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TradeFinder Quant Analyst, AVP
Role Description
Group Strategic Analytics (GSA):
- Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions.
- The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
- The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.
- The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
What we’ll offer you
As part of our flexible scheme, here are just some of the benefits that you’ll enjoy
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
Your key responsibilities
Market Risk Strats
- The candidate is required to work in collaboration with global teams on various quantitative and regulatory driven projects.
- The candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform.
- Implementation of the project needs to be done in Python and C++ programming language.
- The candidate should possess very good English communication skill to coordinate and communicate their work effectively with various stakeholders spread across globe.
Role:
- Development of complex processes and frameworks as well as risk analysis and improvements
- Implement, enhance and maintain existing framework to measure market risks across the bank
- Understand and decipher business problem to convert into manageable smaller problem statements
- Coordinate and gather information from various stakeholders for deeper understanding of the business
- Design an automated solution which is optimized and scalable
- Develop applications/libraries for the implementation of the solution
- Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks
- Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and stakeholders
- Quality assurance (e.g. 4 eyes principal reviews)
Your skills and experience
Education/Qualifications:
- Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT etc.
- Good knowledge of financial instruments and markets across all asset classes
- Knowledge of financial pricing models, risk models would be desirable
- Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc.) will be a plus
- Certification courses like CFA/FRM/CQF will have an edge
Competencies:
- Programming skills – at least 5 years of experience in Python/C++ programming with good knowledge of OOPs programming concepts
- Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation teams
- Strong communication skills and presentation ability with attention to detail
- Good problem-solving instincts and strong analytical skills
Personal characteristics:
- Ability to work independently as well as flexibly within intra or inter-departmental groups
- Continuous advancement of own skills and knowledge
- Can-do attitude & able to cope well under pressure and tight deadlines
How we’ll support you
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
Associate, Quantitative Research & Portfolio Management, Multi-Asset Strategies & Solutions (MASS)
Key Responsibilities
Quantitative Model Development & Ownership
- Design, implement and enhance quantitative models across asset classes.
- Ensure statistical robustness, economic intuition and out-of-sample discipline in model construction.
- Apply probability theory, time series analysis and econometric techniques to signal generation and risk modeling.
- Maintain production-quality Python research and portfolio tools with strong documentation and reproducibility standards.
- Perform backtesting validation, sensitivity analysis and robustness checks.
AI & Advanced Analytics Integration
- Contribute to the incorporation of AI-driven methodologies and intelligent agents into research workflows.
- Evaluate the statistical validity and economic consistency of AI-generated insights.
- Help integrate machine learning or LLM-based tools into portfolio research, signal enhancement and process automation.
- Ensure proper governance, testing and interpretability of AI-supported models.
Portfolio Construction & Risk Analysis
- Support and contribute to asset allocation, portfolio optimization and risk budgeting decisions.
- Conduct performance attribution, factor analysis and scenario stress testing.
- Translate quantitative outputs into actionable insights for PM discussions.
- Engage in quantamental dialogue combining systematic signals with macro and market perspectives.
Skills & Qualifications
- Bachelor’s degree in a highly quantitative field (Mathematics, Statistics, Engineering, Actuarial Science, Physics, Economics with strong quantitative focus or similar).
- 3–5 years of relevant experience in quantitative research, asset management, portfolio analytics or related fields.
- Strong command of probability theory, statistics and quantitative reasoning.
- Experience working with time series data and model validation frameworks.
- Proficiency in Python for data analysis, modeling and research workflows.
- Solid understanding of financial markets and portfolio construction principles.
- Familiarity with machine learning concepts or AI applications in finance.
- Active progress toward the CFA designation (Level I passed at minimum; Level II candidate or above preferred).
- High intellectual curiosity, strong ownership mindset and attention to detail.
- Professional fluency in English and Spanish.
Preferred
- Progress toward or completion of SOA, CQF or comparable quantitative/investment/programming credentials.
