8 Computational Finance Jobs

Role Overview: As a Business Consulting QAS- Quantitative Trading Book (QTB) professional at EY, you will be a part of the Financial Services Office (FSO) Advisory Practice, focusing on providing integrated advisory services to financial institutions and capital markets participants. Your role within the Quantitative Trading Book (QTB) team will involve designing and implementing strategic changes across risk management, treasury, and front, middle, and back-office activities for clients in the financial services sector. Key Responsibilities: - Demonstrate deep technical capabilities and stay updated on market trends and client issues in the financial services sector. - Monitor progress, man...

As a Senior in the Quantitative and Commodities Center at EY, you will have the opportunity to work on projects involving risk management modeling, portfolio analysis, valuation, and data science activities for companies with commodity operations and exposure. You will be part of a team that provides specialized advisory services related to commodity risk topics such as hedging, trading, and procurement optimization for various commodities including energy, agriculture, metals, and soft commodities. **Key Responsibilities:** - Advise clients on advanced practices and market behavior using a commercial industry perspective - Develop quantitative financial models for commodity and financial co...

As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in the Global Markets Risk team at ANZ, your role will involve the development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR), and Counterparty Credit Risk (CCR). This includes regulatory capital models and internal risk metrics such as VaR, RNIV, and Stress Testing. You are expected to support or lead complex methodological changes or capital reform initiatives and act as a trusted advisor on market risk measurement practices to ensure the modelling framework remains fit-for-purpose and appropriately calibrated to ...

As an Analyst, Investment Risk at Russell Investments, Mumbai, you will be part of the Investment Risk team responsible for establishing and managing the Enterprise Risk Management System (ERMS). Your role will involve closely collaborating with peers in Seattle, portfolio management, and research teams to provide risk insights for investment strategies. You will be involved in developing, maintaining, and operating the ERMS under the guidance of the Director, Investment Risk in Mumbai. **Key Responsibilities:** - Design and develop robust processes for periodic reporting tasks with a focus on automation. - Implement new risk models and maintain existing models in production. - Contribute to...

As a Model Validation Analyst in the Markets Risk Team at ANZ, your role will involve providing validation of risk models across Traded Market Risk (TMR) & Non-Traded Market Risk (NTMR), as well as Counterparty Credit Risk (CCR). This includes validation of risk engine or regulatory capital model validations. You will be responsible for quantitative risk support for new product development and providing expertise to stakeholders across Markets Risk, supporting Regulatory projects, and Audit remediation work. **Key Responsibilities:** - Validate risk models and implementations of risk engine or regulatory capital standard models for TMR, NTMR & CCR - Work on meeting Regulatory & Audit commitm...

JOB DESCRIPTION Who We Are At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Responsibilities Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical c...

Role Overview: As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in the Global Markets Risk team at ANZ, you will play a crucial role in the development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR), and Counterparty Credit Risk (CCR). Your responsibilities will include supporting or leading complex methodological changes or capital reform initiatives, acting as a trusted advisor on market risk measurement practices, and ensuring model integrity, accuracy, and compliance. Key Responsibilities: - Lead the design, development, and implementation of market risk model...

As a Senior in the Quantitative and Commodities Center at EY, you will have the exciting opportunity to work on risk management modeling, portfolio analysis, valuation, and data science activities. Your role will involve developing new financial models and analytics to meet clients" needs, covering a range of commodities and commercial objectives. You will be part of a team of quantitative and commodities professionals with significant industry experience, providing you with opportunities to learn and develop your quantitative skills. Key Responsibilities: - Advise clients on advanced practices and market behavior using a commercial industry perspective - Develop quantitative financial model...