Jobs Archive

Senior Investment Risk Analyst, Fixed Income

Key Responsibilities:

Understands and assesses key business needs. Proactively owns the strategic development of appropriate quantitative modeling solutions.
Collaborates with organizational departments or business functions to accomplish strategic goals, objectives, and initiatives.
Builds risk analytic strategies for business problems through collaborating, consulting and driving expectations.
Leads in the understanding and analysis of models across the enterprise to ensure that model assumptions, processes and outputs are well understood and that modeling standard methodologies are upheld.
Crafts clear and concise summaries of findings and recommendations. Uses impactful storylines and data visualization geared to both technical and non-technical audiences.
Drives business value through crafting and communicating strategic business solutions to leaders.
Leads all aspects of development, testing, implementation and administration of quantitative modeling processes and tools.
Evaluates and ranks quantitative solutions to business problems.
Leads communication of the key benefits and limitations of sophisticated modeling tools for business applications.
Leads governance of modeling tools and ensures they are applied consistently.

May Perform Other Responsibilities As Assigned.

Reporting Relationships: Reports to Risk/Actuarial leader.

Typical Skills And Experiences

Education: Undergraduate studies in finance, accounting, economics, statistics, mathematics or related subject area required. Graduate-level studies in a related field with advanced degree highly desirable.

License/Certification/Designation: Progress toward FCAS, FSA, CQF, CFA or similar preferred.

Experience: Typically, seven or more years of related work experience in financial risk modeling or actuarial functions.

Knowledge, Abilities and Skills: Proven knowledge of processes and functions spanning the insurance and risk management cycle. Understands machine learning, stochastic processes, Monte Carlo simulations, sampling methods and other statistical techniques applicable to specialized risk modeling. Confirmed mathematical knowledge of specialized risk models such as those used in hedging, economic scenario generation, catastrophe, credit risk, etc. Advanced understanding of risk management operations such as asset-liability management, portfolio risk assessment, hedging, etc. Sophisticated communication and presentation skills. Advanced proficiency with Excel and Powerpoint.

RC – Market Risk – Manager

At PwC, our people in data and analytics focus on leveraging data to drive insights and make informed business decisions. They utilise advanced analytics techniques to help clients optimise their operations and achieve their strategic goals. In data analysis at PwC, you will focus on utilising advanced analytical techniques to extract insights from large datasets and drive data-driven decision-making. You will leverage skills in data manipulation, visualisation, and statistical modelling to support clients in solving complex business problems.

Enhancing your leadership style, you motivate, develop and inspire others to deliver quality. You are responsible for coaching, leveraging team member’s unique strengths, and managing performance to deliver on client expectations. With your growing knowledge of how business works, you play an important role in identifying opportunities that contribute to the success of our Firm. You are expected to lead with integrity and authenticity, articulating our purpose and values in a meaningful way. You embrace technology and innovation to enhance your delivery and encourage others to do the same.

Examples of the skills, knowledge, and experiences you need to lead and deliver value at this level include but are not limited to:

Analyse and identify the linkages and interactions between the component parts of an entire system.

Take ownership of projects, ensuring their successful planning, budgeting, execution, and completion.

Partner with team leadership to ensure collective ownership of quality, timelines, and deliverables.

Develop skills outside your comfort zone, and encourage others to do the same.

Effectively mentor others.

Use the review of work as an opportunity to deepen the expertise of team members.

Address conflicts or issues, engaging in difficult conversations with clients, team members and other stakeholders, escalating where appropriate.

Uphold and reinforce professional and technical standards (e.g. refer to specific PwC tax and audit guidance), the Firm’s code of conduct, and independence requirements.

Market and Counterparty Risk Analytics Professional Job Specification:

Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Experience level 6-10 years of experience;

Location: Bangalore

Core Skill Requirements:

Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:

Independently built and managed quantitative market and counterparty risk analytical models

Strong experience/knowledge in at least some of the following areas (in quant space)

Counterparty Credit Risk (PFE, CVA, XVA)

Pricing and valuation – Derivatives (across one or more asset classes)

Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)

Market Risk Scenarios and Stress Testing

Development, prototyping and back-testing of Monte Carlo Credit Exposure Models

Incremental default risk, specific risk charge and stressed VaR

Worked on multiple Market Risk Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool

Strong experience/knowledge in at least some of the following areas (business knowledge)

Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculation

Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc

Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO’s etc.

Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.

Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.

Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.

Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus

Non-functional skill requirements: In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

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

Excellent oral and written communication skills

Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data

Process orientation with strong technical skills and attention to detail

Deep technical capabilities and industry knowledge of financial products

Willingness to travel to meet client needs, as needed

Educational Background:

Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Data Modeller

Please see job role.

Senior Quantitative Analyst

Job Responsibilities

Build and formally present reports by monitoring business performance within the set risk appetite and through analysis.
Report to; monitor and advise operational areas to manage trends through analysis for ad-hoc requirements.
Manage client expectations by liaising with stakeholders through the model build process as well as the systems and strategy development process.
Increase efficiencies through programming and automating processes.
Enhance business efficiencies and ensure compliance through formal communications and interacting with external bodies.
Challenge model builds from around the cluster through peer review participation and ensuring best practice.
Contribute to a culture conducive to the achievement of transformation goals by participating in Nedbank Culture building initiatives (e.g. staff surveys etc).
Research and make recommendations for corporate citizenship initiatives in area of influence
Participate and support corporate responsibility initiatives for the achievement of business strategy (e.g.. Green Strategy).
Seek opportunities to improve business processes; models and systems by identifying and recommending effective ways to operate and adding value to Nedbank.
Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis; business requirements gathering and designs validation.
Ensure product and/or solution design is congruent with the required business specifications through meeting stakeholder requirements timeously.
Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis; business requirements gathering and designs validation.
Ensure product and/or solution design is congruent with the required business specifications through meeting stakeholder requirements timeously.
Ensure continuity and record keeping through formal sign-off at forums and by creating documentation.
Ensure data accuracy through data and front-end analysis; pre and post testing of system/strategy changes.
Ensure business process consistency through formal communication; updating and maintaining policies.
Ensure accuracy and feasibility through impact analysis for newly developed products.
Review reporting and ensure accuracy through analysis and providing feedback.Providing advice to key operational areas ensuring optimal resource allocation and desired results through analysis and communication.
Manage access and change control and ensure compliance by creating change logs and restricting/providing access.
Take corrective action where risk is identified in any processes; models or reporting; through analysis and formal communication.
Support the achievement of the business strategy; objectives and values by reviewing Nedbank and Business Unit Plan and ensuring delivered systems; process; services and solutions are aligned.
Improve personal capability and stay abreast of developments in field of expertise by identifying training courses and career progression for self through input and feedback from managers.
Ensure personal growth and enable effectiveness in performance of roles and responsibilities by ensuring all learning activities are completed; experience practiced and certifications obtained and/or maintained within specified time frames.
Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction

Essential Qualifications – NQF Level

Matric / Grade 12 / National Senior Certificate
Advanced Diplomas/National 1st Degrees

Preferred Qualification

Post graduate degree in Statistics/Mathematics/Engineering /Data Science/ASSA Student/PRM/ FRM/CQF

AI Quant Tutor

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

About the Role

As an AI Tutor – Quantitative Finance, you will be instrumental in enhancing the capabilities of our cutting-edge technologies by providing high-quality input and labels using specialized software. Your role involves collaborating closely with our technical team to support the training of new AI tasks, ensuring the implementation of innovative initiatives. You’ll contribute to refining annotation tools and selecting complex problems from advanced quantitative finance domains, with a focus on algorithmic investment strategies where your expertise can drive significant improvements in model performance.This position demands a dynamic approach to learning and adapting in a fast-paced environment, where your ability to interpret and execute tasks based on evolving instructions is crucial.

AI Tutor’s Role in Advancing xAI’s Mission

As an AI Tutor, you will play an essential role in advancing xAI’s mission by supporting the training and refinement of xAI’s AI models. AI Tutors teach our AI models about how people interact and react, as well as how people approach issues and discussions in quantitative finance. To accomplish this, AI Tutors will actively participate in gathering or providing data, such as text, voice, and video data, sometimes providing annotations, recording audio, or participating in video sessions. We seek individuals who are comfortable and eager to engage in these activities as a fundamental part of the role, ensuring a strong alignment with xAI’s goals and objectives to innovate.

