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Fund Services.Risk Analyst

Your Role: 

  • You will produce accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies in a timely manner
  • Resolve all queries to risk reports
  • Support the new business process – on-boarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulations)
  • Be involved in the maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools
  • Perform operational risk management – risk reporting process documentation, improving processes through increasing level of automation, ensure consistent application of CFS policies and procedures, identify and appropriately communicate potential internal and external risks.
  • Assist relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues, participate in communication/escalation aspects of complex issues resolution
  • Contribute to cross functional training initiatives

Qualifications

About You:

  • You have a quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA)
  • A quick learner who is self-motivated and demonstrates a strong attention to detail while multi-tasking
  • Excellent oral and written communication skills and interpersonal skills
  • Proficient in Excel, VBA, SQL and Python
  • 0-2 years of experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk management of OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit
  • Knowledge of investment risk measurement and management under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous

Portfolio and Quantitative Analytics Analyst – Lazard Wealth

Lazard is one of the world’s preeminent financial advisory and asset management firms. Our people and culture make the difference. While global in presence and reach, ours is a close, collaborative community of just over 3,000 professionals. Lazard is a place of continuous knowledge sharing, skill development and relationship building, where professionals grow and succeed together. Our entrepreneurial culture, flat structure and embrace of individual differences, allow creative ideas, original concepts, and unique perspectives to drive our business forward — and for careers to take flight.

Lazard Wealth (LW), LAM’s wealth management business, collaborates with our clients to help solve and simplify the complexities of wealth, while delivering sophisticated investment solutions and advice. We combine years of history and experience to help preserve and grow our clients’ wealth across generations. The principal areas of focus with clients are strategic advice and planning, investment management and direct private investments. Working in partnership with families, we customize an investment process that meets their specific needs.

 

We are seeking a Portfolio & Quantitative Analytics Analyst to play a critical role in supporting and overseeing risk management functions within our firm. You will be responsible for developing and implementing effective risk management strategies, models, reports, and procedures across client portfolios, market research, and technology solutions.

We’ll trust you to:

 

  • Utilize and assist in the development and maintenance of risk models and tools to identify and monitor portfolio risk factors, stress test portfolios, and ensure compliance with risk management guidelines.
  • Proactively monitor market conditions and perform scenario analysis to assess potential impacts on portfolio risk exposures and recommend necessary adjustments.
  • Observe and contribute to portfolio and investment decisions; contribute to the development of investment strategies, asset allocation models, and risk management frameworks, incorporating quantitative research insights.
  • Become proficient in statistical techniques and quantitative models to assess portfolio and investment risk, estimate potential returns, and optimize portfolio construction in order to deliver performance attribution analysis, factor-based exposures, and portfolio optimization.
  • Stay updated on the latest industry trends and research advancements in risk management, quantitative analysis, and portfolio construction methodologies.
  • Collaborate with other groups within the Firm to offer quantitative support and industry specific input.
  • Support the Investment Team with quantitative research and analysis of investment opportunities across various asset classes, including equities, fixed income, and alternative investments with a strong focus on risk management and portfolio construction.
  • Evaluate and implement risk management techniques, such as hedging strategies, derivatives, and asset allocation adjustments to mitigate portfolio risks and enhance risk-adjusted returns.

 

You’ll need to have:

