Who We Are The next step of your career starts here, where you can bring your own unique mix of skills and perspectives to a fast-growing team. Metyis is a global and forward-thinking firm operating across a wide range of industries, developing and delivering AI & Data, Digital Commerce, Marketing & Design solutions and Advisory services. At Metyis, our long-term partnership model brings long-lasting impact and growth to our business partners and clients through extensive execution capabilities. With our team, you can experience a collaborative environment with highly skilled multidisciplinary experts, where everyone has room to build bigger and bolder ideas. Being part of Metyis means you can speak your mind and be creative with your knowledge. Imagine the things you can achieve with a team that encourages you to be the best version of yourself. We are Metyis. Partners for Impact. What We Offer Interact with C-level at our clients on regular basis to drive their business towards impactful change Lead your team in creating new business solutions Seize opportunities at the client and at Metyis in our entrepreneurial environment Become part of a fast growing international and diverse team What You Will Do Execute data science projects from start to end. Understand client business problems, define analytical approaches, and develop actionable solutions. Engage directly with stakeholders to gather requirements, present findings, and guide data-driven decisions. Preprocess and analyze structured and unstructured data using statistical approach. Build and deploy predictive models, forecasting solutions, recommendation systems. Collaborate with engineering, product, and business teams to translate insights into outcomes. Communicate results clearly through presentations and storytelling. What You’ll Bring Graduate degree or higher with courses in programming, econometrics / data science Experience: 3 - 6 years of professional work experience in advanced analytics domain, using statistical modeling and deep learning for business problem solutions. Well-developed Logical Reasoning, Critical Thinking & Problem-Solving abilities. Excellent presentations skills and storytelling capabilities. Self-driven with a collaborative attitude and a passion for delivering business value through data. Strong hands-on experience in Python/R and SQL. Good understanding and Experience with cloud platforms such as Azure, AWS, or GCP. Experience with data visualization tools in python like – Seaborn, Plotly. Good understanding of Git concepts. Good experience with data manipulation tools in python like – Pandas, Numpy. Must have worked with scikit learn, NLTK, Spacy, transformers. Strong foundation in machine learning algorithms, predictive modeling, and statistical analysis. Good understanding of deep learning concepts, especially in NLP and Computer Vision applications. Proficiency in time-series forecasting and business analytics for functions like marketing, sales, operations, and CRM. Exposure to tools like – Mlflow, model deployment, API integration, and CI/CD pipelines. Good to have: Generative AI Experience with text and Image data. Familiarity with LLM frameworks such as LangChain and hubs like Hugging Face. Exposure to vector databases (e.g., FAISS, Pinecone, Weaviate) for semantic search or retrieval-augmented generation (RAG). In a changing world, diversity and inclusion are core values for team well-being and performance. At Metyis, we want to welcome and retain all talents, regardless of gender, age, origin or sexual orientation, and irrespective of whether or not they are living with a disability, as each of them has their own experience and identity. Show more Show less

Job Description Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As a Risk & Compliance, Quantitative Research Associate in our team, your mission will be to develop and maintain sophisticated mathematical models, cutting-edge methodologies, and infrastructure to value and hedge financial transactions. You will have the opportunity to work with trading desks, product managers, and technology teams to develop analytical tools and quantitative trading models. Additionally, you will collaborate with different control functions to ensure our business operates under established regulatory requirements. We offer multiple opportunities across derivative quantitative modelling, electronic trading quantitative role, risk quantitative, a cross-asset library and infrastructure quantitative, or as a quantitative in the business optimization and automation team. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions. You could be working with trading desks, product managers and technology teams to develop analytical tools and quantitative trading models. You could also be working with different control functions to make sure business is operating under established regulatory requirements. Job Responsibilities Develop and maintain sophisticated mathematical models to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals Improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide Collaborate with risk functions to develop models for market and credit risk the bank is exposed to, across various lines of business Build cutting-edge methodologies and infrastructure to implement our models in production Required Qualifications, Capabilities, And Skills You have a degree in engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields and have strong quantitative, analytical and problem-solving skills You have a strong background in the following topics – calculus, linear algebra, probability, and statistics You demonstrate proficiency in at least one of the object-oriented programming languages, like C++ or Java, and are good at Python You have knowledge of data structures and algorithms You can work independently as well as in a team environment You think strategically and creatively when faced with problems and opportunities Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders Preferred Qualifications, Capabilities, And Skills Markets experience and general trading concepts and terminology is useful to be familiar with Knowledge of different types of financial products and asset classes like Fixed Income, Credit, Commodities, Equities Background in computer algorithms, python, and specialization (or significant coursework) in low level systems (operating systems, compilers, GPUs, etc.) Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be a plus About Us JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management. We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation. About The Team The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world. Show more Show less

