solutions for complex rules-based strategies. Launched in 2019 in New York and San Francisco by a team of index industry veterans and technology experts, MerQube was created to provide a technology focused alternative.

MerQube designs and calculates a wide variety of indices, ranging from thematic to ESG, QIS and delta one, while covering multi-asset, equities, futures as well as options. Leveraging cloud-based architecture and today’s most advanced index-tracking technology, MerQube’s platform enables its clients to bring ideas to market quickly and efficiently.

The Role

As an Index Operations Intern, you will work closely with MerQube’s Index Operations team to support the daily maintenance and governance of global indices. This internship provides direct exposure to real-world index calculations, data validation, and rebalancing processes within a fast-paced fintech environment.

What You’ll Do

  • Support daily index operations, including validation and monitoring of index levels
  • Assist with corporate action analysis and implementation
  • Perform quality checks on market and reference data
  • Support index rebalances and operational reviews
  • Conduct ad-hoc quantitative and data analysis
  • Document processes and support continuous operational improvements

What You’ll Learn

  • End-to-end index lifecycle management
  • Data quality and governance in index calculation
  • Practical application of quantitative analysis in index strategies
  • How technology enables scalable, rules-based investing

Who You Are

  • Currently pursuing a degree in a quantitative or finance-related discipline
  • Detail-oriented with strong analytical and problem-solving skills
  • Comfortable working with data and eager to learn new tools
  • Interested in indices, financial markets, and fintech innovation

Why MerQube

  • Exposure to industry-leading index technology
  • Collaborative, fast-growing fintech environment
  • Meaningful responsibility and real-world learning
  • Strong mentorship and professional development

Qualifications

  • Bachelor’s degree in finance, mathematics, or a related field; advanced coursework or certifications (e.g., MSc, CFA, CQF) are a plus.
  • Basic to intermediate proficiency in SQL and Python, with the ability to apply these skills to improve operational efficiency.
  • Strong analytical and problem-solving skills, with the ability to deliver actionable insights to stakeholders.

Benefits

  • Competitive compensation packages and benefits.
  • Flexible working arrangements, including WFH options.
  • Community-first environment fostering strong relationships.
  • Emphasis on health, wellness, and work-life balance
  • Opportunities for continuous learning, development, and career growth

Senior Business Analyst in ALM

We Are Looking For You, If

  • you have at least 3 years of experience in business analysis, data analytics, or data science within the financial risk of a financial institution (preferably ALM side),
  • you have a Master’s degree in econometrics, mathematics, economics, or a similar quantitative field,
  • you are proficient in using SQL, Power BI,
  • you are someone who understands complex ALM data requests from supervisors (ECB, EBA) and can translate these into structured, timely deliverables,
  • you are a team player with a “can-do” mentality, capable of clear communication and alignment with internal stakeholders and senior management,
  • you are someone who can act as the link between stakeholders providing functional requirements and developers needing technical specifications,
  • you are a proactive individual with a commitment to continuous improvement within the team and tribe,
  • you have proficient oral and written communication skills in English,
  • you have strong analytical, problem-solving, and communication skills.

You’ll Get Extra Points For

  • IT affinity,
  • certificates: FRM, PRM, CQF,
  • experience in Agile (Scrum) methodologies.

Your Responsibilities

  • translate business data requests into understandable and actionable items and designs with the team,
  • align and agree on results with main stakeholders and management,
  • develop new functionality and analysis capabilities for IRRBB to support efficient delivery of complex data requests (e.g., ALCO/stress test inputs),
  • implement and roll out new data solutions to end-users and locations,

Information About The Squad

  • dynamic international team: Comprising specialists based in Amsterdam (NL) and Warsaw (PL). This position is specifically located in Warsaw,
  • growing Warsaw office: The expanding role of our Warsaw office is driving the demand for fresh talent,
  • Agile ALM Project Teams: We operate in Agile teams that include Market Risk Management, TECH Developers, ALM Data Experts, ALM Business Analysts, and QRM Experts,
  • unified implementation: ING Bank is standardizing the implementation for Interest Rate Risk, Liquidity Risk and Forecasting across its banking books, driven by regulatory requirements and internal risk management insights,
  • collaborative culture: We prioritize mutual support, knowledge sharing, teamwork, and continuous improvement, both professionally and personally,
  • young and international: Our team is youthful and globally oriented, focusing on developing new functionalities and methodologies for our ALM platform,
  • stakeholder relations: The role involves supporting ING’s headquarters, with success hinging on maintaining strong relationships with end-users and stakeholders, including Financial Risk teams, local Risk Managers, and Finance teams,
  • data-driven solutions: We handle Finance and ALM Risk data, collaborating with internal and external stakeholders to find optimal structural solutions for ING globally. Experience with Finance systems, particularly in ALM or Treasury-related data, is highly valued.

