Onsite Archives

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).

Associate – Digital Value Creation – TAS India

TAS is seeking talented professionals to join our fast-growing Digital Value Creation group (DVC) at the Associate 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 engagement tasks or workstreams within an engagement, taking ownership of the execution, and quality and timeliness of deliverable to clients
Communicate effectively with internal project teams as well as client teams, showing ability to put forth points of view and drive discussions towards required objectives
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
Identify the key business risks and opportunities impacting business valuation
Be willing to learn and train peers in the advisory practice on data analysis and visualization tools
Continuously develop industry knowledge and qualifications
Be able to work on multiple assignments simultaneously
Support and actively participate in business development efforts
Review the work of team members to ensure desired quality and insights

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.
Experience in, and sound knowledge of data visualization tools, either Tableau or Power BI
Strong command of Microsoft Excel formulas, PowerPivot, Power Query, etc.
Experience working in a global organization across different time zones, managing both internal and external stakeholders
Exceptional work ethic, high motivation, and a demonstrated ability and desire to work cooperatively with team members and client professionals
Strong analytical abilities
Conduct technical training and best practice sessions for team members
Exceptional verbal and written communication skills

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)

Work experience

3 (three) to 7 (seven) years of professional experience

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.

What’s in it for you:

Professional growth/ Development

opportunities for professional and personal development
dynamic work environment and different business lines
international work environment
internal mobility programs
courses, coaching sessions, mentoring

Rewards

medical subscription/medical insurance
meal vouchers, bonuses (Energetician’s Day, Easter, Christmas, etc.)
13th salary
reimbursement of part of the holiday ticket
extra free days (Birthday, Energetician’s Day, etc.)
special offers from our collaborators
referral employee program
Bookster

Way of working

hybrid way of working (office andamp; smartworking)
short Friday

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.

Risk Analyst

What you will do

Focusing on short-term power market specifics – PnL / Earnings-at-Risk (EaR) / VAR / stress analytics – run real‑time risk
End of day PnL reports, risk attribution, and validation of curves and market result
Algo & model validation – participate in development process to identify potential risk and compliance issues
Limit framework & monitoring – Follow up exposure compared to set limits and report deviations
Post‑trade performance analytics – decompose PnL into forecast error, execution slippage and asset availability; feed insights back to the trading and data‑science / Machine learning teams.
Provide guidance on market rules and bidding methodologies to ensure Remit compliant trading strategies
Work with stakeholders to continuously identify and reduce operational risk
Reporting: Verify trade reporting, Check trade logs, support regulatory audits
Promote a culture of ethical behavior, transparency, and accountability across the organization
Trade surveillance

Job requirements

Experience and education

3+ years’ hands-on experience in a front line risk position within the energy trading sectors.
Degree in a quantitative field such as Engineering, Data or Computer Science, Mathematics, Physics or Finance Engineering; professional risk certifications (e.g. FRM, CQF) are an advantage.
Experience with trade surveillance tools and compliance monitoring systems.
Strong understanding of BESS operations and market participation structures is a plus.
Fluent written & spoken English; additional European languages a plus.

What you will need

Hands‑on, self-starter DNA – you’re comfortable rolling up sleeves, shipping quick wins and iterating fast.
Deep knowledge of European short‑term power markets – DA, ID continuous, FCR, aFRR/mFRR, BRP imbalance settlement is a must have
Experience in an asset-backed trading environment , particularly with focus on BESS / Flex asset optimization is a strong plus
Experience in algorithmic trading risk and compliance is a strong plus

FS-RISK CONSULTING-FSRM – QTB-SENIOR

EY’s Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.

Within EY’s FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

Within FSRM, the Quantitative Trading Book (QTB) team assists 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. Practical implementation knowledge of risk and capital management is a key competency of QTB, focused on regulatory capital, market and counterparty credit risk management and broker-dealer capital requirements. Clients include large domestic and global financial institutions, broker-dealers, foreign banking organizations, asset management firms and insurance companies with significant capital markets activities.

