780 Algebra Jobs - Page 25

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

Job Title: PGT Mathematics – JEE/NEET Faculty Location: Andhra Pradesh/ Tamil Nadu Job Type: Full-Time Experience: Minimum 3-7 years (JEE/NEET-level Mathematics teaching) Curriculum: CBSE + Competitive (Integrated Program) Job Role: We are seeking a highly qualified and experienced PGT Mathematics Teacher to join our academic faculty for an integrated NEET/JEE preparation program. The ideal candidate should have a deep understanding of Class 11 & 12 Mathematics (CBSE) and the ability to prepare students for competitive exams like JEE Main/Advanced and NEET (Mathematics). Key Responsibilities: Deliver in-depth and structured Mathematics lectures aligned with CBSE + JEE/NEET syllabus. Design and conduct tests, quizzes, and mock exams for continuous assessment. Prepare topic-wise assignments, worksheets, and advanced-level practice questions. Clarify student doubts effectively during and after class hours. Track and analyze individual student performance and provide mentorship. Support students in time management, exam strategies, and concept mastery. Collaborate with other subject faculty to plan integrated teaching schedules. Ensure academic discipline and a focused classroom environment. Candidate Requirements: Postgraduate (M.Sc.) in Mathematics or related field. B.Ed preferred but not mandatory for highly experienced candidates. Minimum 3 years teaching experience in NEET/JEE-focused schools or coaching institutes. Strong grip over JEE (Main/Advanced) concepts including calculus, algebra, coordinate geometry, and trigonometry. Familiarity with competitive exam trends, question patterns, and syllabus updates. Excellent communication and interpersonal skills. Experience with smart classroom tools and/or online platforms (Zoom, Google Meet, etc.). Salary: Best in Industry – based on profile & expertise Joining Date: Immediate / As per Notice Period

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager Description 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 Market Risk (MR) 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 MR, 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. Project teams frequently work with the senior management of these firms, including CFOs and CROs. 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 with at least 2-10 years of relevant experience. 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 any programming languages like Python and R. Basic knowledge of SQL is expected. Excellent communication and strong problem-solving skills Project management and report writing experience Good-to-have: Certifications such as FRM, CQF, CFA, PRM Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB. ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc. Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc. Willingness to travel to meet client needs Other responsibilities (For Manager Rank) Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs Contribute to people initiatives including recruiting talent Maintain an educational program to continually develop personal skills Experience in stakeholder and client management Play your part in developing intellectual capital to support delivering superior outcomes for client and firm. What Working At EY Offers We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer: A collaborative environment where everyone works together to create a better working world Excellent training and development prospects, both through established programs and on-the-job training An excellent team of senior colleagues, dedicated to managing and varying your workload EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today. Show more Show less

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager Description 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 Market Risk (MR) 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 MR, 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. Project teams frequently work with the senior management of these firms, including CFOs and CROs. 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 with at least 2-10 years of relevant experience. 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 any programming languages like Python and R. Basic knowledge of SQL is expected. Excellent communication and strong problem-solving skills Project management and report writing experience Good-to-have: Certifications such as FRM, CQF, CFA, PRM Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB. ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc. Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc. Willingness to travel to meet client needs Other responsibilities (For Manager Rank) Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs Contribute to people initiatives including recruiting talent Maintain an educational program to continually develop personal skills Experience in stakeholder and client management Play your part in developing intellectual capital to support delivering superior outcomes for client and firm. What Working At EY Offers We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer: A collaborative environment where everyone works together to create a better working world Excellent training and development prospects, both through established programs and on-the-job training An excellent team of senior colleagues, dedicated to managing and varying your workload EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today. Show more Show less

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager Description 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 Market Risk (MR) 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 MR, 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. Project teams frequently work with the senior management of these firms, including CFOs and CROs. 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 with at least 2-10 years of relevant experience. 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 any programming languages like Python and R. Basic knowledge of SQL is expected. Excellent communication and strong problem-solving skills Project management and report writing experience Good-to-have: Certifications such as FRM, CQF, CFA, PRM Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB. ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc. Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc. Willingness to travel to meet client needs Other responsibilities (For Manager Rank) Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs Contribute to people initiatives including recruiting talent Maintain an educational program to continually develop personal skills Experience in stakeholder and client management Play your part in developing intellectual capital to support delivering superior outcomes for client and firm. What Working At EY Offers We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer: A collaborative environment where everyone works together to create a better working world Excellent training and development prospects, both through established programs and on-the-job training An excellent team of senior colleagues, dedicated to managing and varying your workload EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today. Show more Show less