Audit – Market Risk Model Subject Matter Expert

Key Responsibilities:

  • Lead and execute risk-based audits focused on model risk management, with a primary emphasis on market risk models (e.g., VaR, sensitivities/Greeks, stress testing, scenario analysis, capital models).
  • Assess the design, implementation, and performance of market risk models, including data sourcing, assumptions, methodologies, and model limitations.
  • Evaluate the model risk governance framework, including policies, standards, model inventories, risk rating, and model lifecycle management.
  • Review model validation workpapers and documentation to independently challenge validation scope, tests performed, and conclusions reached.
  • Assess controls around model implementation and usage, including end-user computing tools, system integrations, and reporting processes.
  • Prepare clear, concise audit findings and reports, communicating complex quantitative issues to non-technical stakeholders.
  • Partner with Internal Audit, Market Risk, Model Risk Management, and Front Office teams to agree on remediation actions, timelines, and ownership.
  • Support continuous improvement of audit methodologies for model risk, including analytics, testing techniques, and documentation standards.
  • Stay current on regulatory expectations and industry best practices related to model risk (e.g., SR 11-7, ECB TRIM, PRA SS1/23 or equivalents).

Ideal Candidate Profile:

  • 7+ years of experience in model risk audit, internal audit, model validation, market risk, or a closely related quantitative risk function within financial services.
  • Strong hands-on exposure to market risk models, such as VaR, sensitivities/Greeks, stress testing, P&L attribution, and risk capital models.
  • Solid understanding of model risk management frameworks and regulatory guidance (e.g., SR 11-7 or similar regional standards).
  • Quantitative background preferred (e.g., Math, Statistics, Financial Engineering, Physics, Economics or related field).
  • Proficiency with analytical tools and languages (e.g., Python, R, SAS, or MATLAB) and comfort working with large datasets.
  • Prior experience in internal audit or independent review of models is highly desirable.
  • Excellent communication and documentation skills, with the ability to translate complex technical issues into clear business language.
  • Professional designations such as FRM, CFA, CQF, or similar quantitative/ risk certifications are a plus.

Credit Risk Model Developer Expert

We are looking for you, if you:

  • Have MSc in mathematics, econometrics, statistics or a similar quantitative field,
  • Have sound knowledge of statistical inference and econometric methods,
  • Have extensive knowledge of IRB and IFRS 9 models,
  • Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy.
  • Have at least 5 years of experience with: development IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,
  • Have an ability to clearly and succinctly express ideas, facts and opinions,
  • Have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,
  • Complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level – C1.

You’ll get extra points for:

  • Experience in being a sparring partner/advisor to Senior Management,
  • Knowledge of and experience with advanced statistical techniques,
  • Knowledge of AIRB/IFRS9 regulations,
  • Familiarity with version control systems (e.g. GIT),
  • Professional certification FRM/PRM/CFA or CQF,
  • Experience with databases, data preparation and data quality control.

Your responsibilities:

  • Development of PD, EAD, LGD IRB / IFRS9 models in Retail / Wholesalebank
  • Be part of credit risk models life cycle: data sourcing, model development and annual monitoring, model implementation and support model validation and audit reviews (internal and external).
  • Share knowledge and expertise,
  • Collaborate with internal Model Validation Unit during model development, model monitoring and review processes.
  • Interact with stakeholders,
  • Write reports / model documentation.

Consultor de riesgos

Please see job role.

Fitch Learning | CQF Learning Manager, Senior Associate – Dubai, UAE

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Senior Associate, CQF Learning Manager, Singapore

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Senior Consultant – Business Consulting Risk – Market Risk FRTB- FSRM – Bangalore, Mumbai, Pune

As a global leader in assurance, tax, transaction and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom. At EY, we don’t just focus on who you are now, but who you can become. We believe that it’s your career and ‘It’s yours to build’ which means potential here is limitless and we’ll provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.

The opportunity : Senior Consultant- Traded Risk(Market risk/FRTB,CCR/SACCR/IMM) – FSRM – Mumbai,Bangalore,Pune

We are looking for a talented Traded Risk Specialist Consultant to join our dynamic team in Mumbai,Pune or Bangalore. The ideal candidate will have a robust background in Traded Risk, particularly in asset classes, and a solid understanding of regulatory frameworks such as FRTB SA/IMA, Basel 2.5,SACCR,IMM and CVA. The candidate should have at least 3 years of experience in Traded Risk and demonstrate expertise in risk models, methodologies, and risk management practices.