IIM Visakhapatnam invites applications from qualified candidates for Four (04) Research Associate positions under a NITI Aayog funded project titled “Aakanksha District as Fulcrum of Growth Plan - District Alluri Sitharama Raju (ASR), Andhra Pradesh" on a fixed-term contract basis. Qualification Essential: • A post-graduate in Economics/ Social Sciences discipline with a minimum of 55% marks and a strong exposure to research methodology and econometrics. Or • B.Tech. (Computer Science) or M. Tech./M.Sc. (with Statistics/Data Science, and Computer Programming as major) with prior experience in data analysis and statistical modelling. Desirable: • Ph.D./M.Phil./NET in Economics/Anthropology or relevant disciplines in Social Sciences • Prior experience of quantitative/qualitative research techniques, econometrics modelling is a plus • Prior experience as a Research Assistant/Associate/Field investigator is a plus Principal Accountabilities & Responsibilities: • Assist in carrying out research projects and capacity-building exercise. • Literature review and gap analysis. • Primary data collection through field surveys, interviews, and focused group discussion with key stakeholders (local authorities, farmers, entrepreneurs, artisans, tourism operators) • Data scraping and data collection from secondary sources (government reports, district plans, economic surveys, demographic surveys and previous research) • Coordinating with stakeholders and local community for data collection, and field visits • Assist in preparing draft reports, delivering periodic reports, and organizing training programmes. • Perform other related duties as assigned Key Skill and Ability Requirements • Excellent oral and written communication skills • Proficiency in Telugu language (Essential requirement for 02 Research Associate positions with intensive field work) • Familiarity with data collection tools (e.g. KOBO Toolbox), data analysis software (Python, R, STATA & SPSS), and econometric modelling. • Familiarity with SWOC analysis (Strength, Weakness, Opportunity and Challenges) • Familiarity with STEEPLE & PESTLE frameworks. • Mature attitude with a capability to discuss coordination/ research issues with other stakeholders/ team members Duration of contract: Six months (Extendable based on project requirement) Consolidated monthly emoluments per month: INR 35,000/- Closing date & time for submission of online applications is: 12-06-2025 @ 17:00 Hrs. Show more Show less

bachelors degree in computer science or a related fieldOR masters degree in statistics, economics, business economics, econometrics, or operations research. 3-8 years of experience in the Analytics/Data Science domain. Experience with Generative AI techniques and tools. Familiarity with ETL methods, data imputation, data cleaning, and outlier handling. Familiarity with Azure cloud platform and AI/ML services. Knowledge of databases and associated tools such as SQL. Technical Skills - Desirable: Expertise in NLP and Generative AI methods like Prompt design, Retrieval Augmented Generation (RAG) Multi-agent frameworks, and Evaluation frameworks. Proficiency in programming languages such as Python. Technical Skills - Good to Have: API development Deployment of GenAI applications Specific Responsibilities Requirement Gathering: Translate business requirements into actionable analytical plans. Ensure alignment with the customer s strategic objectives. Data Handling: Identify appropriate data sources to address business problems. Resolve data discrepancies, including ETL tasks, missing values, and outliers. Development and Execution: Deliver projects and POC initiatives from inception to completion. Develop and refine technical and analytics architecture. Implement scalable analytical frameworks and data pipelines. Coordinate with cross-functional teams. Deliver production-ready models and solutions. Monitor success metrics and ensure high-quality output. Create and maintain documentation/reports. SKILLS Primary Skill: Data Science Sub Skill(s): Data Science Additional Skill(s): Python, ETL, AI/ML Development, Data Science, SQL, Azure Analysis Service, Analytics Development, NLP

Job Title: RSKRisk Methodology Group Job Code: 9842 Country: IN City: Mumbai Skill Category: Risk Description: Nomura Overview: Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com . Nomura Services, India supports the group s global businesses. With worldclass capabilities in trading support, research, information technology, financial control, operations, risk management and legal support, the firm plays a key role in facilitating the group s global operations. At Nomura, creating an inclusive workplace is a priority. Our approach to inclusion encompasses a variety of initiatives, including sensitization campaigns, implementing conducive policies & programs, providing infrastructure support and engaging in community events. Over time, we have made meaningful progress in these areas, and this commitment has been wellrecognized across the industry. We are proud recipients of the prestigious Top 10 Employers award by the India Workplace Equality Index (IWEI), IWEI Gold Employer of Choice awards, India CSR Leadership Award 2024 for Holistic Village Development Program and the YUVA Unstoppable Changemaker Awards. Division Overview: The Risk Management Division encompasses the firms comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firms riskreturn profile which ensures the efficient deployment of the firms capital. It is one of the firms core competencies and is independent of the trading areas and operational areas. Business Unit Overview: Credit Risk Analytics (CRA) develops the quantitative methodologies used to measure counterparty credit risk; provides analyses and consultation on credit risk quantification, participates in global efforts on modelling credit risk exposure. This team is responsible for enhancement and methodological support of PRISM, the global counterparty credit exposure measurement system, to accommodate new business needs and maintain compliance with major regulatory standards, including SEC/NFA, PRA and JFSA. To support business/risk managers for live complex structured derivatives transactions. To work on various regulatory requirements including Back testing, Stress Testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models Position Specifications: Corporate Title Associate Functional Title Associate/Senior Associate Experience 4 6 years Qualification Masters in Quantitative discipline (B.E / B. Tech+, M. Tech, MSc (Maths / Stats), Econometrics) Role & Responsibilities: This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasks for 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. Mind Set: Domain Sufficient exposure to quantification of counterparty risk and regulatory landscape. Basic understanding of stochastic calculus, Derivative pricing, Monte Carlo Simulation. Proficiency in ExcelVBA/Python Strong verbal and written communication skills Organisational skills, multitasking and detail oriented Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales The firm is an equal opportunity employer, and we are committed to providing equal opportunities throughout employment including in the recruitment, training and development of employees. The firm and its affiliates prohibit discrimination in the workplace whether on grounds of gender, marital or domestic partnership status, pregnancy, carer s responsibilities, sexual orientation, gender identity, gender expression, race, color, national or ethnic origins, religious belief, disability or age.