Associate – Digital Value Creation – TAS India
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
IFRS9 Modelling And Methodology 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, econometric methods, and statistical programming
- Have extensive knowledge and good understanding of IFRS9 standard implementation in the field of model development
- Have at least 6 years of experience with IFRS9 standards interpretation and model development
- Have an ability to clearly and succinctly express yourself,
- Have an ability to identify problems, analyzing key information and making connections, to find appropriate structural solutions
- Complete tasks and achieve 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
- Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking)
- Professional certification FRM/PRM/CFA or CQF.
Your Responsibilities
- Shaping IFRS9 model development and monitoring methodology, including:
- Adapting and implementing IFRS9 standard into model development and monitoring framework covering the whole ING Group model landscape
- Reviewing and challenging IFRS9 model development and monitoring methodology, including its current implementation
- Translating IFRS9 methodology into functional specification for the purposes of the tools used for model development and monitoring within ING Group
- Participating in building internal tools used for IFRS9 model development and monitoring
- Participating in Development of IFRS9 models
- Participating in monitoring of IFRS9 and underlying IRB/Non-IRB models
- Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes.
- Write reports / model documentation.
Group Strategic Analytics Quantitative Strategist Valuation Control, AVP
Role Description
- Valuation Control (VC) Strats team, part of Group Strategic Analytics (GSA), plays a key role in supporting the bank’s Valuation Control (VC) function which is responsible for the independent valuation of the bank’s fair value balance sheet. This collaboration ensures correct fair value reporting and appropriate reserving and regulatory capital calculation for the bank’s financial instruments.
- The candidate is required to work in collaboration with Valuation managers, FO Quant across globe and drive enhancement in valuation processes and methodologies on various internal and regulatory driven projects. Candidate is required to have a deep understanding of Independent Pricing Verification, Reserves & Prudent valuation process.
- Candidate should be able to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python programming language so coding knowledge is must. Candidate should possess a very good English communication skill to coordinate and communicate his work effectively with various stakeholders spread across globe.
- Candidate will also facilitate and foster stakeholder relationships globally and within the local region and will also be responsible for development, Support and motivation of the team.
Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
What we’ll offer you
As part of our flexible scheme, here are just some of the benefits that you’ll enjoy
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
Your Key Responsibilities
- Work on automation and optimization of valuation control process
- Build quantitative solution and methodology around reserves, prudent valuation.
- Develop, Implement, enhance and maintain existing framework to measure valuation risk across the bank
- Understand and decipher business problem to convert into manageable smaller problem statements
- Coordinate and gather information from various stakeholders for deeper understanding of the business
- Design automated solutions which are optimized and scalable
- Develop libraries in Python to provide solutions to the business
- Remediation of regulatory as well as external and internal findings against the valuation control business
Your skills and experience
- A strong, relevant background and 6+ years of comparable experience for AVP and 3+ years for Associate.
- Strong analytical skills demonstrated by a background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background from top colleges
- Industry experience in programming in Python and programming concepts ( Class, Pointers, Data structure – stacks, queue)
- Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX, Commodities.
- Experience in valuation models and pricing techniques
- Market risk, Middle office, Valuations background with relevant subject matter expertise in one of the three disciplines
- Excellent communication skills and attention to detail
- Strong analytical, problem solving instincts and critical thinking skills with ability to cope well under pressure and tight timelines
- A track record of working in Projects and supporting Production environment simultaneously
- Certification such as FRM or CFA or CQF is preferred
FS-RISK CONSULTING-FSRM – QTB-SENIOR
This role offers the opportunity to work within EY’s Financial Services Risk Management (FSRM) group, supporting leading global financial institutions in identifying, measuring, and managing risk including trading book market risk & counterparty credit risk, banking book credit risk, operational risk, and regulatory requirements. As part of the Quantitative Trading Book (QTB) team within FSRM, you will contribute to strategic and functional transformation across risk, treasury, and front to back-office functions. You will apply quantitative skills to enhance risk and valuation processes, support regulatory compliance, and develop analytics that drive better decision making for clients with capital markets activities. This is an opportunity for quant professionals looking to work on models, regulatory initiatives, and high impact capital markets engagements across global banks, broker dealers, asset managers, and insurance institutions.