Experience and Skills Required:

Market Risk Expertise: Comprehensive understanding of Market Risk across asset classes, including IMA model permissions (VaR, SVaR, IRC), and VaR calculation methodologies such as Historical Simulation and Monte Carlo simulations. Strong grasp of pricing approaches—Sensitivity-based and Full-Revaluation—and FRTB-SA/IMA capital calculations.

Experienced in designing and executing Market Risk controls, including VaR/SVaR back-testing controls, limit monitoring, risk-factor data-quality checks, and validation of sensitivities and stress-testing outputs to ensure accuracy and regulatory compliance.

Counterparty Credit Risk Expertise: Strong ability to interpret and work with CCR exposure methodologies such as SA-CCR, CEM, and IMM, with deep understanding of exposure metrics including EE, EPE, PFE, and MtM. Robust knowledge of CCR capital requirements under Basel III/IV and Credit Risk Mitigation techniques such as collateral management, netting frameworks, margining, and ISDA/CSA arrangements.

Skilled in implementing and testing CCR controls across exposure calculations (SA-CCR/IMM), XVA processes, data-quality workflows, and regulatory reporting, ensuring completeness, consistency, and audit-ready governance across the CCR lifecycle.

Implementation Experience: Practical experience in Market Risk architecture, with a solid grasp of regulatory guidelines and requirements pertaining to Market Risk Regulations.

Product Knowledge: Solid Fundamental understanding of Products such as Options, Option Pricing techniques, Greeks, Swaps/Swaptions and its pricing, Bonds and its pricing, Exotic options.

Project Management & Business Analysis: Demonstrated project management capabilities, including the ability to identify errors early in the process and effectively challenge them as necessary.

Numerical Skills and Documentation: Excellent numerical skills, with the ability to clearly articulate complex topics and proficiency in Excel and PowerPoint.

Documentation and Management: Ability to create Requirement Documents/User Stories with accurate interpretations, assessments, and thorough note-taking.

Communication and Collaboration: Strong communication and collaboration skills, facilitating effective teamwork and stakeholder engagement.

Qualifications:

  • Master’s degree in a relevant field (Finance, Risk, Economics, Mathematics, etc.)
  • Preferred Certifications: CFA/FRM/CQF
  • 3+ years of experience in Market Risk/Counterparty Credit Risk/Traded Risk Controls
  • Excellent communication and interpersonal skills
  • Ability to work effectively with cross-functional teams
  • Proven ability to thrive in a dynamic and fast-paced environment
  • Proven track record of successful involvement with change management programs and excellent communication skills
  • Creative approach to problem solving and ability to navigate in complex matrix environment with focus and execution

Model Validation- Market Risk – Sr Manager- E

Your key responsibilities

  • Engagement Leadership
    • Demonstrate deep technical capability and industry knowledge of financial products
    • Be the technical lead and subject matter expert in the following areas:
      • Model Risk Management /model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.).
      • Working knowledge of statistical and numerical techniques (E.g., Monte-Carlo methods, Finite difference methods)
      • Equity pricing models, Interest Rate Models (HW1F, HW2F, HJM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves (Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and Prepayment Models
      • Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory.
      • Pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities.
      • Programming languages like Python/R/C++

 

    • Advise and provide clients with strategic recommendations on Financial Services Risk Management issues facing the financial services sector, focusing on the identification, measurement, and management of Traded Products Risk and Capital
    • Participate in Quantitative Risk and Assurance engagements such as derivatives pricing, market risk and counterparty credit risk modelling and model validation support.
    • Understanding clients’ unique ambitions and needs and referring them to colleagues in other teams and areas to broaden our business relationships

 

  • Go-To-Market
    • Drive and lead business development initiatives
    • Provide sales and pursuit enablement support
    • Lead expansion of business in various accounts and sectors by expanding and leveraging the relationships and contacts in the market
    • Experience in stakeholder and client management
    • Build and maintain long-term relationships both in the market and within the wide-ranging EY network

 

  • People responsibilities
    • Conduct performance reviews and contribute to performance feedback for Senior Consultants and Managers
    • Contribute to people initiatives including recruiting talent
    • Maintain an educational program to continually develop personal skills

 

  • Intellectual capital building responsibilities
    • Play your part in developing intellectual capital to support delivering superior outcomes for client and firm
    • Provide insights in creating thought leadership articles and white paper in the areas of upcoming market risk topics and trends.

