45 Backtesting Jobs

You are a self-motivated and self-driven individual with a passion for financial products and the stock market. You have a good understanding of various financial products, including mutual funds, stock markets, investment strategies, futures, and options. This on-site job is located at Netaji Subhash Place, Pitampura, Delhi. **Role Overview:** As part of this role, your key responsibilities will include: - Analyzing various financial and investment products. - Demonstrating a deep understanding of mutual funds, insurance products, and other financial investment products. - Conducting analysis on various mutual funds and evaluating their past performance. - Researching identified shares. - Profiling client risks. - Developing investment and trading strategies. - Conducting backtesting of returns/results of the strategies. - Working on hedging strategies, futures, and options strategies. - Visiting and meeting clients to raise awareness about financial products. - Marketing and selling financial products. - Maintaining records. **Qualifications Required:** To be successful in this role, you should have: - A graduate or postgraduate degree in Finance. - Preferably, NISM AMFI certification. - Excellent communication skills. - Knowledge of financial products, including mutual funds, stock market, and F&O. - Experience in stock market trading, futures, and options. - Proficiency in Excel and various financial software. - Understanding of risks and returns.,

Position Title: Associate Investment Risk Management Location: Mumbai, India Department: Morgan Stanley Investment Management (MSIM) Department Overview Morgan Stanley Investment Management (IM), along with its advisory affiliates, manages over USD 1.6 trillion in assets globally (as of June 30, 2025). Role Summary This role is within the Mumbai-based Investment Risk Management. The successful candidate will contribute to both fund risk management initiatives, including but not limited to fund risk reporting, analysis, and monitoring. This role also involves active participation in portfolio hedging programs and advanced risk analytics, including sensitivities and Greeks. The candidate will work closely with investment, trading, and operational teams to ensure robust risk oversight, regulatory compliance, portfolio hedging and rebalancing and other related objectives. Key Responsibilities Fund Risk Management Good knowledge and experience in Asset Management and Hedge Fund styles. Conduct regular risk reporting, including Value-at-Risk (VaR) backtesting, stress testing, and scenario analysis. Monitor risk exposures across multi-asset classes and ensure alignment with fund mandates and regulatory limits. Ensure compliance with UCITS and AIF regulations (UCITS knowledge is a strong plus). Produce periodic board and regulatory reports, highlighting risk metrics and compliance breaches. Develop and maintain comprehensive investment risk and compliance framework tools. Portfolio Hedging & Rebalancing Execute and monitor Portfolio hedging programs for Global Markets, Multi-asset portfolios. Minimize basis risk and ensure efficient trade execution for swap basket rebalancing. Collaborate with traders to optimize portfolio hedging strategies using derivatives. Analyze and report on portfolio sensitivities including delta, gamma, vega, Beta, and other Greeks. Cross-functional Collaboration Partner with various investment, operational, etc. teams to support risk activities of all funds under coverage in accordance with local and global regulations. Participate in board meetings and communicate risk findings and strategic insights. Support fund and strategy research initiatives. Required Skills & Experience Masters degree in a quantitative discipline (Mathematics, Quantitative Finance, Economics, Engineering, etc.). CFA, FRM (completed) level 1 onwards is a plus. 24 years of experience in finance, preferably in trading, risk, or investment management. Strong understanding of financial instruments and derivatives pricing (futures, swaps, options). Excellent understanding about various asset classes including Equities, Fixed Income, derivatives, swaps, FX, Commodities. Good understanding of fund strategies and hedging styles. Proficiency in financial market tools like Bloomberg, Aladdin is preferred. Proficiency in coding, data processing & visualization tools like SQL, Python, PowerPoint, Excel, VBA is preferred. Solid grasp of portfolio and risk concepts including VaR, stress testing, and derivatives sensitivities. Experience with European fund regulations (UCITS/AIF) is highly desirable. Excellent analytical, organizational, and communication skills. Ability to thrive in a fast-paced, collaborative environment. Good understanding about various asset classes including Equities, Fixed Income, derivatives, swaps, FX, Commodities. What You Can Expect From Morgan Stanley We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent just beliefs, they guide the decisions we make every day to do what&aposs best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. Show more Show less

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRM's recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargo's compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4-8 years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargo's model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member. Posting End Date: 18 Sep 2025 We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit . Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