Your key responsibilities
- Demonstrate deep technical capabilities and industry knowledge of financial products
- Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
- Understand 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
- Manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes.
- Responsible for decision-making, optimizing processes, resource management, and overseeing team management as needed for task execution.
- Accountable for allocating personnel, supervising team members, assigning tasks, ensuring that the team has the necessary tools and support to succeed in their roles and optimizing and evaluating their performance to meet organizational goals.
Skills and attributes for success
- Strong understanding of statistical and numerical techniques (e.g., Monte Carlo, finite difference methods)
- Knowledge of derivative pricing concepts across asset classes (rates, equities, credit, FX, commodities)
- Solid grounding in mathematical foundations including stochastic calculus, differential and integral calculus, probability, linear algebra
- Understanding of optimization techniques (e.g., gradient‑based methods) relevant to calibration, risk analytics, and numerical model implementation.
- Experience in model development, validation, monitoring, and audit procedures (stress testing, back testing, benchmarking) of trading book models.
- Strong coding skills in advanced Python / C++ and basic SQL
- Awareness of emerging AI/ML methodologies and their use in risk management, model validation, and quantitative workflow automation.
- Excellent communication, analytical thinking, and problem solving skills.
Ideally, You Will Also Have
- Exposure to market risk and counterparty credit risk methodologies (VaR, ES, SVaR, CVA, PFE) and time series techniques (e.g. GARCH).
- Hands on experience with pricing model development/validation (e.g., HW1F/2F, HJM, LMM, SABR, Heston, Dupire), volatility calibration, curve bootstrapping.
- Experience with risk/pricing systems such as Murex, Calypso, Numerix, Bloomberg, Calypso, SunGard Adaptiv, RiskMetrics, etc.
What We Look For
- Undergraduate or graduate degree in quantitative disciplines (Comp. Finance, Mathematics, Engineering, Statistics, Physics) or PhD in quantitative topics
- Regulatory knowledge in FRTB Basel, CCAR
- Professional certifications (CQF, FRM, PRM, RAI are a plus)
- Ability to work in a fast-paced environment and support engagements with global financial institutions
- Willingness to travel based on client needs.
Derivatives Valuation Specialist
RVS is the leading independent provider of transaction-backed volatility pricing services for OTC global derivative markets. The firm remains the only data provider to back test Consensus information in the creation and calculation of financial rate sets and surfaces.
Accuracy and transparency sit at the center of the platform. RVS applies transaction evidence in line with current industry recommendations and regulatory requirements, including PruVal, FRTB, and MiFID II.
Founded in 2009, RVS now operates across Asia, Europe, and Australia, helping clients reduce manipulation risk, improve valuation control, and strengthen mark-to-market and independent validation processes.
Key responsibilities
- Learn the operational workflow of the Consensus pricing service and support client deliverables hands-on.
- Extend valuation service offerings into new markets and product suites as client demand evolves.
- Respond to regulatory and industry requirements while reducing friction for clients.
- Support clients in lowering capital requirements across OTC derivative trading activities.
- Work with OTC market participants to source transactions and improve price discovery.
- Use the RVS transaction data lake to build analytics, insight services, and market trend views.
Essential skills
- Undergraduate or master’s degree in a financial or quantitative discipline; CQF preferred.
- Strong derivatives experience in front office pricing or valuation control within a financial institution.
- At least five years of relevant industry experience.
- Working knowledge of VBA, Python, SQL, C++, and C# is desirable.
- Understanding of global regulatory requirements and capital frameworks.
- Clear communication, sound judgment, and a collaborative approach.
