Jobs Archive

FIN_Global Middle Office_Executive Director

Role & Responsibilities:

- Supporting the overall management and development of the EMEA Valuations Control team and working across regions to drive consistency
- Manage the team performing IPV for full spectrum of Vanilla and Exotic Credit Products across all businesses, including the review of the marking of CVA exposures.
- Determining methodology for and computation of relevant valuation adjustments
- Responsible for management reporting of IPV, including detailed analysis of desk marking trends
- Extensive degree of Front Office Trading and Quants, Product Control, MVG, Finance and senior management interaction
- Opining on revenue recognition and reserving for new product / transaction approvals
- Training and supervising Mumbai offshore centre to ensure appropriate, and accurate testing
- Leading Valuation Control s response to regulatory requirements / requests (e.g. Prudent Valuation, Trading Wind Down)
- Regular internal IPV and reserves reporting and audit / SOX related reporting
- Supporting the resolution of collateral disputes on credit products
- Reviewing, designing and enhancing controls, including an appreciation of digital tools and how this can be applied in a controlled and effective manner
- Responsibility for Fair Value Hierarchy classification for Credit products and Significant Unobservable disclosures under FAS157
- Computation of quarterly Prudent Valuation Adjustments and enhancing methodologies over time

Skills, experience, qualifications and knowledge required:

- Numerical degree with history of strong academic performance required.

- Additional professional qualification from top university or institution preferable (ACA/CIMA, CQF, CFA, FRM, PRMIA).

- Strong IPV experience and product knowledge

- Excellent written and oral communication skills required given the level of exposure to all levels of seniority and experience across businesses and regions.

- Experience in responding to regulator requests

- Digital tool awareness

Risk Modelers Professional

Provide analytical support and manage projects to deliver retail and commercial credit risk and decision models to support risk management and decision making in LBG.

The following accountability apply to the most roles and decision science at this level but there may be some variation depending on specific role in the team:

Good-to-Have

Expertise in PD, LGD, EAD and BAU models

Certified CQF and CIF

Responsibility of / Expectations from the Role

Very good knowledge of statistical techniques such as clustering, segmentation, ranking, correlation, or regression etc.

Use sophisticated statistical techniques to develop scorecards, customer segmentation schemes, profiles, and other analytically based tools in day-to-day operations.

Ability to recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.

Accountabilities:

Provide analytical support for different types of modelling tasks and projects, including model developments.
Work independently on variety of analytical tasks and projects during the production of model monitoring report, validations, and collaborations.
Work on projects to support initiative across decision science.
Work and build wrap rapport with business contacts, communicating analysis clearly and delivering out to agreed plans and time scales.
Take ownership and provides technical leadership to more junior analysts in the team.
Support model implementation and testing.
Comply with policies and apply best practises to all aspects of work.
Deputise for manager when required.
Act in line with the groups value and behaviours.

Skills, knowledge, and experience

Degree with quantitative content or equal skills derived from experience.
Experience extracting, manipulating, and drawing insight from the data
Experience of working on design, development, and validation of credit risk models
excel SAS, SQL, or similar experience
demonstrates initiative and problem-solving skills
good organisational and project management skills and ability to deliver tasks and project to deadlines
good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts
good knowledge of the fundamental principles of banking credit Risk management and economics
technical leadership and coaching
practical application of statistical modelling techniques and technical methods

Manager – Risk & Reg – Sales & Trading Operations

At PwC, our people in operations consulting specialise in providing consulting services on optimising operational efficiency and effectiveness. These individuals analyse client needs, develop operational strategies, and offer guidance and support to help clients streamline processes, improve productivity, and drive business performance. Those in customer service at PwC will specialise in improving customer service operations and enhancing customer experiences. You will work closely with clients to analyse customer service processes, identify pain points, and develop strategies to optimise service delivery, increase customer satisfaction, and drive loyalty. Working in this area, you will provide guidance on implementing customer service technologies, designing service models, and developing customer-centric service cultures.

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.

Skills

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.

PwC Role Profile: Manager – Risk Management

Role Summary

As a Manager, you will lead project delivery and client relationships in risk management engagements. You will oversee work across market, counterparty, credit, and model risk while managing teams and contributing to practice development.

