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Senior Manager- Model Risk Management (Quants/Derivative Pricing)

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

Executive, Complex Securities Valuations, Strategy & Transactions, London

The opportunity

At EY-Parthenon, our unique combination of transformative strategy, transactions, tax and corporate finance delivers real-world value – solutions that work in practice, not just on paper. Benefiting from EY’s full spectrum of services, we’ve reimagined strategic consulting to work in a world of increasing complexity. With deep functional and sector expertise, paired with innovative AI-powered technology and an investor mindset, we partner with CEOs, boards, private equity and governments every step of the way.

Your Key Responsibilities

The Complex Securities team provides quantitative financial valuation services to clients. Projects can range from valuation of bespoke financial products and contracts, the construction of models that price or analyse financial risk, to reviewing of client models or valuations in a similar field.

As part of your role, you will:

Price complex and often bespoke financial products and derivatives, sometimes building models from scratch.
Develop solutions for external and internal clients based on sound quantitative models.
Collect and analyse financial market data and time series.
Prepare and present reports to support the analysis.
Review quantitative models developed by clients or third parties.
Work within available budgets and timelines on a variety of projects whilst keeping the assignment manager updated with progress.

Skills And Attributes For Success

Successful applicants will be highly numerate and analytical. You will understand the fundamentals of financial instrument valuations, be comfortable preparing an independent analysis and be able to explain the rationale behind the chosen approach.

In addition, you will be well-organized in your work, be a team player and possess good communication skills. Specifically, you can explain the essence of complex models and technical concepts to the team and to clients.

What we look for:

Practical experience of applying financial engineering techniques, e. g. modelling securities or derivative instruments;
Strong technical modelling skills, with knowledge of Excel and VBA and/or other programming tools such as MATLAB, Python or R; and
Experience of working in financial services, consultancy or in a relevant role in industry, with demonstrable problem-solving skills.

Ideally, you’ll also have

An MSc or PhD in financial mathematics or another numerate subject. A qualification such as CQF or FRM would be advantageous.
Capital markets or financial risk management experience.
Knowledge of simulation or other numerical techniques in financial engineering or economics.

Consulting | RRF | EH | FY26 | MRM Market Risk – Consultant

Please see job role.

Market Risk / Quant Risk

Job Description

• Develop and implement market risk management strategies in line with the firm’s risk appetite and regulatory guidelines;

• Monitor and assess market risk exposures across various asset classes;

• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm’s portfolio;

• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;

• Collaborate with traders, quantitative analysts, and other stakeholders to analyze and understand market trends, pricing models, and risk factors;

• Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;

• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;

• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;

• Providing leadership, guidance and trainings to the Market Risk coverage members;

• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in developed vendor risk system;

• Conduct rigorous analysis and testing as part of risk model development and enhancement;

• Provide comprehensive analytical support to all model stakeholders including risk management and model validation team.

Qualifications

• Bachelor’s degree in finance, economics, mathematics, or a related field. Advanced degree (MSc. or PhD.) preferred;

• 5-15 years of relevant market risk management experience within an investment bank or financial institution;

• In-depth understanding of financial markets, products, and risk management techniques and pricing models;

• Sound knowledge of regulatory frameworks and requirements related to market risk management;

• Proficiency in quantitative analysis, risk modeling, and statistical tools;

• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;

• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;

• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;

• Good verbal and written communication skills in both Chinese and English;

• Professional certifications such as FRM or CFA or CQF are desirable.

Vice President, Data Management & Quantitative Analysis Manager

Responsibilities

Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
Pricing Model development and OPM review for Rates, FX and Equity models.
Work closely with platform engineering team on integration of analytics libraries into firm’s risk systems.
Investigate market data, pricing and risk analytics issues.
Work on implementation of AI based quantitative workflow solutions.

To be successful in this role, we’re seeking the following:

Bachelor’s/Master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
Excellent programming knowledge in Python/C++ with financial maths and quant development work.
Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
Good knowledge of development of pricing and risk analytics systems and tools.
Good knowledge of object oriented analysis and common design patterns.
Excellent analytical and problem solving skills.
Good communication skills and ability to work with trading desk and platform engineering teams.
Front office experience involving FX and Rates
Good knowledge about LLMs and AI based quants workflow solutions.

Preferred Candidates

Top Tier colleges: IITs/BITs/NITs
Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
Professional certification in Finance: FRM, CQF or CFA.