About This Role BlackRock Overview: BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world. BlackRock offers a range of solutions — from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world’s capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares® ETFs. Aladdin Financial Engineering Group (AFE) AFE is a diverse and global team with a keen interest and expertise in all things related to technology and financial analytics. The group is responsible for the research and development of quantitative financial and behavioral models and tools across many different areas – single-security pricing, prepayment models, risk, return attribution, liquidity, optimization and portfolio construction, scenario analysis and simulations, etc. – and covering all asset classes. The group is also responsible for the technology platform that delivers those models to our internal partners and external clients, and their integration with Aladdin. AFE conducts leading research on the areas above, delivering state-of-the-art models. AFE publishes applied scientific research frequently, and our members present regularly at leading industry conferences. AFE engages constantly with the sales team in client visits and meetings. Job Description You can help conduct research to build quantitative financial models and portfolio analytics that help managing most of the money of the world’s largest asset manager. You can bring all yourself to the job. From the top of the firm down we embrace the values, identities and ideas brought by our employees. We are looking for curious people with a strong background in quantitative research, data science and machine learning, have awesome problem-solving skills, insatiable appetite for learning and innovating, adding to BlackRock’s vibrant research culture. If any of this excites you, we are looking to expand our team. We currently have quant researcher role with the AFE Investment AI (IAI) Team. The securities market is undergoing a massive transformation as the industry is embracing machine learning and, more broadly, AI, to help evolve the investment process. Pioneering this journey at BlackRock, the team has better deliver applied AI investment analytics to help both BlackRock and Aladdin clients achieve scale through automation while safeguarding alpha generation. The IAI team combines AI / ML methodology and technology skills with deep subject matter expertise in fixed income, equity, and multi-asset markets, and the buyside investment process. We are building next generation liquidity, security similarity and pricing models leveraging our expertise in quantitative research, data science and machine learning. The models we build use innovative machine learning approaches, have real practical value and are used by traders and portfolio managers alike. Our models use cutting edge econometric/statistical methods and tools. The models themselves have real practical value and are used by traders, portfolio managers and risk managers representing different investment styles (fundamental vs. quantitative) and across different investment horizons. Research is conducted predominantly in Python and Scala, and implemented into production by a separate, dedicated team of developers. These models have a huge footprint of usage across the entire Aladdin client base, and so we place special emphasis on scalability and ensuring adherence to BlackRock’s rigorous standards of model governance and control. Background And Responsibilities We are looking to hire a quant researcher with 4+ years’ experience to join AFE Investment AI team focusing on Trading and Liquidity to work closely with other data scientists/researchers to support Risk Mangers, Portfolio Managers and Traders. We build cutting edge liquidity analytics using a wide range of ML algos and a broad array of technologies (Python, Scala, Spark/Hadoop, GCP, Azure). This role is a great opportunity to work closely with the Portfolio Managers, Risk Managers and Trading team, spanning areas such as: Perform analysis of large data sets comprising of market data, trading data and derived analytics. Evaluate trading data, including pre-processing, feature engineering, variable selection, dimensionality reduction etc. Leverage machine learning to extract insights from data and work with investment managers to put those into action. Design, develop models/ML solutions for Trading & Liquidity. Implement the model and integrate the model into Aladdin analytical system in accordance with BlackRock’s model governance policy. Qualifications B.Tech / B.E. / M.Sc. degree in a quantitative discipline (Mathematics, Physics, Computer Science, Finance or similar area). M.Tech. / PhD is a plus. Strong background in Mathematics, Statistics, Probability, Linear Algebra Knowledgeable about data mining, data analytics, data modeling Confident in building models to solve problems including time series forecasting, clustering problems and hands on experience with a range of statistical and machine learning approaches. Ability to work independently and efficiently in a fast-paced and team-oriented environment. Knowledge of fixed income and credit instruments and markets a plus. Previous experience or knowledge in market liquidity is not required but a big plus. For professionals with no prior financial industry experience, this position is a unique opportunity to gain in-depth knowledge of the asset management process in a world-class organization. Our Benefits To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about. Our hybrid work model BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock. About BlackRock At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress. This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive. For additional information on BlackRock, please visit @blackrock | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock BlackRock is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law. Show more Show less