You are a Quant Trader/Researcher with at least 3 years of experience in the Indian market. As part of our dynamic trading team in Gurgaon, you will be responsible for designing, implementing, and executing data-driven trading strategies across various asset classes. Your role will involve developing, backtesting, and deploying algorithmic trading strategies using historical and real-time market data. You will also monitor and manage the performance of live strategies, optimize models, and conduct quantitative research to enhance existing models. Collaboration with developers and researchers is crucial to enhance trading infrastructure, data pipelines, and execution systems. Risk analysis and management are key aspects of your responsibilities to ensure robust risk management practices in all trading activities. It is essential to stay updated with market trends, regulatory changes, and trading technologies to make informed decisions. To qualify for this role, you should hold a degree in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or Engineering. In addition to your educational background, you must have experience in quantitative trading or research, with a solid grasp of data analysis, statistical modeling, and backtesting frameworks. Familiarity with financial markets, trading instruments, and tools like Pandas, NumPy, and scikit-learn is required. Preferred qualifications include experience in high-frequency or low-latency trading environments, knowledge of machine learning or deep learning techniques, exposure to Indian markets, and familiarity with FIX protocol or trading APIs. Your problem-solving skills, attention to detail, and ability to work under pressure will be valuable assets in this fast-paced and collaborative environment.,

As an Intern Financial Market Analyst (Quantitative Mathematics) at our location in Jaipur, India, you will be responsible for Strategy Ideation & Prototyping. Your role involves formulating quantitative trading hypotheses based on mathematical constructs such as time-series patterns, stochastic processes, statistical arbitrage, and volatility-based signals. Utilize tools from probability theory, linear algebra, calculus, or signal processing to design rule-based models that respond to market conditions. Explore ideas inspired by physical systems such as mean-reverting dynamics (harmonic oscillators), momentum (inertia), and diffusion, and adapt them into simplified trading signals. Convert mathematical logic into parameterized models with testable conditions and evaluate preliminary strategies using historical data and simplified backtesting tools provided within the internal trading platform. In the collaborative model development aspect of the job, you will work with internal developers to translate logic and conditions into code-compatible formats. You will learn how trading rules are implemented using SDK-based infrastructure and Lua-based scripting. Real-time strategy testing is a crucial part of the role where you deploy your ideas in a test environment, observe their performance using live data, and use feedback to iterate and improve strategy quality and robustness. It is essential to understand practical trading constraints like risk management, execution delays, and edge preservation. This position is ideal for final year students or recent graduates with a strong foundation in logic and analytical thinking and an eagerness to apply theoretical knowledge in real-world financial markets. To be eligible, you should be a final year student or recent graduate in Mathematics, Physics, Engineering, or any quantitative discipline. A strong interest in numbers, logic, and patterns is required, along with a basic understanding of algebra, probability, or statistics. Exposure to coding (e.g., Python, C, or Excel macros) is a bonus but not necessary. Curiosity about markets or decision-making under uncertainty and being self-driven, eager to experiment, and open to feedback are qualities we value. We offer direct market exposure, hands-on learning, mentorship, merit-based growth opportunities, and freedom to explore your ideas. Top performers may get capital allocation and transition into trading roles. The date of joining for this role is July 2025. Candidates who have taken our recruitment process within the last 1 year are not eligible to apply.,

Required Skill set Understanding and experience in the area of ALM Risk, including Liquidity Risk and Interest Rate Risk, specifically LCR, NSFR, IRRBB, Liquidity, and Repricing Gap, Duration & Yield Analysis, Valuation, Balance Sheet Modeling, behavioral prepayment models. Experience in VaR (Historical, parametric, Monte Carlo), RNiV, IRC, Expected Shortfall, Stressed VaR, Backtesting, etc. Understanding of Trading Risk sensitivities like PV01, PVBP, Duration, Option Greeks such as Delta, Gamma, Vega. Counterparty Credit Risk measures including, PFE, SCVA, BCVA, etc. Understanding of various derivatives and exotic, and Pricing theories Understanding of interest rate curve construction/IR calibration, volatility models. Understanding of the ALM modelling and historical analysis, develop supporting assumptions and run the ALM modelling per Policy, backtesting, and validation of ALM indicators, assumptions. Relevant experience Experience in developing and maintaining policies and frameworks including ALM, Investment policies, FX policies, Fund Transfer Pricing policy, Counterparty Credit Risk (CCR), and other Market Risk. Monthly monitoring of ALCO limits of Market risk limits, market rate scan, and trend analysis. Assistance in ALCO & RMC pack Contingency funding plan and testing Market Risk Capital Charge, IRRBB Capital Charge, Net Interest Income at Risk, Economic Value of Equity Develop and set operating limits, measure, and monitor the risk level /limits per the policies and reporting. Support in RBI, Statutory and Internal audit Stress Testing, Scenario & Sensitivity Analysis of Market Risk, Liquidity Risk, and IRRBB parameters Preparation and submission of Regulatory returns, covering liquidity and Interest rate risk e.g. Structural Liquidity statement (LR returns), Interest rate sensitivity statement, BLR returns (Basel Liquidity Returns) Experience in developing/validating methodology for the quantitative analysis required on various workstream for FRTB Prepare reports and analysis specified by ALM (funding concentration, NII simulation, Liability profile analysis, EVE and EaR simulations, basis risk, and optionality). Net Interest Income at Risk, Economic Value of Equity ICAAP (specific sections related to market risk, IRRBB, Liquidity) Educational qualification and language skills Should be proficient in MS Excel and PowerPoint Should have excellent communication skills (oral, written, and email drafting skills) Postgraduate with minimum 3 years of experience in the Banks, NBFCs Knowledge of local markets and regulatory landscape Certificates like CFA, FRM, CQF is added advantage

