Senior Manager - FS-Risk Consulting - FSRM - QTB EY

11.0 - 15.0 years

0 Lacs

karnataka

On-site

At EY, you have the opportunity to shape a career that aligns with your unique qualities, supported by a global platform, inclusive environment, and cutting-edge technology to empower you to excel. Your distinctive voice and perspective are valued contributions towards enhancing EY's continuous evolution. Join us in crafting a remarkable journey for yourself and contributing to a more progressive working world for all. As a Senior Manager in EY's Financial Services Office (FSO), you will be an integral part of a specialized unit offering a comprehensive range of services tailored to the financial sector. Leveraging deep industry knowledge and functional expertise, the FSO practice delivers advisory services to various entities in the financial landscape, including commercial banks, investment firms, insurance companies, and energy trading enterprises. Your role within the Financial Services Risk Management (FSRM) group focuses on assisting clients in identifying, measuring, managing, and monitoring market, credit, operational, and regulatory risks associated with their trading activities and capital management processes. Your key responsibilities include: - Demonstrating expertise in financial products and technical capabilities - Acting as a subject matter expert in areas such as model risk management, statistical techniques, mathematical concepts, and derivative pricing - Providing strategic recommendations on Financial Services Risk Management issues - Engaging in Quantitative Risk and Assurance projects related to market risk and credit risk modeling - Contributing to business development initiatives, sales enablement, and expansion of client accounts - Conducting performance reviews, recruiting talent, and fostering professional development - Creating intellectual capital by developing thought leadership articles and white papers To qualify for this role, you should possess: - A degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, with 11+ years of relevant industry experience - Professional qualifications such as CQF, CFA, FRM, or PRM are preferred - Proficiency in statistical and numerical techniques, derivative pricing, and risk measurement methodologies - Strong communication, problem-solving, and project management skills - Willingness to travel as required and a proactive attitude towards learning and innovation At EY, you will be rewarded with a competitive compensation package based on performance, along with a collaborative work environment that fosters growth and development. Your contributions will be instrumental in delivering exceptional services to clients, establishing you as a trusted advisor and propelling your career to new heights. EY is dedicated to building a better working world by creating long-term value for clients, society, and the capital markets. With a global presence spanning over 150 countries, EY's diverse teams leverage data and technology to provide assurance and drive transformation across various sectors. Join us in asking better questions to address the complex challenges of today's world and make a meaningful impact.,

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RSK Associate/Senior Associate -Risk Methodology Group Nomura

4.0 - 6.0 years

4 - 6 Lacs

Mumbai, Maharashtra, India

On-site

This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasksfor various Nomura group legal entities including US and EMEA regions. Provide analysis and consultation on credit risk quantification. Work closely with global development teams on implementation of models and systems Work on various regulatory requirements including Back testing, Model Performance reviews, Calibration, User Acceptance Testing, Documentation of models, etc. Implement risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document, performing model testing, ensure compliance with regulatory requirements and liaising with model validation group). Collaborate with Risk IT in the strategic implementation of various initiatives Participate in periodic model performance review and calibration of model parameters. To aid regulatory reviews and inspections by providing necessary analysis. Key Skills: Domain Sufficient exposure to quantification of counterparty risk and regulatory landscape. Basic understanding of stochastic calculus, Derivative pricing, Monte Carlo Simulation. Proficiency in Excel-VBA/Python Strong verbal and written communication skills Organizational skills, multi-tasking and detail oriented Delivery focused with the ability to work well under pressure and meet deadlines under compressed timescales

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Fixed Income Quantitative Developer Vichara Technologies

5.0 - 9.0 years

40 - 60 Lacs

Bengaluru, Delhi / NCR, Mumbai (All Areas)

Hybrid

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

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Python Quantitative Engineer Vichara Technologies

5.0 - 9.0 years

40 - 60 Lacs

Hyderabad, Pune, Delhi / NCR

Hybrid

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