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager Description 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 Market Risk (MR) 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 MR, 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. Project teams frequently work with the senior management of these firms, including CFOs and CROs. 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 with at least 2-10 years of relevant experience. 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 any programming languages like Python and R. Basic knowledge of SQL is expected. Excellent communication and strong problem-solving skills Project management and report writing experience Good-to-have: Certifications such as FRM, CQF, CFA, PRM Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB. ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc. Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc. Willingness to travel to meet client needs Other responsibilities (For Manager Rank) Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs Contribute to people initiatives including recruiting talent Maintain an educational program to continually develop personal skills Experience in stakeholder and client management Play your part in developing intellectual capital to support delivering superior outcomes for client and firm. What Working At EY Offers We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer: A collaborative environment where everyone works together to create a better working world Excellent training and development prospects, both through established programs and on-the-job training An excellent team of senior colleagues, dedicated to managing and varying your workload EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today. Show more Show less

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager Description 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 Market Risk (MR) 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 MR, 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. Project teams frequently work with the senior management of these firms, including CFOs and CROs. 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 with at least 2-10 years of relevant experience. 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 any programming languages like Python and R. Basic knowledge of SQL is expected. Excellent communication and strong problem-solving skills Project management and report writing experience Good-to-have: Certifications such as FRM, CQF, CFA, PRM Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB. ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc. Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc. Willingness to travel to meet client needs Other responsibilities (For Manager Rank) Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs Contribute to people initiatives including recruiting talent Maintain an educational program to continually develop personal skills Experience in stakeholder and client management Play your part in developing intellectual capital to support delivering superior outcomes for client and firm. What Working At EY Offers We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer: A collaborative environment where everyone works together to create a better working world Excellent training and development prospects, both through established programs and on-the-job training An excellent team of senior colleagues, dedicated to managing and varying your workload EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today. Show more Show less

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager Description 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 Market Risk (MR) 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 MR, 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. Project teams frequently work with the senior management of these firms, including CFOs and CROs. 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 with at least 2-10 years of relevant experience. 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 any programming languages like Python and R. Basic knowledge of SQL is expected. Excellent communication and strong problem-solving skills Project management and report writing experience Good-to-have: Certifications such as FRM, CQF, CFA, PRM Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB. ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc. Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc. Willingness to travel to meet client needs Other responsibilities (For Manager Rank) Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs Contribute to people initiatives including recruiting talent Maintain an educational program to continually develop personal skills Experience in stakeholder and client management Play your part in developing intellectual capital to support delivering superior outcomes for client and firm. What Working At EY Offers We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer: A collaborative environment where everyone works together to create a better working world Excellent training and development prospects, both through established programs and on-the-job training An excellent team of senior colleagues, dedicated to managing and varying your workload EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today. Show more Show less

About G2 - Our People G2 was founded to create a place where people will love to work. We strive to create meaning in work and provide more than just a job: a true calling. At the heart of our community and culture are our people. Our global G2 team comes from a wide range of backgrounds and experiences, and that’s what makes our G2 community strong and vibrant. We want everyone to bring their authentic selves to work, and we do this through our company and team events, our G2 Gives charitable initiatives, and our Employee Resource Groups (ERGs). Our employee-led, leadership-supported ERGs celebrate the diversity of our team, foster inclusivity and belonging, and create a space to connect to each other. Through connections and understanding, we build a stronger and more dynamic global team and help every person reach their personal peak. We support our employees' well-being by providing extensive benefits, including flexible work, aligned time off, and various leave options such as maternity, paternity, and sabbatical leaves. Click here to learn more about our benefits. About G2 - The Company When you join G2, you join the global team behind the largest and most trusted software marketplace. Every month, 5.5 million people come to G2 to inform smarter software decisions based on honest peer reviews. Authenticity is our focus, and every day we help thousands of companies, and hundreds of employees, propel their potential. Ready for meaningful work that starts and ends with compassion and heart? You’ve come to the right place. G2 is going through exciting growth! We’ve recently secured our Series D funding of $157 million, which will further allow us to grow and develop our product and people. Read about it here! About The Role G2 is looking for a Data Scientist - I, You'll be responsible for contributing to the development and maintenance of machine learning models and collaborating on data-driven projects. This role involves leveraging machine learning techniques to derive insights and solve business problems. You will work on Improving G2’s intent scoring, content moderation, and other AI-driven features through the use of machine learning. This is a hybrid position, with the team meeting in person two days a week at our Bengaluru office. In This Role, You Will Modeling and Statistical Analysis: Develop machine learning models, contribute to feature engineering, and model validation processes. Collaborate with senior team members in selecting and optimizing models for various data-driven projects. Apply machine learning algorithms to achieve objectives and communicate findings and risks. Experiment with different algorithms and techniques to enhance model performance. Contribute to the development of machine learning pipelines and participate in the implementation and validation of models. Demonstrate excellent coding and debugging skills. Business, Data Understanding, And Impact Collaborate with the cross-functional teams on data-centric projects, assisting in data analysis and model implementation. Execute project tasks aligned with project timelines and objectives under the guidance of senior team members. Actively take part in data collection and preparation for various machine learning projects and tasks. Document the methodologies, findings, and outcomes of model experiments and present the results and findings to the team. Communicate technical findings effectively to team members and assist in presenting insights to stakeholders. Learn and adopt best practices in data analysis, model development, and validation to contribute to robust solutions. Mentorship And Collaboration Engage in continuous learning, staying updated on emerging trends and techniques in data science. Collaborate with peers, actively participating in knowledge sharing sessions and contributing to a collaborative team environment. Seek guidance and mentorship from senior team members to enhance technical and analytical skills. Qualifications 2+ years of experience as a data scientist involved in data extraction, analysis, and modeling. 2+ years of experience in Python and SQL or related tools for machine learning. Understanding of statistics and linear algebra. Through knowledge of machine learning algorithms and all stages of machine learning. Familiarity with neural networks and deep learning. Basic knowledge about AWS services and cloud databases. Proficiency in handling structured and unstructured data. Our Commitment to Inclusivity and Diversity At G2, we are committed to creating an inclusive and diverse environment where people of every background can thrive and feel welcome. We consider applicants without regard to race, color, creed, religion, national origin, genetic information, gender identity or expression, sexual orientation, pregnancy, age, or marital, veteran, or physical or mental disability status. Learn more about our commitments here Commitments Show more Show less