Vice President, Data Management & Quantitative Analysis Manager II

In this role, you’ll make an impact in the following ways:

Responsibilities

Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
Pricing Model development and OPM review for Rates, FX and Equity models.
Work closely with platform engineering team on integration of analytics libraries into firm’s risk systems.
Investigate market data, pricing and risk analytics issues.
Work on implementation of AI based quantitative workflow solutions.

To be successful in this role, we’re seeking the following:

Bachelor’s/Master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
Excellent programming knowledge in Python/C++ with financial maths and quant development work.
Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
Good knowledge of development of pricing and risk analytics systems and tools.
Good knowledge of object oriented analysis and common design patterns.
Excellent analytical and problem solving skills.
Good communication skills and ability to work with trading desk and platform engineering teams.
Front office experience involving FX and Rates
Good knowledge about LLMs and AI based quants workflow solutions.

Preferred Candidates

Top Tier colleges: IITs/BITs/NITs
Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
Professional certification in Finance: FRM, CQF or CFA.

management activities across Latin America.

Key Responsibilities

• Support the identification, monitoring, and management of treasury and foreign

exchange risks in line with Group policies.

• Assist in the development and execution of risk management strategies,

including the use of appropriate treasury and FX instruments.

• Collaborate with banks and financial partners to support treasury operations and

risk mitigation activities.

• Monitor regulatory and compliance requirements related to treasury and foreign

exchange, supporting internal assessments and reporting processes.

• Track macroeconomic and financial market developments to anticipate potential

risks and support informed decision-making.

• Support initiatives related to cash mobility, liquidity optimization, and fund

repatriation in regulated environments.

• Work closely with internal teams such as Finance, Legal, Tax, and Accounting to

ensure alignment with internal controls and processes.

Professional Knowledge & Skills

• General understanding of treasury and foreign exchange risk management

concepts.

• Familiarity with basic treasury instruments and FX hedging tools (e.g., forwards,

swaps).

• Ability to analyze financial data and market trends to support risk assessment

activities.

• Strong communication skills and ability to work effectively in cross-functional and

multicultural environments.

Technical & Behavioral Competencies

• Proficient in Excel, PowerPoint, and standard office tools.

• Exposure to treasury or financial systems or similar platforms is an advantage.

• Fast learner with structured thinking and attention to detail.

• Proactive, adaptable, and team-oriented mindset.

Qualifications

• Education: Bachelor’s or Master’s degree in Finance, Accounting, Economics,

Corporate Management, or a related field.

• Experience: 1–8 years of experience in treasury, finance, or risk-related roles.

• Languages: Fluent English and Spanish; Mandarin is a plus.

• Certifications: Financial certifications (e.g., CFA, FRM, CQF) are a plus but not

mandatory.

AO/Sr. Quant Analyst

Specific Responsibilities

Collaborate with the Multi-Asset Portfolio Solutions Technology team to ensure data quality controls for quantitative research.
Innovate and implement alternative methods for data transformation and cleansing for various data sources.
Correlate data, identify exceptions, and construct refined datasets for research and investment processes.
Develop and enhance quantitative data quality frameworks using statistical techniques.
Develop python solutions to analyze the correlation between model inputs and outputs in order to measure the quality of its signals.
Create and optimize SQL queries, including performance tuning.
Develop new test cases to perform quality control based on various investment and risk parameters, enhancing the robustness of existing frameworks.

What makes this role unique or interesting (if applicable)?

The role offers a unique blend of business and technology exposure to the candidate and the ability to execute the activities with end to end ownership

Qualifications, Experience, Education

Strong understanding of Security Reference Data, Market Data, and Market Risk measures.
A grasp of Financial Theory, portfolio management concepts, and various financial instruments.
Proficiency in statistics.
Excellent development skills in Python and SQL.
Hands-on experience with Bloomberg.
Strong communication skills, with the ability to articulate business problem statements and developed solutions.
Exceptional problem-solving skills and attention to detail.
Demonstrated ability and willingness to quickly learn new technologies and platforms.
Proactive attitude with the ability to take initiative with minimal supervision.
Bachelor’s or master’s degree in quantitative discipline like Engineering. Science, Statistics / Mathematics, Econometrics etc.
Any progress towards CFA / FRM / CQF is preferred

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