Research, backtest, and trade systematic strategies across asset classes. Build robust data pipelines, feature engineering, and ML models (tree ensembles, linear models, deep learning where justified). Use GenAI to accelerate research notes, code scaffolding, and experiment tracking; maintain strict risk limits and compliance. Strategy research with rigorous validation Backtesting with transaction costs/slippage Python (NumPy/Pandas) and ML (sklearn/torch) Risk management and monitoring GenAI for research acceleration and doc hygiene.

MARKET RISK EXP- 2-5 years Budget upto 28lpa Bangalore SKILLS- Market risk, Model development & validation, VAR, stress testing CECL, CCAR, DFAST, IFRS9, SAS, R, Python Drop your CV on Karishma.imaginators@gmail.com

You will be part of a cutting-edge crypto hedge fund that specializes in high-frequency and machine-assisted trading strategies. We are looking for an exceptional PhD-level mathematical talent to lead our quantitative research and development efforts. As a PhD Physics or Mathematics candidate with advanced mathematical expertise, you will be responsible for developing sophisticated trading algorithms and innovative financial models in the dynamic cryptocurrency markets. You should have an advanced degree (Masters/PhD) in Computer Science, AI, Machine Learning, Quantitative Finance, Mathematics, or related fields. Your key responsibilities will include designing and implementing advanced machine learning and AI-driven trading strategies, developing high-frequency trading algorithms using Python/C++, conducting quantitative research on market microstructure and trading opportunities, creating predictive models using time series analysis and stochastic calculus, analyzing complex market patterns, and developing innovative trading approaches. You will also be involved in researching, designing, and implementing AI-powered trading algorithms to predict market movements and optimize execution, developing and training machine learning models using historical and real-time market data, utilizing reinforcement learning and deep learning techniques for predictive modeling in financial markets, leveraging NLP and sentiment analysis for trading signals, optimizing AI models for real-time decision-making and high-frequency trading strategies, conducting backtesting and live simulations to evaluate model performance, and working with large-scale financial datasets using cloud-based AI/ML infrastructure. To excel in this role, you are required to have a PhD in Mathematics, Applied Mathematics, Statistics, or related quantitative field, along with advanced knowledge in Stochastic Calculus, Machine Learning/Artificial Intelligence, Game Theory, Time Series Analysis, Control Theory, and Pattern Recognition. In addition to technical expertise, we are looking for candidates with a research-driven mindset, exceptional analytical capabilities, strong problem-solving skills, ability to work independently and collaboratively, strong attention to detail, ability to thrive in high-pressure environments, critical thinking skills, rapid skill acquisition, and a creative approach to complex technical challenges. The ideal candidate for this position is passionate about applying cutting-edge mathematical research to financial markets, excited by cryptocurrency's technological and financial innovations, comfortable with self-guided research and collaborative problem-solving, and adaptable to rapidly changing technological landscapes.,

