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Senior ALM & Structural Risk Consultant

Join us on our Business Transformation Journey within risk management and business consulting to banks and large corporates. Our services aim to enhance business growth and revenue through an enriched service portfolio, emphasizing derivatives, market, structural and treasury risk consulting.

We are seeking a highly qualified Senior ALM, Structural and Treasury Risk Consultant (ALM / IRRBB & Liquidity & FX) to join our specialized business risk & CIB team. This role involves working with Global Teams to transform business units, adapt to new regulatory and industry trends, and develop new offerings that align with our clients’ priorities, such as regulatory strategy and a better management.

Key Responsibilities:

  • Participate in consulting projects on asset-liabilitiy management (ALM), banking book market and liquidity risk, from quantitative and business perspectives, including front-to-back product cycle, risk management and validation. Deep practical knowledge and understanding of the main metrics (EVE, NIM, repricing gap, maturity gap, earnings at risk, LCR, NSFR, VaR/ES, etc.)
  • Modelling of balance sheet products and behavioural risk factors (prepayments, non-maturing accounts, defaulting items, etc.)
  • Develop statistical and econometric models to assess on stressed scenarios and financial projections
  • Assess on ALM and structural risk vendor capabilities, including user testing, development of new features to cover balance sheet risk factors, etc.
  • Work with large amounts of reference, market and client data to optimize and structure data sets for modelling and metric calculation purposes
  • Develop new solutions on FTP and treasury risk monitoring and management
  • Desirable: include ML and AI tools to enhance our solutions portfolio

What are we looking for?

Specific requirements include:

  • University degree in Engineering, Finance, Economics or Business Administration with quantitative background.
  • Desirable master’s degree in Quantitative Finance or Risk Management
  • FRM, CFA, CQF is a plus.
  • Detailed knowledge of regulatory frameworks (IRRBB, CSRBB, ICAAP, etc.) and EBA guidelines wrt structural risks.
  • Professional experience in Business Consulting and/or Financial Services. Experience could be in 1st, 2nd or 3th line of defense.
  • Previous experience and/or extensive knowledge in ALM, balance sheet management, market risk, investment products, and regulatory strategy is essential.
  • Experience in Global Markets and Risk Management transformation initiatives within the banking sector.
  • Advanced business English and Spanish; additional languages are advantageous.
  • Proficiency in Microsoft Office, with advanced skills in Excel and ALM and market risk software such as FIS, QRM, MAT, Murex, Bloomberg, Reuters, etc.,
  • Desirable: SQL, Python, R

Skills and Competencies:

  • High-quality performance orientation
  • Strong teamwork and communication skills
  • Analytical and critical thinking abilities
  • Problem-solving aptitude
  • Results-oriented mindset
  • Flexibility and capacity to handle challenging situations effectively

Quant Analyst

A leading Tier 1 bank is seeking a highly skilled Quantitative Analyst (Quant Analyst) to join its dynamic team in London. The successful candidate will be responsible for developing, implementing, and validating quantitative models across various asset classes, ensuring alignment with regulatory requirements and business needs.

Key Responsibilities:

  • Develop, implement, and enhance pricing, risk, and valuation models for trading and risk management purposes.
  • Conduct quantitative analysis on financial products such as derivatives, fixed income, equities, and FX.
  • Work closely with trading, risk management, and IT teams to provide quantitative support and ensure model integration.
  • Perform model validation and backtesting to assess the robustness and accuracy of financial models.
  • Develop and maintain model documentation in compliance with regulatory standards (e.g., Basel, IFRS 9, FRTB).
  • Collaborate with stakeholders to identify and address business challenges through quantitative solutions.
  • Stay abreast of the latest financial modeling techniques, market trends, and regulatory developments.
  • Provide analytical support for stress testing and scenario analysis to support capital and risk management strategies.