Key Responsibilities

Lead day-to-day client engagement, ensuring quality and timely delivery.
Design solutions for risk frameworks (e.g., FRTB implementation, CCR methodologies, model governance).
Serve as primary point of contact for client stakeholders at VP/Director levels.
Manage project plans, budgets, and reporting.
Supervise, coach, and mentor senior associates and associates.
Contribute to proposals and thought leadership.

Skills & Experience

8–11 years of consulting or risk management experience.
Expertise in at least one domain, with strong working knowledge across others.
Proven ability to lead projects and teams.
Regulatory knowledge and ability to interpret supervisory expectations.

Qualifications

Bachelor’s degree required; Master’s preferred.
CFA, FRM, PRM, or CQF strongly preferred.

Quant Strategist

Pension Insurance Corporation (“PIC”) provides secure retirement incomes through comprehensive risk management and excellence in asset and liability management, as well as exceptional customer service. Our purpose is to pay the pensions of our current and future policyholders. We achieve our purpose by setting Company-wide strategic objectives and driving a healthy culture based on our PIC Values of Resilient, Adaptable, and Loyal.

PIC is recruiting for a Quant Strategist to join its ALM Securities & Derivatives function. This function sits at the core of PIC’s business, creating value by optimising the relationship between assets and liabilities in line with the firm’s risk appetite.

The Quant Strategist team specifically works closely with the wider Investment department to address business challenges through a combination of quantitative and actuarial insight. The team works in partnership with the broader ALM Securities & Derivatives function to shape and advance the analytical frameworks, hedging capabilities, and portfolio-optimisation tools that underpin investment decisions and strengthen balance-sheet management.

This particular role will support the enhancement of PIC’s ALM quantitative toolkit, developing systems and datasets that enable efficient modelling and analysis. It will also focus on translating robust data and models into practical, user-friendly analytics, collaborating with the investment team to deliver clearer insights and support faster, more informed decisions, enhancing the overall investment process.

Your specific accountabilities will be:

Maintain and enhance the ALM Quant Platform, ensuring existing models, libraries, and analytics remain accurate, robust, and well-documented
Design and deliver new model features or analytical capabilities, aligned to business requirements, regulatory needs, or investment initiatives
Develop and implement model components to be handed over to Technology for production deployment, ensuring clean code, technical specifications, and appropriate testing artefacts
Support BAU production processes, including running ALM analytics, debugging issues, and providing explanations of results to internal stakeholders
Analyse and approximate Solvency II balance-sheet impacts under different market or portfolio scenarios, supporting risk management and investment decision-making
Collaborate with ALM, Investment, Actuarial and Risk teams to refine modelling assumptions, validate outputs, and ensure consistency across analytical frameworks
Contribute to the continuous improvement of modelling standards, including coding practices, version control discipline, and model governance documentation
Undertake research to enhance modelling methodologies, introducing innovations or efficiency improvements that strengthen PIC’s ALM capability
Develop technical understanding and platform expertise, with the expectation to progress towards subject-matter expertise in key ALM modules

Requirements

Experience:

Professional qualifications (e.g., CFA, FIA, CQF, PhD) are advantageous but not essential
Experience contributing to model development, calibration, or platform enhancement within an investment, actuarial, ALM, or risk environment
Experience providing BAU model support, troubleshooting issues, and helping stakeholders interpret ALM metrics in a fast-paced environment
Strong academic record in a quantitative discipline (mathematics, physics, engineering, actuarial science, financial engineering)

Senior Associate, Portfolio Analytics – Quants, Fund Services

We’re seeking someone to join our team as a Associate to assist with performance and exposure/risk attribution analytics of hedge fund portfolios using multi-factor models. The incumbent will further contribute towards testing and building systematic quantitative solutions for the firm’s hedge fund portfolios.

Established in 2004, Morgan Stanley Fund Services (MSFS) is a global business within the Institutional Equities Division (IED) that provides fund administration services for over $700billion in assets across 350+ hedge funds, private equity and large family offices clients. Our best-in-class offering includes accounting and investors services, portfolio analytics, middle-office functions, regulatory and financial reporting, and tax services. Delivering these services to our clients and their investors is a diverse team of 1,400 highly skilled employees across the globe based in New York, London, Glasgow, Dublin, Mumbai, Bengaluru, and Hong Kong. Joining MSFS, you will discover a dynamic environment where every day offers new opportunities for personal growth and innovation. Here at MSFS your career isn’t just a job, it’s an incredible journey fueled by collaboration, challenge, and the chance to make a meaningful impact to our business, our clients, their investors and the wider Morgan Stanley franchise.