Department Profile Morgan Stanleys Institutional Equity Division (IED) is a world leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. Our broad and deep client relationships, market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing, market access and portfolio management needs. Global Markets Group is the offshoring arm of Morgan Stanleys Equity businesses in India. It covers functions across IED ranging from those associated with sales, trading, analytics, strats to risk management. Background on the Team The Institutional Equities Divisions Counterparty Risk team (also called the Market Risk team) supports the Equities, Listed Derivatives, OTC Clearing and Electronic Trading businesses. Professionals in IEDs Risk Division assess and actively manage risk across their clients by analysing client portfolios and transactions, in order to anticipate any potential losses and ensure adequate funding. Primary Responsibilities Risk Analysis using Stress Testing, VaR, Backtesting and other measures. Uploading and Analyzing sample prospective portfolios, comprising of several financial product types in Equities, Convertible Bonds, Corporate Bonds, Swaps (IRS/CDS), Options and Futures on Commodities/Index/Interest Rates/Currencies. This may involve searching for relevant tickers/identifiers for such products, using Bloomberg and other internal sources/databases. Analysing live client portfolios, highlighting risk issues/concerns, and recommending margin policy changes. Conducting Risk analysis for the various funds analysing factors like Liquidity, Concentration, etc. Senior Management Risk Reporting and Trend Analysis for the various businesses. Risk analysis based on Strategy or Country, or Sector or other market-based events as needed. Streamlining/Automation/Tool Building for Internal Risk Management. Liaising with the relevant regional stakeholders (Risk, Margin, Credit, IT, etc.) in terms of periodic risk deliverables. Participate in global risk projects out of Mumbai in terms of requirements gathering, developing, testing and validation. Primary/Required Skills Graduate degree in Mathematics or Engineering with strong analytical skills. 1-2 years of experience in the Finance industry. FRM / CFA (at least Level 1 completed). In-depth understanding of Financial Products (Equities, Options, Futures, Bonds, Commodities, Rates, Credit) and good understanding of risk in such products. Working Knowledge in any of (VBA /Python/R) programming languages or ability to analyze large data sets using SQL/Excel/Power BI tools. Strong Analytical skills and hands-on approach to problem solving. Excellent communication skills. Exceptional organizational skills and high degree of attention to detail. Ability to work independently and efficiently in a complex, fast-paced environment. Enthusiasm to volunteer for planning, organizing, and participating in events held by the department and the Firm. Shift Timings: 11.30am to 9.30pm IST What You Can Expect From Morgan Stanley We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent just beliefs, they guide the decisions we make every day to do what&aposs best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. Show more Show less

MARKET RISK EXP- 2-5 years Budget upto 28lpa SKILLS- Market risk, Model development & validation, var, stress testing Drop your CV on supreet.imaginators@gmail.com

As an Equity Derivatives Trader at Rahane Financial Services, located in Sector 96, Noida, you will play a crucial role in developing and executing trading strategies in equity and index derivatives (Futures & Options). Your responsibilities will include actively trading in equity and index derivatives with precision and compliance, developing and implementing trading strategies based on market analysis and quantitative models, monitoring trading positions and portfolios to optimize returns, and analyzing market trends, financial news, and economic data to support trading decisions. You will work in a fast-paced, high-performance trading environment where you will collaborate with internal teams, research analysts, and fellow traders to enhance performance. To excel in this role, you must have a minimum of 1 year of experience in equity derivatives trading, preferably in a proprietary trading environment. A Bachelor's degree in Finance, Economics, Mathematics, or a related field is mandatory. Additionally, a background in Computer Science/Engineering combined with finance is a strong advantage. You should hold a NISM Series VIII certification, and having a CFA, FRM, or MBA is preferred. You must possess a strong understanding of the Indian derivatives market and F&O strategies, as well as hands-on experience with Greek software, NEST, or U Trade. Proficiency in MS Excel and other MS Office tools is essential, along with hands-on experience in High-Frequency Trading (HFT) and Algo trading and strategy development. You should be skilled in risk management and quantitative analysis, with a strong decision-making ability under pressure. Rahane Financial Services offers a competitive salary package, annual performance-based bonus, and strong opportunities for learning and career growth in a supportive, fast-paced, and growth-oriented environment. If you meet the qualifications and are interested in this exciting opportunity, please send your resume to hr@rahanefinserv.com or contact us at 9289989178 for more information.,

Were Hiring: Quantitative Developer (Remote) Join our team to build & backtest AI-driven trading strategies, optimize performance, and work on live markets. Apply your Python, quant, and algo trading skills in a fast-paced, innovative environment.