  • 3-5 years’ experience in a risk management, analytical, or quantitative role, particularly within the asset allocator and wealth management space.
  • A Bachelor’s degree in finance, economics, mathematics, statistics, or a related field. Advanced degree (e.g., MBA, MSc) with a focus on quantitative finance or risk management is preferred.
  • Understanding of risk management principles, quantitative modeling techniques, and statistical analysis.
  • Experience using programming languages such as R and MATLAB for quantitative research, data analysis, model implementation and creation of interactive dashboards.
  • Proven experience in MATLAB programming and software development.
  • Ability to prioritize and manage multiple tasks and projects effectively.
  • Ability to access, manipulate, and clean large data sets from various databases and sources.
  • Experience with risk modeling software, quantitative analytics platforms, and market data providers (e.g. Bloomberg).
  • Familiarity with risk measurement methodologies (e.g., VaR, stress testing, factor analysis) and risk management frameworks (e.g., risk budgeting, risk-adjusted performance metrics).
  • Baseline knowledge of financial derivatives, options pricing models, and portfolio optimization techniques.
  • Excellent problem-solving and critical-thinking skills, with the ability to analyze complex data sets and draw meaningful insights.
  • Strong communication and presentation skills, with the ability to explain quantitative concepts to non-technical stakeholders.
  • A strong interest in working on a wide range of problems related to diverse asset classes and investment strategies. Understanding or interest in learning about alternative asset classes.
  • Professional certifications such as FRM, CQF, or CFA are desirable.

Manager, Stress Testing Oversight

Key Responsibilities

  • Define the specifications and methodology for the stress testing program, ensuring alignment with ECB and other applicable EU regulatory requirements, in particular for systemically important institutions.
  • Lead the coordination and definition of key stress testing assumptions (macro, idiosyncratic, and reverse stress scenarios) with internal stakeholders and expert teams across risk, finance, and business lines.
  • Oversee and ensure the ongoing adequacy, calibration, and fit-for-purpose operation of stress testing models and engines.
  • Interpret, review, and document all stress test results, including the rationale for key assumptions and their impacts on capital, liquidity, and solvency positions.
  • Present stress testing methodology and outcomes to senior management, risk committees, and regulatory bodies (ECB, CSSF) as required, articulating material risks and model limitations in a clear and concise manner.
  • Maintain up-to-date documentation and process control for all elements of the stress testing lifecycle, including scenario selection, data inputs, model parameters, and reporting outputs.
  • Monitor market and regulatory developments, proactively enhancing the stress testing framework to ensure best-in-class standards and ongoing regulatory compliance (ECB Guide on ICAAP/ILAAP, EBA Guidelines, CRR).
  • Assist with the integration of stress testing outcomes into risk appetite, capital planning, recovery planning, and other strategic processes (e.g., ICAAP/ILAAP, SREP submissions).
  • Support ad hoc regulatory data requests, internal reviews, audits, and examinations related to stress testing frameworks and outcomes.

Ideally, you would have

  • 7+ years of experience in stress testing, risk management, or quantitative analytics within a regulated EU/EEA banking environment, ideally with direct exposure to ECB SSM supervision.
  • Proven track record in leading or coordinating stress testing or capital planning projects
  • Hands-on experience with quantitative modeling and scenario design.
  • Master’s degree in finance, economics, quantitative discipline, or related field; professional certification (CFA, FRM, PRM, CQF) advantageous.
  • Strong analytical skills and attention to detail, with outstanding verbal and written communication abilities.
  • Capacity to interpret complex technical results for diverse audiences up to senior executive and regulator level.
  • Proven experience working in a fast-paced, international environment, managing multiple stakeholders and deadlines.

VP- Digital Value Creation-TAS India

Houlihan Lokey, Inc. (NYSE:HLI) is a global investment bank with expertise in mergers and acquisitions, capital solutions, financial restructuring, and financial and valuation advisory. Houlihan Lokey serves corporations, institutions, and governments worldwide with offices in the Americas, Europe, the Middle East, and the Asia-Pacific region. Independent advice and intellectual rigor are hallmarks of the firm’s commitment to client success across its advisory services. The firm is the No. 1 investment bank for all global M&A transactions for the past two years, the No. 1 M&A advisor for the past 10 years in the U.S., the No. 1 global restructuring advisor for the past 11 years, and the No. 1 global M&A fairness opinion advisor over the past 25 years, all based on number of transactions and according to data provided by LSEG.