Flex is the diversified manufacturing partner of choice that helps market-leading brands design, build and deliver innovative products that improve the world. A career at Flex offers the opportunity to make a difference and invest in your growth in a respectful, inclusive, and collaborative environment. If you are excited about a role but don't meet every bullet point, we encourage you to apply and join us to create the extraordinary. Job Summary To support our extraordinary teams who build great products and contribute to our growth, we’re looking to add Senior Analyst - Procurement position will be based in Coimbatore. What a typical day looks like: Maintaining relations with the suppliers. Placing orders for necessary raw materials and purchased parts according to the requirements of the production. Receiving and handling the confirmations. Checking the purchase orders and modifying them according to the changes in the production plan with the help of the Shortage List and the Open Purchase Order List. Tracking shipments, urging them if needed. Regular, weekly check of the stocks, avoiding overstock. Minimizing the risk of obsolescence with the help of the weekly check of the obsolete report. Correspondence with the freight forwarders, warehouses, and in case organizing the transportation. Dealing with claims, settling debit and credit issues. Filing and recording all necessary documents. Checking the inventory of critical materials (personally if needed) according to the Shortage List. Getting in touch with the right warehouse personnel and having the discrepancy modified if there is any inventory discrepancies. Handling purchasing data privacy. Assuring all active components according to production needs, in time, for the accord price in the request. Reviews requisitions and MRP output. Confers with vendors to obtain product information such as price, availability and delivery schedule. Orders, reschedules and cancels material based on requisitions and MRP output. Maintains procurement records such as items purchased, costs, delivery and inventories. Manages supplier to price, delivery and quality expectations and escalates when appropriate. Approves invoices for payment. Investigation inventory levels. Monitors the movement of materials through the production cycle. Conducts quarterly supplier reviews. Maintains procurement records, reports and metrics. The experience we’re looking to add to our team: Typically requires a bachelor’s degree or equivalent experience. Use of the following tools may be required: Working usage of Word, Excel and Power Point, English language knowledge, data entry, ten-key, spreadsheet (PC), ERP software. Ability to read and comprehend instructions, correspondence and memos. Ability to write simple correspondence. Ability to effectively present information in one-on-one and small group situations to customers, clients and other employees of the organization. Ability to calculate figures and amounts such as discounts, interest, commissions, proportions, percentages, area, circumference, and volume. Ability to apply concepts of basic algebra and geometry. Ability to apply common sense comprehension to carry out instructions furnished in written, oral or diagram form. Ability to deal with problems involving several concrete variables in standardized situations. What you’ll receive for the great work you provide: Health Insurance Paid Time Off #SS16 Job Category Global Procurement & Supply Chain Required Skills: Optional Skills: Flex pays for all costs associated with the application, interview or offer process, a candidate will not be asked for any payment related to these costs. Flex is an Equal Opportunity Employer and employment selection decisions are based on merit, qualifications, and abilities. We do not discriminate based on: age, race, religion, color, sex, national origin, marital status, sexual orientation, gender identity, veteran status, disability, pregnancy status, or any other status protected by law. We're happy to provide reasonable accommodations to those with a disability for assistance in the application process. Please email accessibility@flex.com and we'll discuss your specific situation and next steps (NOTE: this email does not accept or consider resumes or applications. This is only for disability assistance. To be considered for a position at Flex, you must complete the application process first).