Key Skills and Experience Required:

  • Strong academic background with a Master’s or PhD in a quantitative discipline (e.g., Mathematics, Statistics, Financial Engineering, Physics, Computer Science).
  • Proven experience in quantitative analysis within a Tier 1 bank or financial institution.
  • Proficiency in programming languages such as Python, C++, R, or MATLAB.
  • Deep understanding of financial mathematics, stochastic calculus, and statistical modeling techniques.
  • Experience with risk management frameworks, including market risk (VaR, Expected Shortfall), credit risk, and counterparty risk.
  • Strong understanding of derivative pricing models and valuation techniques.
  • Excellent communication skills with the ability to present complex concepts to non-technical stakeholders.
  • Knowledge of regulatory requirements such as Basel III, FRTB, and IFRS standards.

Desirable Skills:

  • Experience working with large datasets and applying machine learning techniques in financial modeling.
  • Familiarity with cloud-based technologies and big data analytics platforms.
  • Certification such as CFA, FRM, or CQF is a plus.
  • Experience in algorithmic trading strategies and execution modeling.

Benefits:

  • Competitive salary and performance-based bonus structure.
  • Comprehensive benefits package including health insurance, pension, and flexible working arrangements.
  • Exposure to cutting-edge technologies and methodologies in financial analytics.
  • Opportunity to work in a fast-paced, challenging, and rewarding environment.

Chief Trainer – (Capital Market F&O)

Quantsapp is a global Fintech with a market leadership in Options Analytics in India. We provide proprietary & game changing analytical solutions to participants of the financial markets. Quantsapp has over 1.5mn users on its application in India with the entire world to capture. We are looking for passionate candidates looking to be part of the journey and grind.

Position Overview:
We are seeking a knowledgeable and passionate Stock Market Trainer to educate and empower individuals on stock market principles, trading strategies, and investment opportunities. The ideal candidate will have a strong background in finance, a deep understanding of market dynamics, and the ability to communicate complex concepts in an engaging manner.

Key Responsibilities:

  • Develop and deliver comprehensive training programs on stock market fundamentals, trading strategies, and investment analysis.
  • Conduct workshops, webinars, and one-on-one coaching sessions tailored to varying skill levels, from beginners to advanced traders.
  • Create and update training materials, including presentations, manuals, and online resources.
  • Stay current with market trends, financial news, and emerging investment opportunities to provide relevant insights to trainees.
  • Assess trainee progress and provide constructive feedback to enhance their learning experience.
  • Facilitate discussions and encourage participant engagement through interactive learning techniques.
  • Collaborate with the marketing team to promote training programs and attract potential participants.

Qualifications:

  • Bachelor’s degree in finance, Economics, Business, or a related field.
  • Minimum 2 years of experience in stock trading, financial analysis, or investment management.
  • Proven experience in teaching or training, preferably in a financial or educational setting.
  • Strong understanding of stock market principles, trading platforms, and investment strategies.
  • Excellent communication and presentation skills, with the ability to explain complex concepts clearly.
  • Proficient in using technology and digital tools for online training delivery.

Preferred Skills:

· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.

· Extensive knowledge Capital Markets in general and Futures & Options in particular.

· Hands-on with Options Trading will be an asset.

· Masters in finance required, Charter in capital markets (CQF/CMT/CFA) desirable.

· Experience in managing team along with self-delivery of training

· Strong hold on Hindi, English required additional language preferred.

· Excellent Written & Communication skills.

· Creation of self-generated trading models in Futures & Options is a plus.

· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.

Senior Quantitative Risk Analyst

We are always looking for talented and motivated colleagues to join our team and together, contribute to the creation of a sustainable future, based on inclusion, empathy, respect and equal opportunities.

The main goal is identifying, analyzing and mitigating potential risks that could impact the company.

Together with us, you have the chance to grow everyday, contributing to energy transition, being responsible to:

  • Design, implement, and validate quantitative risk models for financial, operational, and market risks.
  • Apply advanced statistical techniques (hypothesis testing, regression analysis, confidence intervals, etc.) to assess risk drivers.
  • Develop forecasting models for risk trends and exposures.
  • Conduct Value at Risk (VaR), Profit at Risk (PaR), stress-testing analysis, Monte Carlo simulations and stochastic modeling techniques to quantify potential outcomes under uncertainty.
  • Document model assumptions, limitations, and validation results in line with best practice and governance requirements.
  • Provide training and guidance to junior analysts in the use of advanced quantitative methods.
  • Collaborate with other departments (Trading, Treasury, Operations etc) to integrate quantitative risk insights into business decision-making.
  • Prepare clear, concise, and actionable reports for management.