Financial and Valuation Advisory
Over the past 40 years, Houlihan Lokey has established one of the largest worldwide financial and valuation advisory practices. Our transaction expertise, leadership in the field of valuation, and objective approach to independent due diligence advice inspire confidence in the financial executives, boards of directors, special committees, retained counsel, investors, and business owners we serve. In 2020, Refinitiv (formerly known as Thomson Reuters) ranked us the No. 1 U.S. M&A fairness opinion advisor over the past 20 years. Our stability, integrity, technical leadership, and global capabilities make us a trusted advisor for clients worldwide across a wide range of services, including the Transaction Opinions, Transaction Advisory Services, Corporate Valuation Advisory Services, Portfolio Valuation and Fund Advisory Services, Real Estate Valuation and Advisory Services, and Dispute Resolution Consulting practices.

Transaction Advisory Services
Houlihan Lokey’s Transaction Advisory Services (TAS) practice assists private equity and corporate clients with financial, IT and tax due diligence, business analytics, and technical accounting matters associated with corporate mergers, divestitures, and acquisitions (M&A). Drawing on Houlihan Lokey’s market leadership in middle-market M&A transactions, our due diligence experts provide candid, unbiased, and rigorous support on matters most impacting deal value, and assist investors in identifying and evaluating key value drivers and risk factors.
TAS India
TAS India covers Financial due diligence, Accounting and financial reporting and Digital value creation services. We have a highly integrated ‘one-team’ working model where TAS India team members are fully embedded into an engagement lifecycle – from client pitch to client discussions through closure. They have similar exposure to project complexities and client situations as their counterparts in the global TAS teams, and work in similar ownership and accountability construct. With a strong industry orientation and innovation-focused environment, we offer a unique proposition comprising best-in-class functional, industry and technology competencies along with an exposure to global M&A markets.

Job Description
TAS is seeking talented professionals to join our fast-growing Digital Value Creation group (DVC) at the Vice President level. DVC provides our clients value-creating insights from vast market, operational, and financial data. DVC professionals work closely with HL due diligence, valuation and investment banking teams alongside clients’ deal and operating teams. As a professional in the group, you will be teamed with highly talented and dedicated M&A professionals in various industry groups including Industrials, Consumer, Technology, Business Services and Financial Services. This opportunity provides you broad exposure to different transactional issues affecting businesses in an M&A environment.

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 engagements or substantial workstreams within an engagement, taking ownership of the execution, quality and timeliness of deliverable to clients
• Day-to-day project management, ensuring progress in line with project plan and effective resource management; resolving bottlenecks and complex questions; identifying risks and delays; reporting and escalating issues as required; tracking budgets; etc.
• Communicate directly and effectively with senior business executives and internal stakeholders, providing project updates, discussing questions and bottlenecks, and sharing points of view and recommendations as defined within project scope
• 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, and story-board key findings into a structured and comprehensible report
• Identify key business risks and opportunities impacting business valuation
• Be willing to learn and train peers on data analysis and visualization tools
• Continuously develop industry knowledge and qualifications
• Be able to work on and lead multiple assignments simultaneously
• Support and actively participate in business development efforts
• Review the work of junior team members, ensuring desired quality and insights, and providing timely feedback for their continuous learning
• Manage a team of 2-3 Analysts and/or Associates, being responsible for their learning and professional development

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.
• Sound knowledge of and experience in data visualization tools, either Tableau or Power BI
• Strong command of advanced Microsoft Excel functions, PowerPivot, Power Query, etc.
• Experience working in a global organization across different time zones, managing both internal and external stakeholders
• Team management experience, covering role expectations, learning and development, and performance management
• Exceptional work ethic, high motivation, and a demonstrated ability and desire to work cooperatively with team members and client professionals
• Strong analytical abilities
• Exceptional verbal and written communication skills
• A demonstrated ability to work cooperatively and be a team player

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)