Join Our Team as an Online Tutor-IT! Are you passionate about teaching and eager to make a difference in students' lives? We are looking for enthusiastic and knowledgeable Online Tutors to join our dynamic team. If you have expertise in any of the subjects listed below, we want to hear from you! Job Description: Online tutoring High Grade (Graduation and Post Graduation) This process is chat based. Essential Competencies: Excellent subject knowledge. Ability to communicate scientific and subjective concepts clearly in English. Basic computer operating skills. Hands on experience in surfing Internet, using search tools like Google etc. Typing speed 25-40 word/mins. Subjects: (You need to choose one secondary subject with cisco as a combination) Primary Subject: Cisco System Administration Secondary Subject: C++ JAVA Python Algebra Calculus Trigonometry Geometry Work Mode: Work from Home Time: 10:30 Pm- 8:30 Am Working hours - Minimum 4 Hours Maximum 8 Hours (You can choose your own flexible working hours between this time frame) Compensation: Per hour basis Qualification: Graduate/Post Graduate About Trivium Trivium is a 5000+ people strong company. In a short span, we have established a strong reputation and long-term client relationship with some of the pioneers in the education industry. Our pool of experts has proficiency in an array of subjects with an understanding of State and Common Core standards in the US and the Central and State boards in India. Show more Show less

Company Description NielsenIQ is a consumer intelligence company that delivers the Full View™, the world’s most complete and clear understanding of consumer buying behavior that reveals new pathways to growth. Since 1923, NIQ has moved measurement forward for industries and economies across the globe. We are putting the brightest and most dedicated minds together to accelerate progress. Our diversity brings out the best in each other so we can leave a lasting legacy on the work that we do and the people that we do it with. NielsenIQ offers a range of products and services that leverage Machine Learning and Artificial Intelligence to provide insights into consumer behavior and market trends. This position opens the opportunity to apply the latest state of the art in AI/ML and data science to global and key strategic projects. Job Description NielsenIQ’s Innovation Team is growing our AI capabilities and is now looking to hire a research scientist in . for the Core Models team, a multidisciplinary team of researchers working on different areas of AI such as recommender systems, extreme classifiers, Large Language Models (LLMs), among others. As part of this team, you will stay up to date with the latest research in AI (with special focus on NLP, but also on Computer Vision and other AI related fields), implement current state-of-the-art algorithms in real-world and large-scale challenging problems as well as proposing novel ideas. Your main focus will be developing and customizing LLMs for consumer insights, injecting knowledge about NIQ’s business (FMCG and Tech&Durables) and building downstream applications. You will also have the opportunity to produce scientific content such as patents or conference/journal papers. The selected candidate will also be responsible for analyzing data, researching the most appropriate techniques, and the development, testing, support and delivery of proof of concepts. Job Responsibilities: Investigate, develop, and apply machine learning innovations with minimal technical supervision. Perform feasibility studies and analyze data to determine the most appropriate solution. Drive innovation and lead our work on custom Large Language Models. Work on many different data challenges, always ensuring a combination of simplicity, scalability, reproducibility and maintainability within the ML solutions and source code. Be able to communicate results to tech and non-tech audiences. To work as a member of a team, encouraging team building, motivation and cultivating effective team relations. Qualifications Required Education, Skills and Experience: Master's degree in computer science or an equivalent numerate discipline. At least years’ experience with evidence in a related field. Strong background in computer science, linear algebra, probability. Solid experience in Machine Learning and Deep Learning (special focus on Transformers). Proven experience in Natural Language Processing and Large Language Models. Able to understand scientific papers and develop ideas into executable code. Proven track record of innovation in creating novel algorithms, publishing in AI conferences/journals and applying the latest advances in AI to real world problems. Data analysis and practical hands-on experience with datasets, ML models and evaluations. Languages and technologies: Python, PyTorch, Huggingface, git, pandas/polars, sklearn. Proactive attitude, constructive, intellectual curiosity, and persistence to find answers to questions. A proficient level of interpersonal and communication skills (English level B2 minimum). Keen to work as part of a diverse team of international colleagues and in a global inclusive culture. Additional Information: Preferred Education, Skills and Experience: PhD in science (NLP is preferred) and specialized courses in one of the above-mentioned fields. Experience working with large real-world datasets and scalable ML solutions. Previous experience in e-commerce, retail and/or FMCG/Consumer Insight business. Agile methodologies development (SCRUM or Scale Agile). Additional Information Our Benefits Flexible working environment Volunteer time off LinkedIn Learning Employee-Assistance-Program (EAP) About NIQ NIQ is the world’s leading consumer intelligence company, delivering the most complete understanding of consumer buying behavior and revealing new pathways to growth. In 2023, NIQ combined with GfK, bringing together the two industry leaders with unparalleled global reach. With a holistic retail read and the most comprehensive consumer insights—delivered with advanced analytics through state-of-the-art platforms—NIQ delivers the Full View™. NIQ is an Advent International portfolio company with operations in 100+ markets, covering more than 90% of the world’s population. For more information, visit NIQ.com Want to keep up with our latest updates? Follow us on: LinkedIn | Instagram | Twitter | Facebook Our commitment to Diversity, Equity, and Inclusion NIQ is committed to reflecting the diversity of the clients, communities, and markets we measure within our own workforce. We exist to count everyone and are on a mission to systematically embed inclusion and diversity into all aspects of our workforce, measurement, and products. We enthusiastically invite candidates who share that mission to join us. We are proud to be an Equal Opportunity/Affirmative Action-Employer, making decisions without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability status, age, marital status, protected veteran status or any other protected class. Our global non-discrimination policy covers these protected classes in every market in which we do business worldwide. Learn more about how we are driving diversity and inclusion in everything we do by visiting the NIQ News Center: https://nielseniq.com/global/en/news-center/diversity-inclusion Show more Show less