We are looking to hire a quantitative modeler (Associate) to join our Portfolio Risk Modeling team. This team builds and maintains risk models and analytics, including linear factor models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, and portfolio stress testing & scenario analytics. These models span a wide variety of asset classes including fixed income, equity, and private markets. The models utilize sophisticated econometric/statistical methods, and are used by traders, portfolio managers and risk managers at BlackRock and Aladdin clients for risk management, portfolio construction, regulatory reporting, compliance and performance attribution. This individual would have a strong background in quantitative research, have demonstrable project management skills as well as proven experience to work in a team environment as well as collaborating with senior modelers from other groups/regions. This person is expected to join as an individual contributor and deliver on all aspects of model governance for our portfolio risk model suite and provide model governance representation to internal stakeholders and Aladdin clients. Key Responsibilities: Contribute to governance for Aladdin portfolio risk models including (but not limited to) equities, fixed income, commodities, derivatives, etc. Building and maintaining model governance controls, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations Communicate (verbally and in writing) with internal stakeholders and external clients on model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations Back testing, documenting, and guiding new models and methodologies through validation Partner with engineering teams to integrate portfolio risk models into state-of-art production systems Qualification 1-3 years of experience in quantitative field / statistical modeling. Experience with portfolio risk analytics and/or model governance is strongly preferred Advanced degree in a quantitative discipline - master s degree in finance / economics / statistics / financial engineering / math finance, etc. Knowledge of investments, portfolio management, econometrics, and empirical asset pricing A strong background in quantitative research Hands-on experience with statistical software (e.g., Python, R) and strong background in programming. Proficiency with Python is strongly preferred Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus Ability to work effectively with a team of highly motivated individuals Time and project management skills Proven track record of guiding junior talent Positive attitude and ability to work both independently and as a part of a global team in a fast-paced environment Excellent communication and presentation skills

We are currently seeking an experienced professional to join our team in the role of Senior Analyst - Decision Science Principal responsibilities Undertake model validation and testing activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model. Provide written reports detailing the results of validations highlighting issues identified during the validation. Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues. Communicate technical model related information and results to Model Owners and Model Users through the course of a validation. Contribute to management, regulatory, and external confidence in all models used across the group. Deliver, high quality, timely validation reports that add value to the business. Requirements Experience on Retail Credit Risk model development/validation specifically comprising stress testing models (example: CCAR, PRA etc.) and reserving models such as CECL and IFRS9. Preferably familiar with different Retail PD/LGD/EAD model development methodology and its validation for different retail portfolios such as Credit Cards, Mortgage, PIL, etc. Strong statistical knowledge with hands on working experience in various modelling techniques such as linear regression, logistic regression, time series modelling, survival models etc. Sound understanding of different Retail portfolios such as Credit Cards, Mortgage, PIL, etc. Familiarity with OCC/FRB, EBA, ECB, UAE Guidelines and PRA regulations and k nowledge of Risk models, performance metrics and risks and associated issues. Some knowledge of internal procedures and local regulations and those of other country regulators would be an advantage. Minimum 1-5 years of experience of model validation/development experience in Risk Management in Retail domain Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA. Experience of developing and reviewing models throughout the customer lifecycle and conducting independent model reviews is beneficial. Good written and verbal communication skills. Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard. Master s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering. Support the management of model risk across a large complex banking group and m anage model risk whilst significant transformational activity is being implemented, both regionally and globally.

We are currently seeking an experienced professional to join our team in the role of Senior Analyst - Decision Sciences Principal responsibilities Undertake model validation activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model. Provide written reports detailing the results of validations highlighting issues identified during the validation. Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues. Communicate technical model related information and results to Model Owners and Model Users through the course of a validation. Contribute to management, regulatory, and external confidence in all models used across the group. Deliver, high quality, timely validation reports that add value to the business. Requirements Candidate should have worked in development or model validation pertaining to Asset Liability Management models (Liquidity and IRRBB) including but not limited to Net Interest Income (NII) modelling, Economic Value of Equity (EVE) modelling, Prepayment modelling, NMD modelling, Cash flow forecasting of various asset classes, LCR/NSFR computation etc. Understanding of IRRBB - Gap/Optionality/Credit spread/Basis risk. Reviewed Pricing Models- Derivatives/ Product Control and hedging models, Variation/Initial Margin modelling, Structural liability forecasting, multi-curve construction, SOFR/OIS discounting and Value-at-Risk measurements. Should have the foundational understanding of pipeline, early redemption risk, prepayment, and extension risk. Hands-on experience with vendor systems such as QRM, PolyPaths, Murex, Bloomberg etc. Understanding of various stress testing models such as CCAR/PRA and various other mandatory regulatory expectations such as SR 11-7, SS 1/23. Must have background in financial mathematics knowledge such as stochastic calculus, numerical methods, probability theory, regression, econometrics. Foundational understanding of Machine learning techniques is desirable Minimum 1-5 years of experience of model validation/development experience in Risk Management in Treasury- Liquidity space. Experience with some statistical modelling software / programming languages e.g. Python, R, Matlab, C++, VBA. Experience of conducting independent model reviews. Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner. Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard. Master s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering. Professional certifications such as CQF, CFA, FRM will be considered a plus.