At EY, you will have the opportunity to shape a career that is as unique as you are, supported by a global network, an inclusive culture, and cutting-edge technology that empowers you to reach your full potential. Your insights and perspective are valued as we strive to enhance EY and create a more inclusive working world for all. As a Quant Analyst/Consultant/Manager in the Business Consulting QAS-Quantitative Trading Book (QTB) profile at EY's Financial Services Office (FSO), you will be part of a specialized team that offers a wide range of services to financial institutions and capital markets participants. These services include market, credit, and operational risk management, regulatory advisory, quantitative advisory, technology enablement, and more. The Market Risk (MR) team within EY's FSO Advisory Practice focuses on assisting clients in implementing strategic changes across risk management, treasury, and capital markets activities. You will be responsible for demonstrating in-depth technical expertise in financial products, leading client engagements, staying informed about market trends, managing project progress and risks, and mentoring junior consultants. To qualify for this role, you should hold an undergraduate or advanced degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, with 2-10 years of relevant experience. Additionally, you should have knowledge of statistical and numerical techniques, mathematical concepts related to pricing derivatives, risk management/model development/validation, and strong coding skills in languages such as Python and R. Desirable qualifications include certifications like FRM, CQF, CFA, PRM, regulatory knowledge in Basel, CCAR, FRTB, experience with ETRM/CTRM systems, and familiarity with pricing/risk management systems such as Calypso, Murex, Bloomberg, etc. Strong communication, problem-solving, and project management skills are essential for this role. Working at EY offers a competitive compensation package based on performance, a collaborative environment, training and development opportunities, and a team of experienced colleagues dedicated to your growth and success. Join us in building a better working world and contributing to long-term value creation for clients, people, and society.,

We are seeking a hands-on Quant Researcher & Developer to create, test, and implement trading strategies in Indian equities, indices, and derivatives. This role involves a combination of research, programming, and live trading execution, taking ideas from conception to profit and loss. Your responsibilities will include building and evaluating systematic strategies using historical tick data, creating efficient backtesting and execution systems, utilizing low-latency APIs for real-time trading, applying statistical and machine learning techniques to identify profitable opportunities, as well as monitoring, analyzing, and optimizing live strategies. To excel in this role, you should possess strong skills in Python or C++, along with experience in handling market data (tick/order book) and conducting backtesting. Knowledge of the Indian market microstructure and basic derivatives is essential, along with at least 15 years of experience in quantitative research, trading, or development. It would be beneficial to have expertise in execution algorithms and risk management systems, as well as familiarity with cloud computing for conducting large-scale simulations.,

At EY, you will have the opportunity to craft a career that is as exceptional as you are, leveraging global scale, support, an inclusive culture, and cutting-edge technology to evolve into the best version of yourself. Your distinctive voice and perspective are crucial in contributing to EY's continuous improvement. By joining us, you will not only create an outstanding experience for yourself but also foster a more inclusive and productive working world for all. As a Quant Analyst/Consultant/Manager in EY's Financial Services Office (FSO), you will be part of a specialized business unit that delivers a wide array of integrated services combining industry expertise with functional know-how. The FSO practice offers comprehensive advisory services to financial institutions and capital markets entities, encompassing market, credit and operational risk management, regulatory compliance, quantitative advisory, structured finance, and technology enablement. Within the FSO Advisory Practice, the Financial Services Risk Management (FSRM) group focuses on assisting clients in identifying, measuring, managing, and monitoring various risks associated with trading, asset-liability management, and capital markets activities. The Market Risk (MR) team within FSRM works closely with clients to implement strategic changes in risk management, regulatory compliance, and organizational structure, catering to the needs of large financial institutions, broker-dealers, asset managers, and insurance companies. Your primary responsibilities will include demonstrating in-depth technical expertise in financial products, leading client engagements, staying updated on market trends, managing project progress and risks, and mentoring junior consultants. To qualify for this role, you should hold an undergraduate or advanced degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, coupled with 2-10 years of relevant experience. Proficiency in statistical and numerical techniques, risk management concepts, and programming languages like Python and R is essential. Additionally, strong communication, problem-solving, and project management skills are required. Having certifications such as FRM, CQF, CFA, or PRM, along with experience in regulatory frameworks and risk management systems, would be advantageous. A willingness to travel, conduct performance reviews, contribute to talent recruitment, and enhance personal skills through continuous learning are also valued qualities. Working at EY offers a competitive compensation package, a collaborative environment, extensive training opportunities, and a supportive team of senior colleagues dedicated to your professional growth. EY is committed to building a better working world by creating long-term value for clients, fostering trust in capital markets, and driving growth and transformation through diverse teams across the globe. Join us in asking better questions and finding innovative solutions to address the complex challenges of today's world.,