Unity Developer Experience: 4+ years Work location: Noida Sector 62 Work Days: 5 days (Mon-Fri) Interview Rounds: 4 Budget Up to 15 LPA ( negotiable) it is team handling role Join our Engineering Team We are looking for a talented individual who possess knowledge of vectors, matrices, and linear algebra. Someone who can work with Fast growth in a company with new opportunities and a rapid career. We follow flatter structure with a way of working more independently, self-driven, and responsibly. What we want to see in your past experience: 4+ years of experience in Unity games development with experience in C#. Strong software architecture skills and understanding of game systems Drive performance improvements, Game optimisation across IOS and android Deep expertise in Unity Addressable experience in Multiplayer Game development, AI. Ability to create custom native IOS/ Android plugins and can implement in Unity. What we are looking for in you as a colleague Ability to collaborate and meet deadlines Self-driven, responsible, and curious to learn Attention to details Excellent in English, written and spoken Show more Show less

We’re hiring an Applied AI Researcher in the deep-tech and AI research industry . We are seeking a highly skilled and motivated professional to join our advanced research team. In this role, you will design multi-agent architectures, develop domain-specific scaffolding techniques, and build evaluation frameworks for next-generation AI systems. You’ll work at the frontier of applied AI—combining LLMs, reinforcement learning, and multi-agent systems to build scalable and meaningful solutions. Key Responsibilities Architect and implement novel multi-agent systems that enable advanced problem-solving and collaboration Design domain-specific scaffolding techniques to tailor AI behavior to complex, real-world domains Curate and manage high-quality datasets for training and evaluation of AI models across scientific and industrial use cases Establish and iterate on robust evaluation frameworks to measure performance, alignment, and robustness Research and apply reinforcement learning techniques, including RLHF, DPO, GRPO, and others Explore post-training optimization, fine-tuning, and domain adaptation methods Collaborate cross-functionally with engineering and product teams to translate research into production-ready solutions Stay abreast of cutting-edge developments in AI and contribute to internal and external research communities Document and communicate findings through technical reports, presentations, and publications Required Qualifications Master’s or PhD in Computer Science, Artificial Intelligence, Machine Learning, or a related field 4+ years of experience in applied AI research or equivalent industry R&D experience Strong foundations in optimization, probability, and linear algebra Expertise in Python and frameworks like PyTorch or JAX Experience with RL and post-training methods (e.g., SFT, DPO, RLHF) Proficiency in building and aligning small language models (SLMs), including reasoning-specific models Familiarity with prompting strategies like Chain of Thought and dataset design for reasoning tasks Deep understanding of multi-agent systems and distributed training (multi-GPU/multi-node) Experience in designing evaluation metrics and performance analysis methodologies Preferred Experience Publications in leading ML conferences (NeurIPS, ICLR, ICML, AAMAS, etc.) Experience applying AI to scientific domains like drug discovery, chip design, or materials science Exposure to multimodal models and VLMs Experience with open-ended systems and emergent behavior in agent-based learning Background in computational science (chemistry, physics, EE, or applied math) Familiarity with MLOps, Kubernetes, Ray, Hydra, and MLflow Experience with domain adaptation, interpretability, and model optimization for deployment Contributions to open-source AI projects Expertise in building GPU-accelerated pipelines and optimizing inference at scale What We Offer Work on high-impact, frontier research with real-world applications Access to high-performance computing resources A collaborative, intellectually stimulating environment Autonomy to explore novel ideas aligned with our mission Competitive salary, benefits, and opportunities for growth Skills: Research,Design,Multi-agent Systems,Models Show more Show less