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. Advisory Services Financial Services Office – Financial Services Risk Management (FSRM) – Credit Risk – 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 Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations. Key Responsibilities Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products 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 Required to review, analyse and concur with tasks completed by junior staff Flexibility to work across projects involving model audits, validation and development activities Qualifications, Certifications And Education Must-have: Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 6 – 9 years of related work experience Complete, end-to-end understanding of credit risk model development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics techniques is desirable. Should have hands on experience in data preparation, manipulation and consolidation. Strong background in regulatory requirements such as IFRS 9, CCAR, CECL within model development/validation/audit domain Expertise in Stress Testing/DFAST PD/LGD/EAD models Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document. Should be able to take initiative and work independently with minimal supervision, if required Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression. Strong technical skills, highly proficient in Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel Good-to-have: Certifications such as FRM, CFA, PRM, SCR Proficiency in Java/C++ Experience in Data/Business Intelligence (BI) Reporting Good to have knowledge in Machine Learning models and its applications. Willingness to travel to meet client needs Previous project management experience 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. Advisory Services Financial Services Office – Financial Services Risk Management (FSRM) – Credit Risk – 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 Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations. Key Responsibilities Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products 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 Required to review, analyse and concur with tasks completed by junior staff Flexibility to work across projects involving model audits, validation and development activities Qualifications, Certifications And Education Must-have: Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 6 – 9 years of related work experience Complete, end-to-end understanding of credit risk model development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics techniques is desirable. Should have hands on experience in data preparation, manipulation and consolidation. Strong background in regulatory requirements such as IFRS 9, CCAR, CECL within model development/validation/audit domain Expertise in Stress Testing/DFAST PD/LGD/EAD models Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document. Should be able to take initiative and work independently with minimal supervision, if required Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression. Strong technical skills, highly proficient in Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel Good-to-have: Certifications such as FRM, CFA, PRM, SCR Proficiency in Java/C++ Experience in Data/Business Intelligence (BI) Reporting Good to have knowledge in Machine Learning models and its applications. Willingness to travel to meet client needs Previous project management experience 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. Advisory Services Financial Services Office – Financial Services Risk Management (FSRM) – Credit Risk – 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 Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations. Key Responsibilities Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products 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 Required to review, analyse and concur with tasks completed by junior staff Flexibility to work across projects involving model audits, validation and development activities Qualifications, Certifications And Education Must-have: Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 6 – 9 years of related work experience Complete, end-to-end understanding of credit risk model development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics techniques is desirable. Should have hands on experience in data preparation, manipulation and consolidation. Strong background in regulatory requirements such as IFRS 9, CCAR, CECL within model development/validation/audit domain Expertise in Stress Testing/DFAST PD/LGD/EAD models Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document. Should be able to take initiative and work independently with minimal supervision, if required Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression. Strong technical skills, highly proficient in Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel Good-to-have: Certifications such as FRM, CFA, PRM, SCR Proficiency in Java/C++ Experience in Data/Business Intelligence (BI) Reporting Good to have knowledge in Machine Learning models and its applications. Willingness to travel to meet client needs Previous project management experience 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. Advisory Services Financial Services Office – Financial Services Risk Management (FSRM) – Credit Risk – 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 Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations. Key Responsibilities Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products 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 Required to review, analyse and concur with tasks completed by junior staff Flexibility to work across projects involving model audits, validation and development activities Qualifications, Certifications And Education Must-have: Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 6 – 9 years of related work experience Complete, end-to-end understanding of credit risk model development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics techniques is desirable. Should have hands on experience in data preparation, manipulation and consolidation. Strong background in regulatory requirements such as IFRS 9, CCAR, CECL within model development/validation/audit domain Expertise in Stress Testing/DFAST PD/LGD/EAD models Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document. Should be able to take initiative and work independently with minimal supervision, if required Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression. Strong technical skills, highly proficient in Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel Good-to-have: Certifications such as FRM, CFA, PRM, SCR Proficiency in Java/C++ Experience in Data/Business Intelligence (BI) Reporting Good to have knowledge in Machine Learning models and its applications. Willingness to travel to meet client needs Previous project management experience 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. Advisory Services Financial Services Office – Financial Services Risk Management (FSRM) – Credit Risk – 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 Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations. Key Responsibilities Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products 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 Required to review, analyse and concur with tasks completed by junior staff Flexibility to work across projects involving model audits, validation and development activities Qualifications, Certifications And Education Must-have: Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 6 – 9 years of related work experience Complete, end-to-end understanding of credit risk model development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics techniques is desirable. Should have hands on experience in data preparation, manipulation and consolidation. Strong background in regulatory requirements such as IFRS 9, CCAR, CECL within model development/validation/audit domain Expertise in Stress Testing/DFAST PD/LGD/EAD models Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document. Should be able to take initiative and work independently with minimal supervision, if required Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression. Strong technical skills, highly proficient in Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel Good-to-have: Certifications such as FRM, CFA, PRM, SCR Proficiency in Java/C++ Experience in Data/Business Intelligence (BI) Reporting Good to have knowledge in Machine Learning models and its applications. Willingness to travel to meet client needs Previous project management experience 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

Job Description Join a dynamic and diverse global team dedicated to developing innovative solutions that uncover the complete consumer journey for our clients. We are seeking a highly skilled Statistician with expertise in statistics, mathematics, econometrics, and experience with consumer panel data to revolutionize the way we measure consumer behavior both online and in-store. You will work on all methodologies sitting on our Panel On Demand (POD) platform which includes aggregation methods and analytical models. About The Role Collaborative Environment: Work with an international team in a flexible and supportive setting. Methodology Enhancement: Evaluate and improve current methodologies within the POD platform Research and Analysis: Present and communicate findings and recommendations based on rigorous research and analysis. Innovative Solutions: Develop prototypes of new solutions and methodologies to address market challenges. Deployment Support: Assist the technical deployment of proposed enhancements and new solutions. Documentation: Document findings, methodologies, and best practices comprehensively. About You Ideally you possess a good understanding of consumer behavior, panel-based projections, and consumer metrics and analytics. You have successfully applied your statistical and data analytical skills to real-world scenarios, demonstrating your ability to handle complex data sets and generate actionable insights. Qualifications Qualifications Educational Background: Master’s Degree in Mathematics, Statistics, Socio-economics, Data Science, or a related field with a minimum of 3 years of relevant experience. Statistical Expertise: Strong statistical and logical skills, with experience in data cleaning, statistical modeling, sampling, and data aggregation techniques. Consumer Insights: Knowledge of consumer behavior and (un)managed consumer-related crowdsourced panels. Data Analysis Skills: Proficiency in manipulating, analyzing, and interpreting large data sets. Programming Proficiency: Experience with Python or another high-level programming language, with a willingness to learn Python. Database Handling: Skilled in SQL and working with queries and large-scale databases. Continuous Learning: Eagerness to adopt and develop evolving technologies and tools. Communication and Collaboration: Strong communication, writing, and collaboration skills. 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