Chief Trainer (Capital Market – F&O)
As a Trainer, you’ll be responsible for showcasing our products/services to potential clients through both online and offline demonstrations. Your primary goal will be to lead learning initiatives by self-delivery of learning content along with team deliveries. You’ll play a pivotal role in understanding client needs, effectively presenting our solutions, and providing exceptional support throughout the user’s learning process.
Key – Responsibilities :
· Identify training needs of the capital markets traders and building trading programmes both accurate and actionable.
· Delivery of Online and Offline Sessions scheduled primarily on their own with an eventual delegation to the supporting trainers.
· Training the existing training team in creating content for various learning initiatives.
· Working towards converting the potential clients to our clients by providing them detailed information & solving their queries.
· Directing structured learning experiences and monitor their quality results.
· Representing Quantsapp in various events and seminars across the country.
· Being the owner of CIC (Continuous Improvement Cycle) of existing content and programmes popular amongst Quantsapp users.
· Making on-line content for Mass Media to represent Quantsapp.
· Contribute to Print and Television media on occasions presented.
· Maintain the Training bandwidth to cater to all the training initiatives and ensuring the smooth functioning of entire Learning Team by Hire-Develop-Delegate model.
Requirements and skills:
· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.
· Extensive knowledge Capital Markets in general and Futures & Options in particular.
· Hands-on with Options Trading will be an asset.
· Masters in Finance required, Charter in capital markets (CQF/CMT/CFA) desirable.
· Experience in managing team along with self-delivery of training
· Strong hold on Hindi, English required additional language preferred.
· Excellent Written & Communication skills.
· Must have delivered at least 1000 hours of training.
· Creation of self-generated trading models in Futures & Options is a plus.
· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.
Job Type: Full-time, On-Site.
Job Location: Andheri East, Mumbai
Chief Trainer – (Capital Market F&O)
Quantsapp is a global Fintech with a market leadership in Options Analytics in India. We provide proprietary & game changing analytical solutions to participants of the financial markets. Quantsapp has over 1.5mn users on its application in India with the entire world to capture. We are looking for passionate candidates looking to be part of the journey and grind.
Position Overview:
We are seeking a knowledgeable and passionate Stock Market Trainer to educate and empower individuals on stock market principles, trading strategies, and investment opportunities. The ideal candidate will have a strong background in finance, a deep understanding of market dynamics, and the ability to communicate complex concepts in an engaging manner.
Key Responsibilities:
- Develop and deliver comprehensive training programs on stock market fundamentals, trading strategies, and investment analysis.
- Conduct workshops, webinars, and one-on-one coaching sessions tailored to varying skill levels, from beginners to advanced traders.
- Create and update training materials, including presentations, manuals, and online resources.
- Stay current with market trends, financial news, and emerging investment opportunities to provide relevant insights to trainees.
- Assess trainee progress and provide constructive feedback to enhance their learning experience.
- Facilitate discussions and encourage participant engagement through interactive learning techniques.
- Collaborate with the marketing team to promote training programs and attract potential participants.
Qualifications:
- Bachelor’s degree in finance, Economics, Business, or a related field.
- Minimum 2 years of experience in stock trading, financial analysis, or investment management.
- Proven experience in teaching or training, preferably in a financial or educational setting.
- Strong understanding of stock market principles, trading platforms, and investment strategies.
- Excellent communication and presentation skills, with the ability to explain complex concepts clearly.
- Proficient in using technology and digital tools for online training delivery.
Preferred Skills:
· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.
· Extensive knowledge Capital Markets in general and Futures & Options in particular.
· Hands-on with Options Trading will be an asset.
· Masters in finance required, Charter in capital markets (CQF/CMT/CFA) desirable.
· Experience in managing team along with self-delivery of training
· Strong hold on Hindi, English required additional language preferred.
· Excellent Written & Communication skills.
· Creation of self-generated trading models in Futures & Options is a plus.
· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.