We’re hiring an Applied AI Researcher in the deep-tech and AI research industry . We are seeking a highly skilled and motivated professional to join our advanced research team. In this role, you will design multi-agent architectures, develop domain-specific scaffolding techniques, and build evaluation frameworks for next-generation AI systems. You’ll work at the frontier of applied AI—combining LLMs, reinforcement learning, and multi-agent systems to build scalable and meaningful solutions. Key Responsibilities Architect and implement novel multi-agent systems that enable advanced problem-solving and collaboration Design domain-specific scaffolding techniques to tailor AI behavior to complex, real-world domains Curate and manage high-quality datasets for training and evaluation of AI models across scientific and industrial use cases Establish and iterate on robust evaluation frameworks to measure performance, alignment, and robustness Research and apply reinforcement learning techniques, including RLHF, DPO, GRPO, and others Explore post-training optimization, fine-tuning, and domain adaptation methods Collaborate cross-functionally with engineering and product teams to translate research into production-ready solutions Stay abreast of cutting-edge developments in AI and contribute to internal and external research communities Document and communicate findings through technical reports, presentations, and publications Required Qualifications Master’s or PhD in Computer Science, Artificial Intelligence, Machine Learning, or a related field 4+ years of experience in applied AI research or equivalent industry R&D experience Strong foundations in optimization, probability, and linear algebra Expertise in Python and frameworks like PyTorch or JAX Experience with RL and post-training methods (e.g., SFT, DPO, RLHF) Proficiency in building and aligning small language models (SLMs), including reasoning-specific models Familiarity with prompting strategies like Chain of Thought and dataset design for reasoning tasks Deep understanding of multi-agent systems and distributed training (multi-GPU/multi-node) Experience in designing evaluation metrics and performance analysis methodologies Preferred Experience Publications in leading ML conferences (NeurIPS, ICLR, ICML, AAMAS, etc.) Experience applying AI to scientific domains like drug discovery, chip design, or materials science Exposure to multimodal models and VLMs Experience with open-ended systems and emergent behavior in agent-based learning Background in computational science (chemistry, physics, EE, or applied math) Familiarity with MLOps, Kubernetes, Ray, Hydra, and MLflow Experience with domain adaptation, interpretability, and model optimization for deployment Contributions to open-source AI projects Expertise in building GPU-accelerated pipelines and optimizing inference at scale What We Offer Work on high-impact, frontier research with real-world applications Access to high-performance computing resources A collaborative, intellectually stimulating environment Autonomy to explore novel ideas aligned with our mission Competitive salary, benefits, and opportunities for growth Skills: Research,Design,Multi-agent Systems,Models Show more Show less

