5 Cqf Jobs

The position of Quantitative Developer requires a candidate with a good understanding of quantitative finance and proficiency in developing solutions using C#/C++. Your primary responsibility will involve analyzing and developing Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements. Your tasks will include analyzing and resolving functional issues related to financial derivatives valuation, Market Risk, Credit Risk, and CVA computations raised by clients. You will need to comprehend clients" requirements, analyze their functional specifications and spreadsheets, and implement solutions on the C#.net platform. Furthermore, you will be expected to read and research mathematical solutions for regulatory requirements and financial valuations, validate existing models, and propose improvements. Additionally, your role will involve supporting sales teams, clients, and implementation teams by providing guidance and demonstrations. The nature of the product you will be working on is an enterprise-wide risk engine designed to measure and monitor credit exposures and CVAs rapidly. This engine prices complex derivatives using closed-form and Monte-Carlo techniques, enabling customers to measure and manage Market risk effectively. Qualifications: - Post Graduate degree in Mathematics/Statistics/Physics/Quantitative Finance or a related quantitative field. - Proficiency in understanding capital markets, financial derivatives, and risk management. - FRM/PRM certifications are desirable. - Certificate in Quant Finance (CQF) is preferred. Experience: - Minimum of 3 years of experience in quantitative development, analysis, and research. - Experience in collaborating with multinational corporations and engaging with individuals on-site in the UK, US, and APAC regions. Key Skills: Quant, Quantitative, Monte Carlo simulations, Risk, Derivatives, Financial Modeling, Mathematical Modeling, C#, C++, Algorithm, Data Structures, Market Risk, Credit Risk, FRM, PRM, quantitative development, analysis, research, CQF, Quant Finance, Quantitative Developer. Industry: IT/Computers-Software Role: Software Engineer Education: B.E/B.Tech For any queries or to apply for this position, please contact jobs@augustainfotech.com.,

What is the Digital Product Manager in FTT Digital Technology group responsible for? The Product Manager will be responsible for the product management of our generative AI products. This includes defining the product vision, developing the product roadmap, and working with cross-functional teams to bring products to market. The ideal candidate will have a strong understanding of generative AI, product management, and software development. They will also have a proven track record of success in launching and growing products What are the ongoing responsibilities of a Digital Product Manager? Product Design, Product Development, Product Management (70%): Define the product vision and strategy for our generative AI products. Develop the product roadmap and track progress against it. Work with cross-functional teams to gather and analyze user feedback. Prioritize features and bug fixes. Work with engineers to develop and launch new products. Drive product adoption and growth. Ensure that our products are aligned with our business goals. Stay up-to-date on the latest trends in generative AI. Build and maintain relationships with key stakeholders. Represent the product to all internal and external stakeholders Release Management, Presentations, AI Capability research (30%) : Actively engage in release discussions, prioritizations, status reporting Ability to create well-articulated presentations to explain the work Take lead roles in Internal team initiatives and suggest process improvements. Suggest and adopt usage of tools and technique to do a task more efficiently Take part in evaluating vendor products and ability to pick the latest and best in the market. Help and collaborate with the research team with relevant industry best practices, proof of concepts and pseudo code where necessary What ideal qualifications, skills & experience would help someone to be Successful? Bachelors and Masters degree Engineering/Technology/Mathematics/Statistics/related disciplines from Tier 1 universities/institutes in India or abroad. Relevant industry certifications such as CFA, CQF will be looked at favorably 5-8 years of mixed experience in product management and hands-on product development Proven track record of launching and growing products Should have worked in SaaS products using Python as a programming language Experience with agile development methodologies. Excellent Team player and demonstrate the ability to work in ambiguity and thrive in chaos. Self motivated and driven with a heightened sense of ownership and accountability Proven ability to take initiative and work under pressure in a changing/growing environment. A passion to keep oneself abreast of the latest technological advancements and suggest ways to improve ways of working. Exceptional decision-making skills: Ability to prioritize across needs given limited resources Thrives in a startup like environment: loves dealing with fast pace and changing needs Ability to create relationships both inside and outside of the Product organization Excellent story telling/articulation abilities along with the capacity to dive into minute details. Superlative communication and consensus building skills