Group Strategic Analytics – Quantitative Strategist – Market Risk Strats – Associate

Role Description

  • The Strategic Production and Analytics of Risk function within Group Strategic Analytics is principally responsible for daily analysis and control of various market risk metrics onboarded to bank’s strategic platforms.
  • The role involves analysis of various market risk metrics including VaR / SVaR, Economic Capital, Market Risk CCAR, Capital charges under Standardized Approach, IMA Approach (Default Risk Charge and Risk Theoretical PnL) and Credit Valuation Adjustment (CVA) under FRTB regulations.
  • You will work with Market Risk Managers, FO Quants, Risk Methodology experts to enable accurate risk measurement and help set up processes for BAU implementation.
  • This role also involves performing controls and checks to ensure completeness and accuracy of risk metric. The role requires application of qualitative and quantitative techniques to analyse the data and a deep understanding of Market Risk Regulation.

 

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.

 

Our People

Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients.

 

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

  • Run all production process and controls to check completeness, accuracy and timeliness for Market risk metrics like VaR/SVaR, Economic Capital, FRTB CVA, FRTB SA and FRTB IMA (DRC and RTPL) numbers.
  • Finalize the market risk metric in scope and explain drivers of moves including support with complex analysis, evaluation and decision making.
  • Identify and remediate exceptions that are raised during metric calculations – both at individual Asset Class level and at DB Group level
  • Provide analytical support to Risk Managers and FO Strats to facilitate risk management / improve risk management models / drive business decisions.
  • Contribute to methodological enhancements, including quantitative impact analysis. Applying experience and subject matter expertise to perform Run-the-bank tasks such as market risk capital charge impact analysis for methodology, continuous improvement of processes and controls.
  • Liaising with Market Risk Managers, FO Quants, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations
  • Prepare for model governance and Regulatory review process
  • Help specify requirements and test functionalities for seamless implementation of new workflow/data/process enhancements – coordinating with Strats, FO and Risk Technology

 

Your skills and experience

  • A strong, relevant background and 5 years of experience working in an international Bank or comparable experience
  • Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX, Commodities or in Counterparty Credit risk.
  • Market risk, Middle office, Valuations or Product control background with relevant subject matter expertise in one of the three disciplines
  • Understanding of FRTB regulations, or experience in other Market Risk Regulatory areas
  • MFE/MBA in Finance or relevant experience with Engineering, Finance or quantitative/statistics background
  • Knowledge of languages such as R / Python / SQL.
  • Excellent communication skills and attention to detail
  • Strong analytical, problem solving and critical thinking skills with ability to cope well under pressure and tight timelines
  • A track record of working in a CTB (Projects) and RTB (Production) environment simultaneously
  • Certification such as FRM or CFA or CQF is preferred

Consultant, Risk Analytics – Capital Risk

You’ll be trained to own and operate multiple Tier 1 quantitative risk and capital models that support our Capital, Appetite, and Limit (CAL) framework. Your responsibilities will include:

  • Develop new quantitative models that support asset risk analytics and product underwriting. Translate strategic priorities into operational reality. Enable efficient modeling for production and ad-hoc analysis purposes.
  • Own the operation, maintenance, and continued improvement of the Tier 1 fixed income credit risk model.
  • Own the operation, maintenance, and continued improvement of the Tier 1 equity/alternative asset risk model.
  • Drive quarterly capital adequacy tests. Support enterprise target capital framework and ad-hoc stress test.
  • Support investment risk analytics and governance. Provide modeling insights for investment risk budget and sector guidelines. Enhance portfolio risk modeling and management.
  • Partner with Model Risk Management on model validation and governance.
  • Prepare risk reporting to executive committees, including the Board, EFRC, and ERCR.

This role does not qualify for employer sponsored work authorization. Nationwide does not participate in the STEM OPT extension program.