Full-time Job Description Join a dynamic and diverse global team dedicated to developing innovative solutions that uncover the complete consumer journey for our clients. We are seeking an experienced leader with strong expertise in statistics, mathematics, econometrics, or a related field. You are a great fit if you have profound experience with consumer (panel) data and the methodologies related to it. About The Role Collaborative Environment: Work in an international team in a flexible and supportive setting. Leave a footprint: We create a new Consumer methods team in India, and you will be there right from the start, leading it. Methodology Enhancement: Evaluate and improve current methodologies, such as advanced validation routines, consumer models and projection techniques Research and Analysis: Develop new solutions for our Consumer product. Present and communicate findings and recommendations based on rigorous research and analysis to peers and senior stakeholders. Coordination: Coordinate efforts across multiple teams and stakeholders. About You You should possess a good understanding of consumer behavior, panel-based projections, and consumer metrics and analytics. You have successfully applied your statistical and data analytical skills to real-world scenarios, demonstrating your ability to handle complex data sets and generate actionable insights. Experience with (un)managed crowdsourced panels and receipt capture methodologies is an advantage. You should have experience in hiring and leading a team of experts. Educational Background and experience: Master’s Degree or phd in Mathematics, Statistics, Socio-economics, Data Science, or a related field with a minimum of 5 years of relevant experience with at least 2 years experience of managing a team. Statistical Expertise: Strong statistical and logical skills, with experience in outlier validation, sampling, bias reduction, indirect estimation, or data aggregation techniques. Data Analysis Skills: Proficiency in manipulating, analyzing, and interpreting large data sets. Programming Proficiency: Strong experience with Python or another high-level programming language, with a willingness to learn Python. Continuous Learning: Eagerness to adopt and develop evolving technologies and tools. Curiosity to follow the newest research in the relevant fields and transfer to our products and business processes; potentially collaborate with academia. Passion for developing people and a strong performing team. Communication and Collaboration: Strong communication, writing, and collaboration skills (English). Embark on this exciting journey to transform our panel measurement business and make a significant impact in the world of consumer analytics. Apply now to be a part of our innovative team! 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 I'm interested I'm interested Privacy Policy Show more Show less

Micoworks is a company with a clear mission: to Empower every brand for the better future . This ambitious goal sets the stage for their vision and core values. Who we are By 2030, Micoworks aims to be the Asia No.1 Brand Empowerment Company . This mid-term goal outlines their dedication to becoming the leading force in empowering brands across Asia. To achieve their mission and vision, Micoworks identifies four key values that guide their work: WOW THE CUSTOMER SMART SPEED OPEN MIND ALL FOR ONE Micoworks' mission, vision, and values paint a picture of a company dedicated to empowering brands, working with agility and open-mindedness, and prioritising customer success. Job Summary The Senior Data Scientist will work on data-driven initiatives to solve complex business challenges, leveraging advanced analytics, machine learning, and statistical modeling. This role requires expertise in translating data insights into actionable strategies and collaborating with cross-functional teams. Ideal candidates will have a strong background in analytics, or tech-driven industries.Key Responsibilities Develop and deploy predictive models (e.g., customer lifetime value, media mix modeling, time-series forecasting) using Python/R, TensorFlow, or PyTorch. Clean, preprocess, and validate large datasets (structured/unstructured) from multiple sources. Partner with stakeholders (e.g., marketing, finance) to design data-driven solutions (e.g., A/B testing) Ensure adherence to data privacy and ethical AI practices Research and implement cutting-edge techniques (e.g., NLP, deep learning) to enhance business strategies. Required Qualifications Education: Master’s/PhD in Statistics, Computer Science, Econometrics, or related quantitative fields. Experience: 5+ years in data science, with expertise in: Programming: Python/R, SQL, Spark, and libraries (Pandas, Scikit-learn). Statistical methods: Decision trees, regression, DL and experimental design. Cloud platforms: Azure, Databricks, or AWS 5. Soft Skills: Strong storytelling, stakeholder management, and problem-solving. Show more Show less

Designation: Statistical Economics Faculty The faculty will be responsible for teaching students preparing for various entrance exams/ competitive economics exams, preparing study material, making question papers, and any other work of similar nature assigned by the company. The subject knowledge in Econometrics , Statistical Economics, Quantitative economics, etc., and various competitive examinations. Key Responsibilities: 1. Instruction Delivery: Deliver engaging and interactive lectures, presentations, and discussions on various topics in economics, such as microeconomics, macroeconomics, econometrics, and economic theory. Utilize effective teaching methodologies and strategies to enhance student learning and comprehension. 2. Academic Support: Assist students in understanding complex economic theories, principles, and applications through individualized guidance and mentoring. Address student queries, provide clarification, and offer additional resources to support their learning needs. Essential Requirement: 1. Must have appeared/qualified in UGC NET in economics or have given any MA entrance exam and cleared it. 2. Proficiency in instructional design and delivery methods(content delivery). 3. Faculty who have appeared for the IES(Indian Economics Services) Exam will given preference. Type: Work from Home Work type: Full time / Part time / Per hour Show more Show less