The MSFS Portfolio Analytics team is an energetic, globally connected group driving innovation in portfolio analytics for our clients. As part of the team, you will collaborate with colleagues and our clients to deliver impactful risk and performance reports, ensuring clients have the insights they need to succeed.

This differentiating MSFS service provides customized analytics to meet the complex needs of our clients. The team provides opportunities to lead new ways of thinking and actively contributes to developing new analytical tools through developing new ad-hoc scripts and working with our technology colleagues to build new tools. We value problem-solving, continuous learning, and creative thinking.

Our exceptional talent is passionate about data, eager to innovate, and ready to help shape the future of our analytics. If you want to make meaningful contributions for our clients, the Portfolio Analytics team offers the perfect opportunity to make your mark.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

What You’ll Do In The Role:

Focus on periodic as well as bespoke delivery of quantitative analyses related to portfolio exposure, risk, and performance
Collaborate with the global client coverage team members to assist answering client questions on factor analysis of their portfolios
Prepare custom client reports that involve risk and performance calculation
Help in building automation to scale bespoke solutions for the clients using R/VBA or with IT solutions
Participate in the ideation for the new products critical to the success of pre-trade quant offering and contribute towards building systematic process for generation of content

What You’ll Bring To The Role:

Master’s in quantitative discipline such as Financial Engineering/Mathematics/Statistics/Computing with 2-4 years of relevant experience. Certification such as CFA, CQF or FRM will be an added advantage although not mandatory.
Familiarity with Equities and Equity derivatives products and familiarity with multi-factor risk models
Hands-on-experience of R or Python programming, familiarity with LaTeX, Markdown and Shiny
Analytical mindset and problem-solving ability with a quantitative aptitude
A team player with strong verbal and written communication skills with attention to details

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.

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

CFO Enterprise Risk Management Consultant (She/He/They) (ICH Europe)

Accenture is a leading global professional services company that helps the world’s leading businesses, governments and other organizations build their digital core, optimize their operations, accelerate revenue growth, and enhance citizen services.

We offer solutions and assets across Strategy & Consulting, Technology, Operations, Industry X and Accenture Song.

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.

For more information about CFO&EV teams please visit our website: CFO&EV

THE WORK:

Although no two days at Accenture are the same, as an Enterprise Management 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
Traveling globally to work with prestigious clients and deliver large-scale transformational change.

Flexible: We are delivering our work mostly remotely but knowing that Intelligent Consulting Hub Europe (ICH) way of working is also based on traveling and serving advisory, typically working closely with our Clients in their offices, willingness and ability to work at client’s locations mostly across Europe, but also other locations, for short or long term is still required.

With all our roles, there is some in-person time for collaboration, learning and building relationships with clients, peers, leaders, and communities. As an employer, we will be as flexible as possible to support your specific work/life needs.

WHAT’S IN IT FOR YOU?

We are looking for risk professionals, experienced in Enterprise Risk Managements in various industries and who demonstrated ability to:

Drive the identification, measurement and management of company-wide risks.
Conduct risk assessments to identify current and emerging risks.
Advise and implement ERM frameworks, processes and appropriate risk tools.

HERE’S WHAT YOU’LL NEED:

Minimum 2 years of risk management experience (ERM, compliance, operational risk management, ESG risks). Candidates should demonstrate knowledge in one or more of the following aspects:

Knowledge of Enterprise risk management framework, emerging trends and regulatory frameworks. Experience across ERM and/or operational risk platforms and technologies/products, for example ServiceNow, MetricStream, Ventiv, Archer, Finastra, etc.
Provide a structured approach & methodology to identify, assess, manage, and mitigate risks across organizations, encompassing a broad spectrum of risks, including financial, operational, technological, and reputational.
Problem solving & analytic skills, with capacity to align risk appetite with enterprise strategies, facilitate decision-making, enhance resilience and enable organizations to anticipate and adapt to various internal/external changes.
Experience and knowledge of operational risk management procedures, process mapping, gap analysis, covering also data management dimension (data mapping, data crunching and analysis in the context of enterprise risk management).
Proficient level in English and either German, French, Italian or Spanish (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) would be a great supplement
Industry certifications such as FRM, PRM, CQF, CFA are an asset

Senior Manager, BCM Specialist Modelling, Financial Services, Audit & Assurance

Connect to your Industry

The BCM Specialist Modelling team within Deloitte’s Audit & Assurance practice is a rapidly evolving team providing specialist analytics services to banking and capital market clients. The quickly evolving team caters to a range of data solutions including modelling, model reviews, data assurance, profiling and visualisations.