Scope

An AI Tutor will provide services that include labeling and annotating data in text, voice, and video formats to support AI model training. At times, this may involve recording audio or video sessions, and tutors are expected to be comfortable with these tasks as they are fundamental to the role. Such data is a job requirement to advance xAI’s mission, and AI Tutors acknowledge that all work is done for hire and owned by xAI.

Responsibilities

Use proprietary software applications to provide input/labels on defined projects.
Support and ensure the delivery of high-quality curated data.
Play a pivotal role in supporting and contributing to the training of new tasks, working closely with the technical staff to ensure the successful development and implementation of cutting-edge initiatives/technologies.
Interact with the technical staff to help improve the design of efficient annotation tools.
Choose problems from quantitative finance fields that align with your expertise, focusing on areas like portfolio optimization, derivatives pricing, or high-frequency trading backtests, providing rigorous solutions and model critiques where you can confidently provide detailed solutions and evaluate model responses.
Regularly interpret, analyze, and execute tasks based on given instructions.

Key Qualifications

Must possess a Master’s or PhD in a quantitative finance-related field (Quantitative Finance, Financial Engineering, Financial Mathematics, Applied Mathematics, Statistics, Economics with quantitative focus, or related disciplines) or equivalent professional experience as a quantitative trader or analyst.
Proficiency in reading and writing, both in informal and professional English.
Strong ability to navigate various financial information resources, databases, and online resources (e.g., Bloomberg, Reuters, SEC filings).
Outstanding communication, interpersonal, analytical, and organizational capabilities.
Solid reading comprehension skills combined with the capacity to exercise autonomous judgment even when presented with limited data/material.
Strong passion for and commitment to technological advancements and innovation in quantitative finance.

Preferred Qualifications

Professional experience as a quantitative trader or analyst.
Possesses experience with at least one publication in a reputable finance or economics journal or outlet.
Teaching experience as a professor
Familiarity with Python/R for financial scripting or ML libraries (e.g., QuantLib)
FRM (Financial Risk Manager)
CQF (Certificate in Quantitative Finance)
PRM (Professional Risk Manager)
CAIA (Chartered Alternative Investment Analyst)
CFA (Chartered Financial Analyst)

Market Risk Specialist in SOT Reporting

We are looking for you, if:

you are the candidate who will focus on global solution for SOT reporting of IRRBB measures,
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 are a collaborative team player experienced in managing complex data and data structures, contributing to ALM risk management,
you are someone who understands complex ALM data requests from supervisors (ECB, EBA) and can translate these into structured, timely deliverables,
you have strong collaboration skills in a team environment,
you have at least 2 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 have proficient oral and written communication skills in English,
you have ability to act as a connector between Risk, Finance, and IT,
you have strong analytical, problem-solving, and communication skills.

You’ll Get Extra Points For:

familiarity with Regulatory Technical Standards on IRRBB supervisory outlier tests,
experience with SQL, Power BI, or similar tools,
IT affinity,
certificates: FRM, PRM, CQF,
experience in Agile (Scrum) methodologies.

Investment Risk Manager

Join LGPS Central at a pivotal moment — where operational excellence powers long-term investment impact.

The Investment Risk Manager is in the contributes to ensuring that the LGPS Central Investment Risk Policy is being followed across Public and Private Markets and embedded into the Company’s investment management activity.

The postholder takes initiative to ensure that the policy and it sub-policies remain relevant and exploring any opportunities to further strengthens LGPS Central approach to Investment Risk Management.

The role seeks to have experience across Public and Private Market Investment Risk Management.

The Investment Risk Manager will be a “can do” person who will work towards a high standard with a limited amount of supervision and a good understanding around governance, deputising for the Senior Investment Risk Manager when required.

What you’ll be doing:

Contributes and supports the Investment Risk Policy and the LGPS Central Investment Risk Universe
Takes the lead to ensure that BAU risk reports are being produced accurately and in time
Explores and collaborates on opportunities to improve current approach to risk reporting
Supports independently the Senior Investment Risk Manager on any new fund (or mandate) launches or any changes to existing funds and mandates
Promotes investment risk to make investment risk a value add across to company and main stakeholders
Writes with minimal supervision papers for approval and noting to the Investment Committee and other Committees
Takes part Investment Risk team development and training via informal and continuous professional development
Deputise for the Senior Investment Risk Manager as required
Supports on implementing a continuous oversight process in Private Markets
Takes active part on any audit topics in the Investment Risk Management Team
Takes the lead of understanding and developing any quantitative risk models
Be an ambassador for investment risk, quant topics, technology and automation
Supports the Senior Investment Risk Manager of providing the investment teams with market and portfolio risk insights across Public and Private Markets

About Us

LGPS Central (LGPSC) Ltd is the FCA regulated asset manager for eight local authority pension funds across the Midlands. LGPSC is jointly owned on an equal shares basis by those Partner Fund, and it is responsible for managing £45bn+ of their assets. It is one of eight Local Government Pension Scheme (LGPS) asset pools in the UK.