The MSCI Fixed Income Index Management Research Team is part of the MSCI Research & Development Group and is responsible for managing and enhancing all MSCI Fixed Income Index methodologies. This global team operates across multiple locations, including New York, Toronto, Mumbai, and Monterrey. The key responsibilities of the team include Creating, managing, and enhancing MSCI’s Global Fixed Income Index suite. Collaborating on the research and development of new index products while working with teams across Research, IT, Data, Product, and Coverage. Conducting index rebalancing and responding to client queries related to index methodologies. Handling key client interactions such as conducting index consultations and engaging in the creation and launch of new custom index products. Participating in projects related to Index Management Research, including proposing enhancements to existing index methodologies, processes, and applications. In this role, you will Take ownership of index methodology management and enhancement initiatives. Conduct index rebalancing activities and address client inquiries related to index methodologies. Solve or escalate complex cases to Senior Management when needed. Lead and guide other team members when necessary, demonstrating strong performance and leadership skills. Collaborate with internal stakeholders across Research, Data, IT, Sales and Product teams to support new index product development and launch. To be successful in this role, you should possess the following qualifications and skills Educational Background & Experience Bachelor’s degree in finance, econometrics, or a science/engineering field. CFA, FRM, MBA, or M.Sc. (with a finance major) is preferred. Minimum of 3 years of relevant work experience (e.g., fixed income research, investment management, portfolio management). Technical & Analytical Skills Strong understanding of fixed income analysis and investment processes. Familiarity with institutional investment practices and buy-side portfolio management concepts. Advanced proficiency in Microsoft Excel, SQL and Python. Familiarity with investment research and data vendors (e.g., Bloomberg, Factset, Refinitiv, ICE). Communication & Interpersonal Skills Fluency in English (reading, writing, and interpreting). Excellent interpersonal, communication, and presentation skills. What We Offer You Transparent compensation schemes and comprehensive employee benefits, tailored to your location, ensuring your financial security, health, and overall wellbeing. Flexible working arrangements, advanced technology, and collaborative workspaces. A culture of high performance and innovation where we experiment with new ideas and take responsibility for achieving results. A global network of talented colleagues, who inspire, support, and share their expertise to innovate and deliver for our clients. Global Orientation program to kickstart your journey, followed by access to our Learning@MSCI platform, LinkedIn Learning Pro and tailored learning opportunities for ongoing skills development. Multi-directional career paths that offer professional growth and development through new challenges, internal mobility and expanded roles. We actively nurture an environment that builds a sense of inclusion belonging and connection, including eight Employee Resource Groups. All Abilities, Asian Support Network, Black Leadership Network, Climate Action Network, Hola! MSCI, Pride & Allies, Women in Tech, and Women’s Leadership Forum. At MSCI we are passionate about what we do, and we are inspired by our purpose - to power better investment decisions. You’ll be part of an industry-leading network of creative, curious, and entrepreneurial pioneers. This is a space where you can challenge yourself, set new standards and perform beyond expectations for yourself, our clients, and our industry. MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data, and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process. MSCI Inc. is an equal opportunity employer. It is the policy of the firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender, gender identity, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy (including unlawful discrimination on the basis of a legally protected parental leave), veteran status, or any other characteristic protected by law. MSCI is also committed to working with and providing reasonable accommodations to individuals with disabilities. If you are an individual with a disability and would like to request a reasonable accommodation for any part of the application process, please email Disability.Assistance@msci.com and indicate the specifics of the assistance needed. Please note, this e-mail is intended only for individuals who are requesting a reasonable workplace accommodation; it is not intended for other inquiries. To all recruitment agencies MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location, or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes. Note on recruitment scams We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on careers.msci.com Show more Show less

About This Role About this role 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’s mission is to create a better financial future for our clients. We have a responsibility to be the voice of the investor, and we represent each client fairly and equally. Constant communication with a diverse team of partners strengthens us and delivers better results for our clients. Continuous innovation helps us bring the best of BlackRock to our clients. 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. About Aladdin Financial Engineering (AFE) Join a diverse and collaborative team of over 400 modelers and technologists in Aladdin Financial Engineering (AFE) within BlackRock Solutions, the business responsible for the research and development of Aladdin’s financial models. This group is also accountable for analytics production, enhancing the infrastructure platform, and delivering analytics content to portfolio and risk management professionals (both within BlackRock and across the Aladdin client community). The models developed and supported by AFE span a wide array of financial products covering equities, fixed income, commodities, derivatives, and private markets. AFE provides investment insights that range from an analysis of cash flows on a single bond, to the overall financial risk associated with an entire portfolio, balance sheet, or enterprise. Role Overview We are looking to hire a quantitative modeler (Associate) to join our Portfolio Risk Modeling team. This team builds and maintains risk models and analytics, including linear factor models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, and portfolio stress testing & scenario analytics. These models span a wide variety of asset classes including fixed income, equity, and private markets. The models utilize sophisticated econometric/statistical methods, and are used by traders, portfolio managers and risk managers at BlackRock and Aladdin clients for risk management, portfolio construction, regulatory reporting, compliance and performance attribution. This individual would have a strong background in quantitative research, have demonstrable project management skills as well as proven experience to work in a team environment as well as collaborating with senior modelers from other groups/regions. This person is expected to join as an individual contributor and deliver on all aspects of model governance for our portfolio risk model suite and provide model governance representation to internal stakeholders and Aladdin clients. Key Responsibilities Contribute to governance for Aladdin portfolio risk models including (but not limited to) equities, fixed income, commodities, derivatives, etc. Building and maintaining model governance controls, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations Communicate (verbally and in writing) with internal stakeholders and external clients on model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations Back testing, documenting, and guiding new models and methodologies through validation Partner with engineering teams to integrate portfolio risk models into state-of-art production systems Qualification 1-3 years of experience in quantitative field / statistical modeling. Experience with portfolio risk analytics and/or model governance is strongly preferred Advanced degree in a quantitative discipline – master’s degree in finance / economics / statistics / financial engineering / math finance, etc. Knowledge of investments, portfolio management, econometrics, and empirical asset pricing A strong background in quantitative research Hands-on experience with statistical software (e.g., Python, R) and strong background in programming. Proficiency with Python is strongly preferred Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus Ability to work effectively with a team of highly motivated individuals Time and project management skills Proven track record of guiding junior talent Positive attitude and ability to work both independently and as a part of a global team in a fast-paced environment Excellent communication and presentation skills #EarlyCareers 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