Your key responsibilities

Demonstrate deep technical capabilities and industry knowledge of financial products
Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
Understand 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
Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
Play an active role in mentoring junior consultants within the organization

To qualify for the role, you should have:

Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics.
Working knowledge or academic experience of statistical and numerical techniques (E.g., Monte-Carlo methods, Finite difference methods)
Knowledge of mathematical concepts and domain knowledge related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
Strong risk management/model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.).
Good hands-on experience in model development/validation/monitoring/audit procedures (including Stress testing, Back-testing, Benchmarking, etc.).
Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory. Related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
Development/Validation/Annual Review of Equity pricing models, Interest Rate Models (HW1F, HW2F, HJM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves (Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and Prepayment Models.
Knowledge of Estimating Idiosyncratic volatility (specific risk) and estimating Beta, Handling missing data in time series, Validating proxy time series.
Strong coding skills in Advanced Python or Java, C++ with combination of Statistical packages in R. Basic knowledge of SQL is expected.
Excellent communication and strong problem-solving skills.

Good-to-have:

Certifications such as FRM, CQF, CFA, PRM
Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB.
Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc.
Willingness to travel to meet client needs

Quantitative Analyst – Derivatives Pricing and Market

Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.

You will use your quantitative modelling skills on a range of projects:

Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
Model build and validation of VAR, stressed VAR and IRC
FRTB and IBOR modelling

Qualifications and Experience Required:

Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
Professional Qualification e.g. CQF / CFA / FRM / PRM is advantageous
Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
Experience in FRTB or IBOR transition would be preferred
Confident and credible communicator with good technical knowledge and commercial understanding

Manager – Market Risk (Quant)

You will use your quantitative modelling skills on a range of projects;

Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
Model build and validation of VAR, stressed VAR and IRC
FRTB and IBOR modelling

Qualifications and Experience Required:

Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
Professional Qualification e.g. CQF / CFA/ FRM / PRM is advantageous
Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
Experience in FRTB or IBOR transition would be preferred
Confident and credible communicator with good technical knowledge and commercial understanding

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.

Head of Market and External Managers Risk, P4

Under the overall supervision of the Chief, the incumbent will perform the following duties: 1) Contributing to Asset-Liability management within a pension fund context and strategic asset allocation exercises. 2) Providing independent oversight on tactical asset allocation and risk distribution across internal investment teams and external asset managers through a robust risk budgeting framework, without direct involvement in front office decision-making. 3) Analysis of risk for public market asset classes (fixed income, equities, currencies) 4) Create, prepare on a regular basis and analyze risk reports. 5) Monitor and identify risk, interpret reports and formulate risk reduction in accordance with OIM goals. 6) Perform risk-related due diligence and monitoring of external asset managers in public asset classes. 7) Model and integrate risk statistics by conducting research on macroeconomic factors and risk metrics reports to provide quantitative inputs on various investment proposals and existing portfolios of investments. 8) Conduct quantitative analysis of the Fund’s assets for the effectiveness and use of indexed tools and derivatives instruments for hedging equity, currency, duration, interest rate, and other risks. 9) Functional owner of the risk data management database and conduct independent risk calculations. 10) Develop and deliver an assessment of portfolio risks of both internally and externally managed investments. 11) Monitor market and external manager risks. 12) Represent the Fund at inter-agency meetings, seminars, etc., on substantive relative issues as instructed by Senior risk officer or the Chief, Risk and Compliance. Participate in international, regional or national meetings and provide programmatic/substantive expertise on Portfolio Risk Analysis and Attribution, or holds programmatic/substantive and organizational discussions with representatives of other institutions. 13) Collects and analyzes data to identify trends or patterns and provide insights through graphs, charts, tables and reports using data visualization methods to enable data-driven planning, decision-making, presentation and reporting. 14) Carries out other tasks as may be assigned by Senior risk officer or Chief Risk and Compliance Officer.