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.,

Embark on a transformative journey as an ICAAP and CCR Stress testing professional at Barclays. You will spearhead the evolution of the digital landscape, driving innovation and excellence by harnessing cutting-edge technology to revolutionize digital offerings, ensuring unparalleled customer experiences. As an ICAAP and CCR Stress testing role holder, you will work independently and as part of a team to provide expert analysis and commentary on the bank's wholesale credit and counterparty credit risk profile, and internal capital assessment. This exciting opportunity involves collaborating with Treasury and Capital Management, Trading, and Banking teams to understand risk on wholesale credit risk (WCR), derivative, and financing transactions. To be successful in this role, you should have a strong track record in risk management, a detailed understanding of CCR and WCR models (EEPE, PFE, RWA, LGD, EAD, and Economic Capital), and capital calculations. Additionally, detailed knowledge of Financial Markets, Wholesale Credit and Derivative Products, strong analytical skills with high attention to detail, experience in dealing with large and complex data structures, and stress testing methodologies are essential. Highly valued skills may include related professional qualifications (e.g., FRM, CFA, CQF), a Bachelor's degree in Finance, Engineering, or a Mathematical/Quantitative related field, regulatory knowledge (CRR, PRA, EBA), and knowledge of econometrics methods used in risk modeling. The job location for this role is Mumbai. **Purpose of the Role:** To assess the capital requirements of the bank's credit portfolio under various economic and risk scenarios, design and execute stress testing exercises to measure the potential impact of adverse events on the bank's credit losses, risk-weighted assets, and capital adequacy. **Accountabilities:** - Development and maintenance of stress testing models and methodologies for different credit portfolio segments. - Designing and execution of stress testing scenarios incorporating diverse macroeconomic factors, industry trends, and portfolio-specific risks. - Analysis of the efficiency of capital allocation across different business lines and products. - Analysis and interpretation of stress test results, including forecasting expected credit losses, risk-weighted assets, and capital needs. - Management and analysis of large datasets relevant to credit risk and stress testing. **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 work that impacts the entire business function. Set objectives, coach employees, and appraise performance relative to objectives, determining 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. For individual contributors, they will lead collaborative assignments, guide team members, identify new directions for assignments or projects, and consult on complex issues. All colleagues are expected to demonstrate Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,

As a Quant Analyst at AVP level in Mumbai, India, you will be a part of the Strategic Analytics team at Deutsche Bank. The team plays a crucial role in developing quantitative analytics, modelling, pricing, and risk management solutions for various units of the bank, including Investment Bank, Corporate Bank, and Risk and Control functions. Your primary responsibility will be to develop complex processes, frameworks, and risk analysis models, as well as enhance existing frameworks to measure market risks across the bank. You will work on converting business problems into manageable statements, gather information from stakeholders, design automated solutions, and develop databases and applications for implementation. Your key skills should include at least 4 years of experience in Python/C++ programming, a good understanding of OOPs programming concepts, experience in pulling data from various market sources, and strong communication and analytical skills. A strong educational background in Engineering/Science, Economics, Statistics, or related discipline is preferred, along with knowledge of financial instruments, pricing models, and risk models. Deutsche Bank offers a range of benefits including a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for industry certifications, employee assistance program, comprehensive insurance coverage, and health screenings. You will also receive training, coaching, and support to excel in your career within a culture of continuous learning and collaboration. As part of the Strategic Analytics team, you will ensure the consistency in analytics and technology platforms to prevent arbitrage within the bank and optimize resource allocation. Your role will involve constant awareness of key market risks, communication with senior management and stakeholders, and remediation of regulatory findings. If you are someone who can work independently, handle pressure, and continuously advance your skills, this role offers a rewarding opportunity to contribute to the growth and success of Deutsche Bank. Apply now and be a part of a culture that values responsibility, commercial thinking, initiative, and collaboration.,