At EY, you'll have the opportunity to shape a career that aligns with your unique strengths, supported by a global network, inclusive environment, and cutting-edge technology to empower you to reach your full potential. Your individual voice and perspective are valued as we strive to continuously enhance EY's performance. Join us in creating a remarkable experience for yourself while contributing to a more inclusive and efficient working world. As a part of EY's Financial Services Office (FSO), you will be part of a specialized unit that offers a wide array of services tailored to the financial industry, blending extensive industry knowledge with robust functional expertise and product insight. FSO delivers comprehensive advisory services to financial institutions and other entities in capital markets, encompassing areas such as risk management, regulatory compliance, quantitative advisory, technology integration, and more. Within the Financial Services Risk Management (FSRM) group of FSO, the Market Risk (MR) team focuses on assisting clients in effectively managing market risks associated with their trading and capital market activities. Your role will involve designing and implementing strategic changes related to risk management, regulatory compliance, and organizational structure across various departments within client organizations. Key Responsibilities: - Demonstrate in-depth technical expertise and industry knowledge in financial products - Lead components of large-scale or smaller client engagements, ensuring high-quality services are consistently delivered - Stay updated on market trends and challenges faced by clients in the financial services sector - Monitor project progress, manage risks, and communicate effectively with stakeholders to achieve desired outcomes - Mentor junior consultants within the organization to foster their professional growth Qualifications: - Bachelor's or Master's degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, or Ph.D. in quantitative disciplines - 2-10 years of relevant experience - Proficiency in statistical and numerical techniques, mathematical concepts, risk management, and model development/validation - Strong coding skills in Python and R, with basic knowledge of SQL - Excellent communication, problem-solving, and project management abilities Preferred Qualifications: - Certifications such as FRM, CQF, CFA, or PRM - Regulatory knowledge in areas like Basel, CCAR, and FRTB - Experience with ETRM/CTRM systems and pricing/risk management systems - Willingness to travel for client engagements By joining EY, you will receive competitive compensation based on performance, recognition for your contributions, and opportunities for professional growth through training programs and on-the-job learning. You will collaborate with a diverse team of senior colleagues committed to creating a more efficient and inclusive working world. EY is dedicated to building a better working world by delivering long-term value to clients, society, and the capital markets. With a global reach and a focus on leveraging data and technology, EY teams worldwide offer assurance services, drive transformation, and provide strategic solutions across various disciplines to address complex challenges of today's world.,

???? Quantitative Developer Onsite, Gurugram Location: Onsite (6 days a week) | Time: 8:30 AM 6:30 PM Company: MarsQuant Innovations LLP Email: [HIDDEN TEXT] ???? About MarsQuant MarsQuant is a fintech startup specializing in algorithmic trading solutions , low-latency infrastructure , and advanced analytics . We build tools that power sophisticated trading desks, stock brokers, and financial institutions. If you&aposre curious, driven, and ready to make an impact, you&aposll thrive here. We believe in speed , reliability , and constant innovation . Our products stand out in a competitive market, and we want people who do too. ???? Role Overview As a Quantitative Developer , you will play a core role in building trading strategies and the backend systems that power them. You will work closely with traders and researchers to develop, simulate, backtest, and deploy high-performance strategies across various asset classes. This is a high-ownership, high-impact role designed for someone who thrives in a fast-paced, trading environment. ???? Key Responsibilities Develop, test, and deploy high-performance trading algorithms. Execute and maintain systematic strategies and trading systems. Simulate and backtest strategies using historical and live data. Collaborate with research and infrastructure teams to design and refine strategies. Build tools for real-time market data ingestion, analytics, and risk monitoring. Troubleshoot live trading environments and rapidly debug issues. Ensure trading systems are performant, stable, and secure. Propose, prototype, and implement enhancements to existing strategies. Contribute to infrastructure-level improvements (latency, throughput, stability). ? Must-Have Qualifications Bachelors or Masters in Mathematics, Statistics, Computer Science, Financial Engineering , or related quantitative fields. Strong programming expertise in at least one of: Python, C++, Java, or C#. Strong understanding of data structures , algorithms , and object-oriented programming . Proven ability to work in fast-paced , high-stakes environments. Demonstrated problem-solving and analytical mindset . Fluent in English (written & spoken) clear communication is key. Understanding of market microstructure, order types, and trading mechanics. ???? Good to Have Prior experience in algorithmic or high-frequency trading , derivatives , or options trading . Knowledge of financial instruments , risk management , or portfolio optimization . Familiarity with AWS/cloud , WebSockets , or real-time data feeds . Experience with large-scale backtesting , simulations , and performance tuning . Exposure to low-latency architecture , multithreading , and distributed systems . Curiosity about market behavior and a passion for trading. ???? Traits We Value Sincere, driven, and a fast learner . Entrepreneurial mindset with high ownership and initiative. Ability to work independently while collaborating cross-functionally. Passionate about solving complex challenges. ???? What We Offer Onsite role with real-time learning from active traders, financial engineers, and cloud experts. Access to cutting-edge tech stacks and trading tools. Exposure to the full lifecycle of strategy development . Continuous growth your work directly impacts a live product used across markets. Support for certifications, learning , and fitness reimbursements . Performance-based bonus up to 200% of base incentive (target 25%). ???? Compensation & Culture We operate in a high-intensity, meritocratic environment . Your efforts and outcomes matter. The culture is driven by excellence, ownership, and speed . Leave policies, incentive plans, and L&D benefits are designed to reward impact, not tenure. Apply Now ???? Apply at https://forms.gle/uPnv3AgZzTzuFYUr8 Show more Show less