From the outset, you will be a part of a market leading team, bringing together people and insights from a variety of sources and backgrounds. You will work alongside colleagues from multiple continents to deliver varied analytical solutions to clients ranging from tier-1 UK banks to FinTechs. No two days are the same, accelerating your learning and allowing you to progress more quickly.

Connect to your career at Deloitte

Deloitte drives progress. Using our vast range of expertise, we help our clients’ become leaders wherever they choose to compete. To do this, we invest in outstanding people. We build teams of future thinkers, with diverse talents and backgrounds, and empower them all to reach for and achieve more.

What brings us all together at Deloitte? It’s how we approach the thousands of decisions we make every day. How we behave, our beliefs and our attitudes. In other words: our values. Whatever we do, wherever we are in the world, we lead the way, serve with integrity, take care of each other, foster inclusion, and collaborate for measurable impact. These five shared values lead every decision we make and action we take, guiding us to deliver impact how and where it matters most.

Connect to your opportunity

We are looking to expand our team by the hiring of focused, aspirational and collaborative practitioners, and as such we are offering the opportunity to join as a Senior Manager in the BCM Specialist Modelling team to support this challenging and rapidly expanding business. Deloitte offers a unique career opportunity in a supportive, challenging and fast-growth environment.

The successful candidate will have responsibility for delivery across a range of analytics and modelling offerings within banking and capital market audit and assurance services. You will understand our clients’ industry and be able to anticipate complex business problems and the issues they face, recommending appropriate action.

Responsibilities

Ownership of a portfolio of Audit and Assurance clients;
Provide direction/oversight to teams and taking responsibility for signing off the deliverables;
Liaise with senior stakeholders across the firm and at the client;
Integrate with the senior leadership of the team to help set and communicate the strategy to the rest of the team;
Overseeing the project management of engagements; managing senior team members, ownership of deliverables and timelines, leading client interaction and stakeholder management;
Managing teams within the group, including developing the skills and confidence of experienced staff and acting as a role model to inspire and mentor people in the team, and attract new talent to the team;
Leading teams in providing analytics and modelling services through the use of software such as SQL, Python, Tableau, SAS, R and VBA to deliver meaningful insights to our clients and help them to understand the risks and key drivers for their business;
Working with our clients to provide analytics and modelling services including model testing, data analysis and quality reviews, report generation and visualisation across both the trading and banking books;
Working with audit teams to integrate analytics more deeply into the external audit approach, and with our clients to embed analytics into their business and culture;
Development and delivery of new and innovative analytics tools to support evolving audit and regulatory requirements within the changing financial services environment;
Contributing to the team’s and Deloitte’s thought leadership and strategy in Audit & Assurance analytics and volunteering to promote certain initiatives;
Building and developing long term relationships with stakeholders across our client organisations.

Connect to your skills and professional experience

Essential:

PhD, Master’s or Bachelor’s degree or equivalent preferably in a quantitative field such as mathematics, physics, statistics, computer science, accounting, finance, or engineering;
Experience of working in an analytics or modelling team in the financial services industry either within a professional services or FTSE 350 firm;
Experience leading multiple teams in a dynamic environment to meet various reporting deadlines, managing multiple senior stakeholders;
An eye for detail, and a structured and thorough approach to delivering high quality output, including experience of code, output and documentation review;
Advanced technical experience with Excel and at least one other programming language such as Python, SQL, VBA, Tableau, R, SAS;
Sound knowledge of one or more financial asset classes (e.g. derivatives, loans, mortgages)
Experience in building cashflow models;
Ability to build and develop strong client relationships;
Excellent oral and written communication skills.

Desirable:

Holding or working towards a professional qualification (e.g. CQF, FRM, CFA, ACA, CIMA);
Strong understanding of the regulatory environment and an understanding of data quality frameworks such as BCBS239

Archives: Jobs