What You’ll Need To Succeed

  • At least 5 years of proven experience in statistics / quantitative analysis
  • Experience in energy sector risk management or commodity markets is a plus.
  • Bachelor’s degree (mandatory) or Master’s degree (preferred) in Statistics, Mathematics, Quantitative Finance, Finance, Economics, Engineering, or related field.
  • Certifications like Certificate in Quantitative Finance (CQF), Financial Risk Manager (FRM), Certified Risk Manager (CRM), Professional Risk Manager (PRM) or equivalent are a strong plus.
  • Technical excellence in quantitative / statistical / stochastical modeling.
  • Competence in at least one statistical software / programming language: Python, R, MATLAB, or SAS is a strong plus.
  • Knowledge of COSO ERM and/or ISO 31000 risk management frameworks is a plus.
  • Excellent communication and presentation skills.
  • Strong analytical and problem-solving skills.
  • Curiosity, innovation, and continuous learning mindset.
  • Strong ethical standards and commitment to risk governance.

System Modeler

Roles & Responsibilities

  • Build and maintain financial models (e.g., cash flow forecasts, NPV/IRR, capital planning) to translate operational metrics into financial insights.
  • Conduct scenario planning, stress tests, and sensitivity analysis to evaluate strategic business decisions.
  • Validate model assumptions through back-testing and ensure predictive stability.
  • Collaborate with analytics, finance, and operations teams to align data, inputs, and result interpretation.
  • Maintain model auditability, versioning, and documentation in a certified model catalog.
  • Enhance models with advanced techniques (stochastic drivers, real options valuation, tornado analyses) to support strategic and operational decisions.

Requisites

  • Bachelor’s degree in Statistics, Finance/Economics, Computer Science, or related field.
  • Experience in financial modeling, scenario planning, and sensitivity analysis.
  • Strong Python and SQL skills for analytics and automation.
  • Ability to communicate insights and trade-offs to business stakeholders.
  • Preferred: Advanced degree, experience in energy/asset-intensive industries, optimization/system dynamics knowledge, cloud platforms, or professional credentials (CFA, CQF).

VP, Portfolio and Quantitative Analytics – 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, 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 Vice President of Portfolio and Quantitative Analytics to play a critical role in supporting and overseeing quantitative and risk management functions within our firm. You will be responsible for developing and implementing effective risk management strategies, programming models, reports, and procedures across client portfolios, market research, and technology solutions.

We’ll trust you to:

  • Develop and maintain 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.
  • Participate in portfolio and investment decisions and contribute to the development of investment strategies, asset allocation models, privates modeling and risk management frameworks- incorporating quantitative research insights.
  • Utilize advanced 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 (privates and real assets) 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:

  • Proven experience in risk management, quantitative research, or a related role within the wealth management industry.
  • Proven experience in MATLAB for programming and software development.
  • Strong understanding of risk management principles, quantitative modeling techniques, and statistical analysis.
  • Highly proficiency in programming languages such as  R or MATLAB for quantitative research, data analysis, model implementation and creation of interactive dashboards.
  • Strong ability to access, manipulate, and clean large data sets from various databases and sources.
  • Ability to prioritize and manage multiple tasks and projects effectively.
  • 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).
  • 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.
  • 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.
  • 5-10 years’ experience in a risk management, analytical, or quantitative role, particularly within the asset allocator and wealth management space.
  • Demonstrates 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.

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)

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)

Systematic Quant Macro Portfolio Manager

We would like to talk with candidates who have successful and scalable strategies for a variety of asset classes including, FX, Equities, Fixed income RV, Statistical Arbitrage, Long Short Equities, Macro RV, Futures, and related derivatives in the Global Market place.

Risk Management

Please see job role.