Onsite Archives

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.

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.

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)

Senior Principal Quantitative Analyst

Job Responsibilities

Lead the design, implementation, and enhancement of quantitative data quality frameworks, encompassing statistical validation and anomaly detection.
Develop AI/ML-driven predictive quality checks, enabling proactive data error prevention and model trustworthiness.
Apply advanced statistical methodologies — linear/non-linear modeling, time series analysis, and Bayesian inference — to detect quality drifts and signal inconsistencies.
Collaborate with quantitative researchers, data scientists, and engineers to ensure data readiness for quantitative models and investment algorithms.
Create automated, scalable, and auditable data validation pipelines, supporting real-time data monitoring and exception reporting.
Partner with stakeholders to uphold data governance, privacy, and regulatory compliance standards (MiFID, ESMA, SEC).
Mentor and guide junior analysts, fostering a culture of excellence, continuous learning, and innovation in quantitative analysis.
Communicate complex data quality insights and statistical findings in simple terms to senior leadership and non-technical stakeholders.
Drive innovation through automation, reproducible modeling pipelines, and deployment of ML-based data correction systems.
Contribute to the modernization of Morningstar’s data architecture by integrating data observability, telemetry, and metadata-driven quality measures.

Requirements

Strong foundation in quantitative finance, econometrics, and applied statistics.
Deep understanding of financial instruments, fund structures, and performance modeling.
Proven ability to work with large-scale, structured and unstructured data.
Excellent analytical, problem-solving, and statistical reasoning skills.
Strong stakeholder management, communication, and presentation skills.
Ability to work in a cross-functional, fast-paced environment, and lead through influence.

Desired Candidate Profile

Master’s degree in Statistics, Mathematics, Financial Engineering, Data Science, or Quantitative Finance.
Professional certifications such as CFA, FRM, CQF, or Six Sigma Black Belt preferred.
10+ years of experience in quantitative analytics, model validation, or data quality engineering within financial services, asset management, or fintech.
Expertise in Python, R, SQL, and familiarity with tools such as MATLAB, SAS, or TensorFlow.
Experience in AWS ecosystem (S3, RDS, Glue, Athena) and modern data quality platforms.
Hands-on experience with AI/ML frameworks (scikit-learn, PyTorch, TensorFlow) for anomaly detection and predictive data correction.
Familiarity with data governance and regulatory standards (GDPR, SEC, ESMA, MiFID).
Proficiency in Lean, Agile, and automation-first approaches for process improvement.
Entrepreneurial mindset with a passion for innovation and scalability.
Strong leadership, mentorship, and collaboration abilities.
Flexible to adapt to evolving data and technology landscapes.

Head of Finance Department

Please see job role.

AVP & Actuary, Risk Management – Reinsurance Risk

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

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

What you’ll be doing

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

What we’re looking for

Education

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

Experience
•8+ years of experience in reinsurance, financial analysis, or a related field, preferably within the financial services industry. Experience working in a second line oversight role is a plus.
•Solid understanding of reinsurance structures including but not limited to financial reinsurance, captives, and offshore entities.
•Excellent quantitative and analytical skills with the ability to translate complex data into actionable insights.
•Strong written and verbal communication skills, with the ability to present complex risk information to senior stakeholders.
•High level of attention to detail, with the ability to identify and assess risks accurately and promptly.
•Strong programming skills (Python, VBA, SQL, etc.)
•Working knowledge of visualization software such as Tableau, PowerBI, etc.
•Proficiency with Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).
•Knowledge of insurance capital structures is a plus.
•Ability to read, analyze and interpret both internal and external documents such as treaties, general media/publications, professional journals, technical procedures, governmental regulations, policies, proposals, and standard operating procedures.
•Ability to work collaboratively in cross-functional teams and manage multiple priorities.

Application Deadline

Applications for this position will be accepted through January 20th, 2026 subject to earlier closure due to applicant volume.

What’s it like to work here?

At Lincoln Financial, we love what we do. We make meaningful contributions each and every day to empower our customers to take charge of their lives. Working alongside dedicated and talented colleagues, we build fulfilling careers and stronger communities through a company that values our unique perspectives, insights and contributions and invests in programs that empower each of us to take charge of our own future.

What’s in it for you:

Clearly defined career tracks and job levels, along with associated behaviors for each of Lincoln’s core values and leadership attributes
Leadership development and virtual training opportunities
PTO/parental leave
Competitive 401K and employee benefits
Free financial counseling, health coaching and employee assistance program
Tuition assistance program
Work arrangements that work for you
Effective productivity/technology tools and training

The pay range for this position is $125,800 – $229,100 with anticipated pay for new hires between the minimum and midpoint of the range and could vary above and below the listed range as permitted by applicable law. Pay is based on non-discriminatory factors including but not limited to work experience, education, location, licensure requirements, proficiency and qualifications required for the role. The base pay is just one component of Lincoln’s total rewards package for employees. In addition, the role may be eligible for the Annual Incentive Program, which is discretionary and based on the performance of the company, business unit and individual. Other rewards may include long-term incentives, sales incentives and Lincoln’s standard benefits package.

Quantitative C++ Developer

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

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

What You’ll Do

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

What We’re Looking For

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

What’s In It For You

Real Impact: As an essential member of the team, your role involves supporting, innovating, and optimising systems processing and models using massive amounts of data, all while ensuring high performance and stability. You’ll see how your contributions towards supporting leading-edge hardware and software technologies make a firm-wide impact that makes us all smarter, faster, and better.

Collaboration: You will partner closely with our Trading, Quantitative Research, Infrastructure and Strategy Developer Teams to develop and manage scalable and highly performant systems to support trading in the region.

Growth: We’re looking for people who are naturally curious, relentless problem solvers, and have the desire to continuously innovate, learn, and grow.

Benefits: Susquehanna offers a wide array of competitive employee perks & benefits

Explore our benefits and culture : link

About Susquehanna

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

What We Do

Susquehanna’s deep integration of trading, technology and quant research makes us experts in trading essentially all listed financial products and asset classes, with a focus on derivatives. We handle millions of trading transactions around the world every day as both a market maker and market taker. Our efforts provide liquidity and ensure competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized to allow for a deep understanding of the unique drivers of each asset class.

Equal Opportunity Statement

We encourage applications from candidates from all backgrounds, and we welcome requests for reasonable adjustments during the recruitment process to ensure that you can best demonstrate your abilities.

About Susquehanna

FIN Global Middle Office ED

Valuations Control at Nomura is primarily responsible for understanding, reviewing and testing the marks and valuation adjustments used to value trading positions. The main functional responsibilities include frequent IPV; ensuring that the appropriate accounting principles and reserves are applied to reach fair value; calculation of Prudential Valuation capital adjustment; development and application of rules for fair value hierarchy classification; partnering with the Front Office and other support groups in facilitating and approving new products and initiatives, in particular determining reserving and revenue recognition approaches. This involves a close working relationship with the Front Office as well as all primary support partners including Market, Credit and Model Risk Management, Quants, Operations, other Finance teams and Legal.

Market Risk + Counterparty Credit Risk Management – Practice Leader

We are seeking a seasoned Traded Risk Practice Leader to drive growth, delivery excellence, and capability development across Market Risk and Counterparty Credit Risk (CCR) domains. The role blends domain leadership with business growth responsibilities which include shaping strategy, strengthening client relationships and expanding the firm’s Traded Risk franchise across global financial institutions.