LGPS Central’s Partner Funds are:

Cheshire Pension Fund
Derbyshire Pension Fund
Leicestershire Pension Fund
Nottinghamshire Pension Fund
Shropshire Pension Fund
Staffordshire Pension Fund
West Midlands Pension Fund
Worcestershire Pension Fund

The Company is committed to responsible investment and has made responsible investment a core part of the investment process in every asset class.

LGPS Central offers a friendly and diverse, hybrid working environment with a range of employee benefits. The Company moved to new premises at i9, Wolverhampton Interchange in January 2022, close to local transport links.

Our objective is to be a leading investment management company working with and for our Partner Funds. With a focus on value for money and performance we want to aspire to be one of the best because this is how we will deliver the superior investment returns and low costs for our Partner Funds.

Requirements

Previous experience in an Investment Risk Management Function at least at analyst level having demonstrated to be ready for a manager position
Ability to deal with very large data sets from multiple sources
Experience in Power BI, Tableau or similar preferred
Some experience in writing Policies and Committee papers
Good understanding of various Public Markets and Private Markets assets
Some experience in investment risk management risk models
Familiar with market, credit and liquidity risk management
Good knowledge on investment risk metrics, stress testing etc
Able to communicate complex and highly-technical matters in a way which is understandable and relevant.
Strong reasoning and problem-solving skills, able to develop pragmatic solutions to complex problems.
Strong presentation, report-writing and verbal communication skills
Achiever mentality with a collaborative and compassionate mindset

Qualifications:

Relevant degree, a quantitative, scientific or financial discipline preferred
First experience in managing an analyst or similar
FRM, CQF and CFA preferred

Quantitative C++ Developer

Susquehanna technologists are at the heart of where cutting-edge technology meets the fast-paced world of trading. Our growing teams build some of the most powerful trading systems in the financial industry and solve complex problems in a constantly changing environment. From large scale computations, real-time systems, high performance computing to petabytes of data. By integrating sophisticated coding techniques with innovative engineering ideas, we design and optimise systems that can process massive amounts of data while still ensuring high performance and stability. Collaborating with traders and quantitative researchers, our systems engineers, network architects, technical analysts and software developers create competitive edge through best-in-class technical solutions.

As a Quantitative Software Developer within our Equity Strategies team, you will have the opportunity to work closely with quantitative strategists, traders and the firm’s top technologists. Ideally, you will have a background in trading systems and want the chance to compete against the best systems in the world

What You’ll Do

Develop and enhance trading applications by designing, implementing, and delivering complex software systems that meet the business needs.
Solve complex problems by providing innovative and scalable solutions with a focus on high frequency and low latency automated trading.
Bring/gain a thorough understanding of the business domain (trading, strategies, market making, market data and low latency).
This is a hands-on role where you will thrive on the technology challenges. You will see your ideas and hard work used by experienced traders across a diverse range of instruments and markets.

What We’re Looking For

A bachelor’s degree (or higher) in a technical or related discipline
Quantitative postgraduate qualifications such as a Masters of Quantitative Finance (MQF) or Certificate in Quantitative Finance (CQF)
A minimum of 5 years in designing and developing applications using modern C++ on Linux, as well as proficiency in Python
Excellent attention to detail, accuracy and a thorough understanding of full life-cycle development and performance optimization/latency reduction methodologies.
A demonstrated track record of successfully delivering complex applications that meet demanding performance and scalability goals.
Experience in trading application development would be highly regarded.
Knowledge of financial products would be highly regarded.