Job Description for MMM Role: Management Level : Ind&Func AI Decision Science Consultant Location : Gurgaon, Bangalore Must-Have Skills: Market Mix Modeling (MMM) Techniques, Optimization Algorithms for budget allocation and promotional channel optimization, Statistical and Probabilistic Methods: SVM, Decision Trees, Programming Languages & Tools: Python, NumPy, Pandas, Sklearn, AI/ML Models Development and Data Pipeline Management, Data Management within Snowflake (data layers, migration), Cloud Platforms experience (Azure, AWS, GCP) Good-to-Have Skills: Experience with Nonlinear Optimization Techniques, Experience in Data Migration (cloud to Snowflake), Proficiency in SQL and cloud-based technologies, Understanding of Econometrics/Statistical Modeling (Regression, Time Series, Multivariate Analysis). Job Summary We are seeking a skilled Ind & Func AI Decision Science Consultant to join the Accenture Strategy & Consulting team in the Global Network – Data & AI practice . This role is focused on Market Mix Modeling (MMM) , where you will be responsible for developing AI/ML models, optimizing promotional channels, managing data pipelines, and working on scaling marketing mix models across cloud platforms. You will work with leading financial clients, leveraging cutting-edge technology to drive business impact and innovation. Roles & Responsibilities Engagement Execution Lead MMM engagements that involve optimizing promotional strategies, budget allocation, and marketing analytics solutions. Apply advanced statistical techniques and machine learning models to improve marketing effectiveness. Collaborate with clients to develop tailored market mix models, delivering data-driven insights to optimize their marketing budgets and strategies. Develop Proof of Concepts (PoC) for clients, including scoping, staffing, and execution phases. Practice Enablement Mentor and guide analysts, consultants, and managers to build their expertise in Market Mix Modeling and analytics. Contribute to the growth of the Analytics practice through knowledge sharing, staffing initiatives, and development of new methodologies. Promote thought leadership in Marketing Analytics by publishing research and presenting at industry events. Opportunity Development Identify business development opportunities in marketing analytics and develop compelling business cases for potential clients. Work closely with deal teams to provide subject matter expertise in MMM, ensuring the development of high-quality client proposals and responses to RFPs. Client Relationship Development Build and maintain strong, trusted relationships with internal and external clients. Serve as a consultant to clients, offering strategic insights to optimize marketing spend and performance. Professional & Technical Skills 3+ years of experience in Market Mix Modeling (MMM) and associated optimization techniques. Strong knowledge of nonlinear optimization, AI/ML models, and advanced statistical techniques for marketing. Proficiency in programming languages such as Python, NumPy, Pandas, Sklearn, Seaborne, Pycaret, and Matplotlib. Experience with cloud platforms such as AWS, Azure, or GCP and data migration to Snowflake. Familiarity with econometrics/statistical modeling techniques (Regression, Hypothesis Testing, Time Series, Multivariate Analysis). Hands-on experience in managing data pipelines and deploying scalable machine learning architectures. Additional Information: Master’s degree in Statistics, Econometrics, Economics, or related fields from reputed universities. Ph.D. or M.Tech is a plus. Excellent communication and interpersonal skills to effectively collaborate with global teams and clients. Willingness to travel up to 40% of the time. Work on impactful projects to help clients optimize their marketing strategies through advanced data-driven insights. About Our Company | Accenture Experience: 3+ years of experience in Market Mix Modeling (MMM) and optimization techniques 2+ years for Analysts & 4+ years for Consultants of experience in consulting/analytics within reputed organizations Educational Qualification: Master’s degree in Statistics, Econometrics, Economics, or related fields from reputed institutions Ph.D. or M.Tech in relevant fields is an advantage Show more Show less

hackajob is collaborating with American Express to connect them with exceptional tech professionals for this role. Identify, assess, and quantify market risk exposures across interest rates, foreign exchange (FX), and debt investment portfolios on banking book, ensuring alignment with the organization’s risk appetite and established risk limits. Conduct independent risk assessments and provide effective challenges on key Treasury risk processes including methodologies, models, key assumptions, reporting, governance, and controls, providing oversight across interest rate risk (IRR) management, FX hedging, and investment risk. Define, calibrate, and monitor non-trading market risk limits, escalation thresholds, and key risk indicators to ensure exposures remain within approved risk tolerances. Develop and implement robust asset liability management (ALM) policies, procedures, governance and controls in compliance with regulatory requirements and industry best practices. Perform independent reviews of end-to-end Treasury risk management practices, ensuring appropriate governance and controls, and clear definition on roles and responsibilities between 1LOD and 2LOD are in place. Lead the management of the interest rate risk, FX risk, investment risk pillars within the risk appetite framework, overseeing senior management communications, committee presentations, and Board reporting. Collaborate with internal stakeholders, including Risk, Treasury, Finance, Compliance and internal audit teams, to ensure a holistic approach to market risk oversight. Minimum Qualifications Bachelor’s degree in Finance, Statistics, Actuarial Science, Mathematics, Econometrics, Operations Research, or a related field. 4-8 years of experience in risk management, Treasury, or financial markets; preferably experience with asset liability management, specifically interest rate risk in the banking book (IRRBB), FX risk management, and investment risk oversight Strong understanding of interest rate and FX risk management principles, methodologies, regulatory frameworks and key interest rate risk metrics e.g., Earning at Risk and Economic Value of Equity. Strong verbal and written communication skills. Advanced proficiency in Excel and PowerPoint; experience with risk analytics tools and financial modeling is a plus. Show more Show less