As a member of our team, you will be welcomed into a diverse environment where learning, growth, and new opportunities are at the forefront. We offer the flexibility to work in various shifts and hours, enabling you to collaborate with your new colleagues in creating innovative products and solutions. You will thrive in a positive environment alongside like-minded individuals, where academic scores take a back seat to exceptional skills. Your primary responsibilities will include developing and implementing coding strategies for live trading environments, utilizing automated tools such as Excel and trading-based software. You will be involved in the design, testing, and optimization of high-performance algorithmic trading software, leveraging your expertise in mathematical and Computer Science principles. Real-time trade management, risk analysis, and system optimizations for data processing will be key components of your role. Collaboration with experienced teammates will be crucial as you work on bespoke solutions that enhance our technology stack by balancing speed, features, and cost. A strong foundation in object-oriented design, data structures, and algorithms will be essential for success. You will also be tasked with managing and enhancing existing software, particularly when working with large datasets and conducting data-mining and time-series analysis. To excel in this position, you will need to possess a degree in Computer Science, Electrical Engineering, Mathematics, Physics, or a related field. A solid professional background (2-4 years) in using C/C and Python within a UNIX / LINUX environment is required. Knowledge of network programming, multithreading, computational intelligence, and real-time applications will be beneficial. Familiarity with FIX protocol, TCP/IP, and GUI programming is also desired. We are seeking individuals who are hard-working, self-motivated, and dedicated to completing tasks efficiently. The ability to manage multiple responsibilities in a fast-paced setting is essential. Additionally, familiarity with R and Tableau will be advantageous in this role.,

Join us as an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences. You will be responsible for developing best-in-class credit risk models using industry-leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. To be successful as an AVP Quantitative Analytics CCR Modeler, you should have experience with: - Knowledge of CCR IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modeling, PFE (Potential Future exposure), EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modeling (Interest Rates, Equities, Credit, Commodities, etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13, etc. - Hands-on coding experience (as a full-stack developer/agile developer, etc.). - Experience in Model Development and/or Model Validation (core development experience preferred). - Experience in Stress Testing/Scenarios Modeling, Statistical Modeling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation. This role is based out of Mumbai. **Purpose of the role:** To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. **Accountabilities:** - Design analytics and modeling solutions to complex business problems using domain expertise. - Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments, and tools. - Development of high-performing, comprehensively documented analytics and modeling solutions, demonstrating their efficacy to business users and independent validation teams. - Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalize them. - Provision of ongoing support for the continued effectiveness of analytics and modeling solutions to users. - Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy. - Ensure all development activities are undertaken within the defined control environment. **Assistant Vice President Expectations:** To advise and influence decision-making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/business divisions. Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviors are: L - Listen and be authentic, E - Energize and inspire, A - Align across the enterprise, D - Develop others. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship - our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset - to Empower, Challenge, and Drive - the operating manual for how we behave.,