We’re hiring an Applied AI Researcher in the deep-tech and AI research industry . We are seeking a highly skilled and motivated professional to join our advanced research team. In this role, you will design multi-agent architectures, develop domain-specific scaffolding techniques, and build evaluation frameworks for next-generation AI systems. You’ll work at the frontier of applied AI—combining LLMs, reinforcement learning, and multi-agent systems to build scalable and meaningful solutions. Key Responsibilities Architect and implement novel multi-agent systems that enable advanced problem-solving and collaboration Design domain-specific scaffolding techniques to tailor AI behavior to complex, real-world domains Curate and manage high-quality datasets for training and evaluation of AI models across scientific and industrial use cases Establish and iterate on robust evaluation frameworks to measure performance, alignment, and robustness Research and apply reinforcement learning techniques, including RLHF, DPO, GRPO, and others Explore post-training optimization, fine-tuning, and domain adaptation methods Collaborate cross-functionally with engineering and product teams to translate research into production-ready solutions Stay abreast of cutting-edge developments in AI and contribute to internal and external research communities Document and communicate findings through technical reports, presentations, and publications Required Qualifications Master’s or PhD in Computer Science, Artificial Intelligence, Machine Learning, or a related field 4+ years of experience in applied AI research or equivalent industry R&D experience Strong foundations in optimization, probability, and linear algebra Expertise in Python and frameworks like PyTorch or JAX Experience with RL and post-training methods (e.g., SFT, DPO, RLHF) Proficiency in building and aligning small language models (SLMs), including reasoning-specific models Familiarity with prompting strategies like Chain of Thought and dataset design for reasoning tasks Deep understanding of multi-agent systems and distributed training (multi-GPU/multi-node) Experience in designing evaluation metrics and performance analysis methodologies Preferred Experience Publications in leading ML conferences (NeurIPS, ICLR, ICML, AAMAS, etc.) Experience applying AI to scientific domains like drug discovery, chip design, or materials science Exposure to multimodal models and VLMs Experience with open-ended systems and emergent behavior in agent-based learning Background in computational science (chemistry, physics, EE, or applied math) Familiarity with MLOps, Kubernetes, Ray, Hydra, and MLflow Experience with domain adaptation, interpretability, and model optimization for deployment Contributions to open-source AI projects Expertise in building GPU-accelerated pipelines and optimizing inference at scale What We Offer Work on high-impact, frontier research with real-world applications Access to high-performance computing resources A collaborative, intellectually stimulating environment Autonomy to explore novel ideas aligned with our mission Competitive salary, benefits, and opportunities for growth Skills: Research,Design,Multi-agent Systems,Models Show more Show less

We’re hiring an Applied AI Researcher in the deep-tech and AI research industry . We are seeking a highly skilled and motivated professional to join our advanced research team. In this role, you will design multi-agent architectures, develop domain-specific scaffolding techniques, and build evaluation frameworks for next-generation AI systems. You’ll work at the frontier of applied AI—combining LLMs, reinforcement learning, and multi-agent systems to build scalable and meaningful solutions. Key Responsibilities Architect and implement novel multi-agent systems that enable advanced problem-solving and collaboration Design domain-specific scaffolding techniques to tailor AI behavior to complex, real-world domains Curate and manage high-quality datasets for training and evaluation of AI models across scientific and industrial use cases Establish and iterate on robust evaluation frameworks to measure performance, alignment, and robustness Research and apply reinforcement learning techniques, including RLHF, DPO, GRPO, and others Explore post-training optimization, fine-tuning, and domain adaptation methods Collaborate cross-functionally with engineering and product teams to translate research into production-ready solutions Stay abreast of cutting-edge developments in AI and contribute to internal and external research communities Document and communicate findings through technical reports, presentations, and publications Required Qualifications Master’s or PhD in Computer Science, Artificial Intelligence, Machine Learning, or a related field 4+ years of experience in applied AI research or equivalent industry R&D experience Strong foundations in optimization, probability, and linear algebra Expertise in Python and frameworks like PyTorch or JAX Experience with RL and post-training methods (e.g., SFT, DPO, RLHF) Proficiency in building and aligning small language models (SLMs), including reasoning-specific models Familiarity with prompting strategies like Chain of Thought and dataset design for reasoning tasks Deep understanding of multi-agent systems and distributed training (multi-GPU/multi-node) Experience in designing evaluation metrics and performance analysis methodologies Preferred Experience Publications in leading ML conferences (NeurIPS, ICLR, ICML, AAMAS, etc.) Experience applying AI to scientific domains like drug discovery, chip design, or materials science Exposure to multimodal models and VLMs Experience with open-ended systems and emergent behavior in agent-based learning Background in computational science (chemistry, physics, EE, or applied math) Familiarity with MLOps, Kubernetes, Ray, Hydra, and MLflow Experience with domain adaptation, interpretability, and model optimization for deployment Contributions to open-source AI projects Expertise in building GPU-accelerated pipelines and optimizing inference at scale What We Offer Work on high-impact, frontier research with real-world applications Access to high-performance computing resources A collaborative, intellectually stimulating environment Autonomy to explore novel ideas aligned with our mission Competitive salary, benefits, and opportunities for growth Skills: Research,Design,Multi-agent Systems,Models Show more Show less