 

To qualify for the role, you should have

  • Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 11+ years of relevant industry experience and track record.
  • Professional Qualification e.g., CQF / CFA / FRM / PRM would be preferred
  • Significant experience in application and justification of statistical and numerical techniques and principles of the theory of probability.
  • Good understanding of Derivative Pricing, Market risk measurement and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
  • Modelling background, including experience in model development and model validation
  • Excellent communication, strong problem solving and solution development skills
  • Project management and report writing experience
  • Ability to drive business development and contribute to the growth of the EY solutions
  • Willingness to travel to meet client needs
  • A self-starter, can-do attitude with energy and willingness to try new things

Everything you’ll do will come back to providing exceptional services to our clients. Colleagues and clients will look to you to lead components of the project, drive high quality results while coaching & motivating staff and managing client expectations. You will build your knowledge and experience, become a trusted advisor, and take your career to new heights.

Senior Manager – MTCR Model Development

Job Content

Robust and comprehensive Model Development:

Ensure models are developed as per prescribed internal and applicable regulatory guidelines and industry best practices.

  • Conduct or oversee development of models pertaining to Market Risk and Counterparty Risk measurement and IRRBB.
  • Ensure all models are developed and implemented in a way that is robust, accurate, secure, and subject to appropriate controls.
  • Ensure models are based on mathematical, financial, economic, or statistical theories that are widely accepted, relevant to market and operating environment, and appropriately applied.
  • Evaluate all assumptions and approximations made in the model and/ or in transformation algorithms and their impact on underlying model with respect to the bank’s activities and geographical coverage.
  • Ensure periodic validation of models are conducted as per the frequency prescribed by Banks’ internal polices and applicable regulatory guidelines.
  • Ensure all Model development adhere to Banks’ internal and applicable regulatory guidelines and industry best practices.
  • Model Performance Monitoring:
  • Ensure models are continuously monitored.
  • Ensure Model performance monitoring is conducted adhering to by Banks’ internal polices and regulatory guidelines.
  • Design, implement and track metrics and limits for each model based on its specific characteristics and its implementation.
  • Design, implement and generate monitoring reports for each model. Reports must be comprehensive, transparent, contain adequate explanations, explicit conclusion on the model performance, and include suggestions for defect remediation, when deemed appropriate.
  • Publish monitoring reports to Model committees (including MRMC) and Model working Groups to enable committees/ working groups assess model’s health.
  • Conduct research on industry leading best practices and recommend improvements to ensure that the bank’s models are continuously developed and refined.
  • Model Inventory Management:

Ensure Model Inventory is always kept update and issues are tracked.

  • Ensure model inventory is comprehensive and always kept up to date.
  • Ensure all issues identified as part of validation or performance are updated in the inventory and tracked diligently for their remediation.
  • Model Risk Assessment:

Ensure model risk are identified and accounted for in the Bank’s processes.

  • Identification of Model risks associated with the models.
  • Develop and implement model risk adjustment methodologies for each risk model.
  • Ensure model risk adjustment methodologies are consistently and robustly applied in the risk process.
  • Model Implementation and Usage:

Ensure model implementation and usage are for intended purpose.

  • Ensure Model usage is well defined, documented, monitored, and managed consistent with original intended purpose.
  • Periodically review appraise senior management within MTCR of any deficiencies and improvements required to model usage, any overrides to models inputs and/ or outputs to ensure robust and quality service in line with best practices.
  • Personal / Staff Development:

Identify areas of development and take necessary actions to enhance expertise, contribution and internal skill/ knowledge transfer.

  • Self-review and identify areas of development.
  • Propose necessary actions to be taken to enhance expertise and contribution.
  • Ensure strong ongoing engagement with key stakeholders across the various business units, risk units and other support/ oversight units.
  • Ensure skill and knowledge transfer on models to other members of the team.

Education

  • Postgraduate or higher qualifications with majors in Finance, Mathematics, or a related quantitative field of study
  • Certified of Quantitative Finance (CQF)
  • Financial Risk Manager (FRM)

Experiences

  • Over 10+ years of relevant experience at large international banking organizations in quantitative team developing and implementing models pertaining to Global Market & Treasury business.
  • Proven leadership in managing model development for complex financial products.
  • Strong experience of working in a fast-paced trading floor environment and having dealt with Trading, Sales, Structuring and Credit functions

Knowledge & Skills

  • Expert knowledge of complex derivative structures pricing and risk measurement
  • 2+ years’ experience in GCC financial markets
  • Advanced programming in Python and VBA; well versed with quantitative financial libraries (e.g., QuantLib)
  • Present ideas and achieve consensus.
  • Worked in diverse, cross-cultural teams

Behavioral Competencies

  • Should be pragmatic, Innovative, and quick learner.
  • Team player and ability to work in multi-cultural environment.
  • Strong communication and public speaking skills