It is our intention to fill this role in Columbus, OH. The hired associate must reside within 35 miles of One Nationwide Plaza, Columbus OH, 43215.

Internal Compensation Grade: G5

 

Required Education/Experience/Skills:

  • Strong quantitative modeling skills with proficiency in Python for statistical and data analysis.
  • Solid understanding of economics and investment asset classes.
  • Proficiency with Microsoft Excel.
  • Strong communication skills and the ability to articulate complex modeling concepts to senior leaders.
  • Preferably 5+ years of experience in quantitative risk modeling.
  • Preferred professional designations (or progress toward them): CFA, FRM, or FSA.

 

Risk Analytics (IRB Credit Rating Model), Director, Firm Risk Management)

We’re seeking someone to join our team as a Director in Risk Analytics (IRB Credit Rating Model) team

 

Firm Risk Management

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

 

Company Profile

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

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:

Responsibilities
•  Quickly develop a deep understanding of Morgan Stanley’s credit risk analytics models.
•  Participate in research, development, and implementation of credit risk models
•  Perform econometric analyses to support methodology development
•  Support backtesting, stress testing, scenario analyses and sensitivity studies
•  Analyze model changes and perform data analyses for various purposes including model improvement
•  Partner with teams across Risk Analytics, technology, model risk management, credit risk officers and other teams throughout FRM and the Firm.
• Own modeling efforts for credit risk modelling in Mumbai

 

What you’ll bring to the role:

Skills required (required / preferred)
• 0-10 years of work experience in quantitative modeling, Risk Management, algorithmic trading, global markets or any other quantitative/Data Science field.
• Prior analytics work experience in a bank credit-related department. Examples include lending or trading analytics.
• The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing et al.
• Understanding of financial institutions regulatory frameworks. Examples include IRB, CECL, CCAR, Dodd-Frank and Basel.
• Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.
• Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, SQL, C# or C++ is strongly preferred.
• Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.
• Attention to details and ability to work under pressure and cope with a fast moving environment.
• PRM/FRM, CFA, CQF certification is an advantage.
• Experience in AI, ML, NLP, Big Data Analytics, PowerBI is an advantage.

RC – Market Risk – Senior Manager

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 o Incremental default risk, specific risk charge and stressed VaR o 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 calculations
  • 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

Fitch Learning Senior Director, Head of CQF Institute – London, UK

Fitch Learning is currently seeking a Senior Director & Head of CQF Institute, based in our London office, reporting to the Managing Director of the CQF and CQF Institute.

About The Team

  • Unique opportunity to lead and shape a globally recognized professional institute serving the quantitative finance community
  • Build services, new revenue streams, and products in a growth-focused environment with strong organizational backing
  • Establish thought leadership, influence industry direction, and make a lasting impact on the profession
  • Benefit from autonomy to drive strategic initiatives while collaborating with colleagues across Fitch Learnings global network

How Youll Make An Impact

  • Institute Growth & Strategic Development: Develop and execute a comprehensive growth strategy to expand the CQF Institutes membership; identify and capitalize on new market opportunities within the global quantitative finance community; build strategic partnerships with financial institutions, academic bodies, and industry associations
  • Revenue Diversification & Product Innovation: Enhance and expand premium membership offerings to drive retention and growth and deliver compelling value; develop new programs that address market gaps; create innovative services that generate sustainable new revenue streams
  • Thought Leadership & Industry Positioning: Establish a robust thought leadership agenda; represent the Institute at senior industry forums, conferences, and events globally; cultivate relationships with C-suite executives, regulators, and key stakeholders across markets
  • Member Value & Career Development: Build comprehensive career development pathways and resources that support members throughout their professional journey; establish employer partnerships and networking opportunities; increase employer adoption of CQF as a required or preferred qualification
  • Organizational Excellence & Governance: Chair advisory boards comprised of industry leaders to guide strategic direction and maintain Institute relevance; establish robust governance frameworks, operational structures, and scalable processes for sustainable growth; build and lead a high-performing team, fostering a culture of innovation and member-centricity; ensure financial sustainability through effective resource allocation and commercial discipline