CFO Risk Analyst/Consultant – ICH Europe

As a Risk professional in the CFO&EV team in Strategy&Consulting/Intelligent Consulting Hub Europe, you’ll work on delivery of projects for our clients – key industry players in the Risk Management sectors around the world. You’ll help our clients keep up with fast changing regulations, innovations as well as changing market conditions. You will be part of a team that brings to our clients industry-leading best practices, technologies and strategies in everything from credit, market, liquidity, enterprise or operational risk and financial crime perspective – to regulatory compliance, robotics, artificial intelligence – and advanced quantitative modelling.

You will be part of multidisciplinary team of risk professionals demonstrating broad palette of skills in various areas.

THE WORK:

Although no two days at Accenture are the same, as a Risk Analyst/Consultant in our CFO&EV practice, a typical day might include:

Acting as a risk management analyst professional while working with Accenture’s global teams to help clients develop cutting edge and industry leading solutions
Shaping Accenture’s thought capital around current and emerging risk management topics
Using your analytical & quantitative skills to provide clarity to complex issues and gather data as well as model driven insights
Helping clients use technological risk innovations (Big Data & Cloud Solutions, Robotics, Artificial Intelligence, Machine Learning) to enhance and transform the risk management function
Working across a dynamic, international team where English is the common language

HERE’S WHAT YOU’LL NEED:

Minimum 2 years of risk management experience (Credit, Market, Liquidity, ERM or Financial Crime). Candidates should demonstrate knowledge in one or more of the following aspects:

Quantification skills in one or more of the risk domain areas
An understanding of market environment as well as risk regulatory frameworks: knowledge of Basel III and IV principles and practices, ICAAP, MIFID, FRTB, GDPR, IFRS 9, etc.
Experience across risk platforms and technologies/products, for example Bloomberg, Reuters, Murex, Algorithmics, Moody’s, eFront, OFSAA, etc.
Operational procedures and processes covering also data management in risk areas
Proficient level in English and either German, Spanish or French (written & spoken)

Research indicates that some candidates, especially the most diverse ones, may hesitate to apply for positions if they don’t meet all requirements. If you believe you possess the necessary skills, even if not meeting every requirement, we wholeheartedly encourage you to submit your application.

BONUS POINTS IF YOU ARE AND HAVE:

Digitally savvy and conscious of new technologies; continuous learner; knowledge of programming languages (R, SAS, VBA, SQL, PYTHON)

AVP & Actuary, Risk Management – Reinsurance Risk

We are seeking an AVP & Actuary, Risk Management to join the Financial Risk oversight team, which is a part of the broader Enterprise Risk Management (ERM) function in the Office of the CRO. This team is focused on setting the parameters of risk management as they relate to the various financial risks, such as reinsurance and liquidity. This is a relatively new, dedicated oversight role at Lincoln, as ERM continues to grow! This position will play a pivotal role in building out the Reinsurance oversight function with an opportunity to support other risk oversight functions that intersect multiple teams across the enterprise, spanning Lincoln’s product suite.

You will work closely with risk managers to monitor risk exposures, assess risk mitigation strategies, and ensure compliance with regulatory requirements. The ideal candidate will have strong quantitative skills, experience with reinsurance and financial instruments, and a deep understanding of risk management practices.

What You’ll Be Doing

Support the development of reinsurance risk frameworks through partnerships across the organization and thought leadership and expertise in risk management practices.
Build out independent reinsurance risk reporting that captures risk profiles, monitors performance, various triggers, etc.
Evaluate and monitor risks associated with strategic initiatives and existing infrastructure, including captives, affiliate transactions, and financial reinsurance solutions.
Partner with reinsurance, finance, and business unit teams to ensure the implementation and effectiveness of risk management systems, tools, and models
Collaborate with first line partners to implement reinsurance considerations into the risk appetite framework, including setting risk limits, thresholds, and reporting procedures
Work with front-office teams to understand strategic initiatives, financial risks, and residual risk trading strategies, ensuring that risks are appropriately managed
Provide effective challenge to strategic and tactical decisions
Maintaining knowledge on current and emerging developments/trends in areas of specialization, assessing potential impacts and risks to Lincoln, and providing insights to management.
Provide thought leadership on improvements to technological and operational efficiencies

What We’re Looking For

Education

Bachelor’s degree in Finance, Mathematics, Actuarial Science, or a related field.
Master’s degree or relevant professional certifications (e.g., CFA, FRM, FSA, CQF) is a plus.
Fellow of the Society of Actuaries (FSA), or Career ASA with additional years of experience.