BitQCode Capital is a leading algorithmic trading hedge fund specializing in high-frequency trading, quantitative strategies, and cutting-edge AI-driven market analysis. We manage a multi-million-dollar portfolio and execute millions of trades per month across global markets. Our team consists of top-tier quants, engineers, and traders, leveraging AI to develop sophisticated, automated trading models. We are looking for an AI Quantitative Researcher with a proven track record of applying Artificial Intelligence (AI) and Machine Learning (ML) in financial markets. The ideal candidate should have hands-on experience designing, training, and deploying AI-driven trading models that generate alpha across asset classes. This role requires expertise in deep learning, reinforcement learning, NLP for market sentiment analysis, and predictive modeling for market movements. You will collaborate closely with our quant traders, data scientists, and software engineers to enhance existing trading models and develop new AI-driven strategies. Key Responsibilities: - Research, design, and implement AI-powered trading algorithms to predict market movements and optimize execution. - Develop and train machine learning models using historical and real-time market data to identify profitable trading opportunities. - Utilize reinforcement learning and deep learning techniques (e.g., LSTMs, Transformers, CNNs) for predictive modeling in financial markets. - Leverage NLP and sentiment analysis to extract insights from news, social media, and alternative data sources for trading signals. - Optimize AI models for real-time decision-making and high-frequency trading strategies. - Conduct backtesting and live simulations to evaluate model performance under different market conditions. - Work with large-scale financial datasets, leveraging cloud-based AI/ML infrastructure for processing and computation. - Stay up to date with cutting-edge AI research and continuously improve trading models to adapt to evolving market conditions. - Collaborate with software engineers to integrate AI models into automated trading systems for live execution. Requirements: - Strong proficiency in AI/ML frameworks: TensorFlow, PyTorch, scikit-learn, XGBoost, etc. - Experience in trading-focused AI applications: Reinforcement learning (RL), supervised/unsupervised learning, deep learning, and probabilistic modeling. - Programming expertise: Python (NumPy, Pandas, SciPy, Dask), C++ (for low-latency execution is a plus). - Financial market knowledge: Experience in trading stocks, options, futures, crypto, or FX using AI-driven models. - Big data processing & analysis: Proficiency in working with time-series data, high-frequency tick data, and alternative datasets. - Experience with backtesting frameworks: Zipline, Backtrader, QuantConnect, Freqtrade, etc. - Database and cloud computing: SQL, NoSQL, Redis, AWS, GCP, or Azure for scalable AI infrastructure. Experience & Qualifications: - Minimum 3+ years of experience in AI-driven quantitative research and trading strategy development. - Prior experience in a hedge fund, proprietary trading firm, or financial institution building AI-based models. - A strong track record of building and deploying successful AI-driven trading strategies. - Advanced degree (Masters/PhD) in Computer Science, AI, Machine Learning, Quantitative Finance, Mathematics, or related fields. Nice to Have: - Experience in market microstructure modeling and order book dynamics. - Knowledge of options pricing, derivatives trading, and volatility modeling. - Experience integrating AI models into low-latency trading systems. - Contributions to AI research, open-source projects, or publications in AI/ML conferences.,

Role & responsibilities • Develop and implement quantitative models to support risk assessment, and portfolio management. • Backtest, validate, and refine models to ensure performance and reliability under various market conditions. • Stay abreast of the latest advancements in finance, technology, and quantitative research. Preferred candidate profile Strong proficiency in programming languages such as Python

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 EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services leveraging deep industry experience with strong functional capability and product knowledge. FSO practice offers 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 to help FSO clients identify, measure, manage, and monitor market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management, and other capital markets activities. The Market Risk (MR) team within FSRM assists clients in designing and implementing 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. Your key responsibilities include demonstrating deep technical capabilities and industry knowledge of financial products, leading components of large-scale client engagements, understanding market trends and demands in the financial services sector, monitoring progress, managing risk, and effectively communicating with key stakeholders, and playing an active role in mentoring junior consultants within the organization. To qualify for the role, you should have an 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. Additionally, you should have working knowledge or academic experience of statistical and numerical techniques, knowledge of mathematical concepts related to pricing derivatives for various asset classes, strong risk management/model development/validation knowledge, good hands-on experience in model development/validation/monitoring/audit procedures, knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus, strong coding skills in programming languages like Python and R, excellent communication and strong problem-solving skills, project management experience, and report writing experience. Good-to-have qualifications include certifications such as FRM, CQF, CFA, PRM, regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB, ETRM/CTRM systems experience, pricing/risk management system knowledge/experience, willingness to travel to meet client needs, experience in stakeholder and client management, and contributing to people initiatives. EY offers a competitive compensation package, a collaborative environment, excellent training and development prospects, an excellent team of senior colleagues, and opportunities to contribute to developing intellectual capital to support delivering superior outcomes for clients and the firm. 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.,

You will be working as an expert Python coder to conduct backtesting of historical data using Python programming. There are 3 projects related to trading stock historical data that need to be completed using Python coding with the API of Fyers. If you have the required expertise and skills for this role, please connect at 8273108738.,

Role & Responsibilities: Responsible for working across Equity Vol in structured and QIS format to deliver exposure to clients Reconciling and migrating excel based strategies to Python along with Implementing algorithmic strategies to help generate flow transactions Performing adhoc attribution / commentary on performance of live strategies liaising closely with Sales and Structuring team Improving and implementation of backtesting strategies to help in Pitching to Sales/ Clients Brainstorming / Idea generation on new equity strategies and equity volatility transactions, working with Quants and Trading Coordinating with Corporate Functions for Approvals and New Business setup to ensure the transaction falls within our recommended guidelines Qualification Tier 1 Engineering College Graduate / Post Graduate