You May Be a Good Fit If You

  • Hold a PhD in a quantitative field, economics, or a related discipline
  • Have a CQF qualification (or willingness to complete the CQF upon employment)
  • Demonstrate 15+ years of progressive leadership experience in financial services, professional associations, fintech, or related industries
  • Bring proven expertise in product development and commercialization, particularly launching membership programs or certification products
  • Possess strong strategic thinking, analytical, and problem-solving skills with the ability to translate vision into executable plans
  • Have experience building and leading high-performing teams while driving organizational change
  • Exhibit exceptional relationship management capabilities with gravitas to engage C-suite executives and senior industry stakeholders
  • Demonstrate a deep understanding of the quantitative finance landscape and evolving professional development needs
  • Show strong commercial acumen with experience identifying market opportunities and building sustainable business models
  • Are a highly collaborative, entrepreneurial leader comfortable with ambiguity and capable of operating autonomously
  • Have excellent interpersonal, communication, and presentation abilities with experience representing organizations at senior forums
  • Exhibit a high level of professionalism, integrity, and quality, serving as a credible ambassador for the Institute
  • Possess experience establishing and chairing advisory boards or governance committees

What Would Make You Stand Out

  • Direct experience leading the growth of a professional body, membership organization, or certification institute within financial services
  • An existing network and relationships within the global quantitative finance community, with demonstrated ability to influence at senior levels
  • Thought leadership credentials through published research, speaking engagements, or industry recognition
  • Experience operating in a matrix organization with proven ability to influence cross-functionally and collaborate with diverse stakeholder groups
  • A track record of building and scaling new business initiatives from concept to sustainable revenue generation

Join KPMG’s Banking Consulting Team | Analyst / Associate / Senior Associate

Job Description

You’ll be part of a multidisciplinary team delivering high-impact work at the crossroads of analytics, regulation, and business transformation. You will:

  • Develop, assess, and validate sophisticated risk models spanning credit, market, liquidity, climate, and operational risk
  • Advise institutions on evolving risk governance frameworks to effectively integrate AI models, ensuring transparency, explainability, and model risk management
  • Guide clients through complex regulatory landscapes including Basel IV, IFRS 9/CECL, ICAAP/ILAAP, and evolving ESG disclosure requirements
  • Translate complex data analyses into actionable insights that inform regulatory compliance and strategic decision-making
  • Partner with clients on capital planning, stress testing, and scenario analysis to enhance resilience and competitive advantage
  • Drive strategic risk transformation initiatives with a focus on ESG integration and digital innovation
  • Work on the automation of risk reporting and model lifecycle processes to increase efficiency and accuracy
  • Present technical findings and strategic recommendations to senior executives, influencing business priorities and outcomes

Position requirements

We’re not looking for just “quants” — we’re looking for versatile professionals with strong analytical skills, an interest in financial regulation, and a drive to make real impact.

Your Profile

 

  • University degree in a relevant field such as Finance, Economics, Business, Engineering, Computer Science, or similar
  • Strong interest in banking regulation, financial markets, and evolving supervisory frameworks
  • Good understanding of key risk areas including credit, market, liquidity, climate, and operational risk
  • Experience with programming or data analysis tools such as Python, R, SQL, SAS, is an advantage
  • Familiarity with reporting and visualization tools like Power BI or similar platforms
  • Excellent communication skills with the ability to convey complex concepts clearly to both technical and non-technical audiences
  • Ability to adapt and excel in a dynamic environment influenced by emerging risks such as ESG, AI, and cybersecurity
  • Professional certifications such as FRM, CFA, CQF, or ACCA (completed or in progress) are a plus
  • A collaborative and proactive team player who takes initiative, embraces responsibility, and is eager to learn and grow