Position Overview Job Title: CRO Wealth Management: Pre-Deal Analyst Corporate Title: Associate Location: Mumbai, India Role Description About Chief Risk Office (CRO) The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank wide strong risk culture. About the Wealth Management (WM) business in the Private Bank Deutsche Bank's Wealth Management business is one of the largest wealth managers worldwide. As a trusted partner of wealthy individuals and entrepreneurs, family offices and foundations, we create lasting value for clients. We specialize in developing bespoke solutions for our clients around the world, for instance wealth planning across successive generations and international borders, asset management with individual risk management, loans and deposits. All this is possible thanks to our global network, our many years of experience and our close collaboration with the Corporate Bank, Investment Bank and DWS. The Lombard Lending and Derivatives Risk Management Pre-Deal team is responsible for the analysis, monitoring and management of credit risk from Lombard Lending trades and IPB derivative trades across all asset classes. What We’ll Offer You As part of our flexible scheme, here are just some of the benefits that you’ll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your Key Responsibilities You perform Pre-deal trade level Advance Ratio calculation for Lombard Lending collateral as well as Credit Exposure and Initial Margin calculation for derivatives - fixed income, foreign exchange, commodities, credit, Emerging Markets and asset-backed securities. The Pre-Deal assessment uses quantitative and qualitative risk management techniques such as VAR, Potential Future Exposure, back-testing, scenario and stress testing and identification of other non-trivial risks (liquidity, wrong-way, dislocation, concentration risk, gap risk). You review Advance Ratio calculation rules and coordinate the implementation of new rules. You update the WM methodology handbook, business requirement documentations, KOPs and calculation workbooks. You closely interact with Lending Business, IPB & WM credit analysts and the IPB Agile team to discuss new trades, inherent risk and defend risk calculation approach, identify market trends, perform and communicate portfolio impact and concentration risk analysis, and identify and monitor deteriorating collateral. Your Skills And Experience University degree in Finance, Mathematics, Engineering, Physics, Economics, Econometrics, Statistics and if the degree is in Humanities subjects, then strong programming skills would be essential. Knowledge of financial markets, traded products, risk concepts and strong derivative product knowledge across multiple asset classes. Strong mathematical and statistical background, attention to details and strong analytical skills. Experienced in methodology development for financial products and excellent communication skills with ability to articulate technical and financial topics with Global stakeholders. 2-6 years working experience in Model Risk, Lombard Lending, Derivatives Business or Risk Management. Working experience in Excel and using large data sets in a statistical software package as Python for analysis and risk management. Able to multi-task and deliver under tight deadlines. How We’ll Support You Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About Us And Our Teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment. Show more Show less

The Commercial Portfolio Products Development team (CPPD), within Global Commercial Services, is focused on designing and delivering a seamless digital experience that drives customer engagement as we'll as business growth. The Digital Capabilities team within CPPD team designs and delivers digital tools for middle market, large and global scale companies to effectively lead their Corporate Card programs. We are looking for a seasoned Product professional to join our growing team and drive development of key Commercial products. The ideal candidate will be enthusiastic about creating digital technologies to enable seamless and intuitive corporate product experiences. The individual in this role will drive the product adoption and strategic plans to launch digital features as part of the Corporate Program Product Development (CPPD) team. The candidate will exhibit strong communication and organizational skills and have a proven record of delivering value while leading multiple priorities and tight timelines. Purpose of the Role: Develop, design & deploy insights products for commercial clients providing insights and actionable recommendations to optimize their travel and expense programs. Drive efficiency and scale via automated utilities & solutions that can drive scale and enable deeper penetration of insights products to meet customer needs. Individual is preferred to bring and build T&E domain expertise, industry and business trends that s helpful in consultative discussion with key client personas. Key Responsibilities Related experience in Product Development or Product Management Conduct prototyping of insights products and services based on client needs using tools like HIVE, Python, SQL, Tableau Leverage advanced analytics to drive innovative solutions Proven history of delivering adoption of digital product Partner with technology to put offline products to scalable digital roadmap, manage end to end delivery plan and associated risk. Plan and drive the PI delivery schedule Solid understanding of user-centric design principles and agile methodologies Excellent communication, collaboration, and critical thinking skills Experience collaborating with corporate clients and Enterprise software solutions High diligence with an eye for accuracy and controls Strong results-orientation, resourcefulness, and flexibility to overcome significant obstacles to achieve goals in a demanding environment Minimum Qualifications: 3-5 years of relevant work experience Prior experience in financial sector preferred and having product mindset. Expertise in programming tools Python / Hive / SQL / VBA / Tableau Knowledge and application of statistical methods Expertise in end-to-end automation of solutions Strong Client and stakeholder management; Communication skills; Presentation skills Bachelors degree in Engineering, Computer Science, Statistics, Econometrics, Mathematics, Operations Research Expertise in programming tools Python / Hive / SAS / SQL / VBA / Tableau Experience in digital product development / exposure to implementation of Agile/Scrum methodologies. Preferred Qualifications : Experience in designing scalable solutions and lead implementation of complex data product Strong program management, analytical & problem-solving skills Ability to think abstractly and deal with ambiguous/under-defined problems Experience in payments, financial sector (any other relevant) industry preferred Experience with analytics for commercial clients / travel & expense programs / fintech preferred Functional Skills / Technical Skills Experience in product development Good Presentation skills Solution Designing Analytics, Insights & Targeting Python, HIVE, SAS, SQL, Advanced Excel Basic statistical technique and algorithms We back you with benefits that support your holistic we'll-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as we'll as providing the flexibility you need to thrive personally and professionally: Competitive base salaries Bonus incentives Support for financial-we'll-being and retirement Comprehensive medical, dental, vision, life insurance, and disability benefits (depending on location) Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need Generous paid parental leave policies (depending on your location) Free access to global on-site we'llness centers staffed with nurses and doctors (depending on location) Free and confidential counseling support through our Healthy Minds program Career development and training opportunities

The Global Risk & Compliance Organization ( GRC ) independently oversees the company s risk-taking and risk management activities, including the comprehensive identification, management, and mitigation of risks within the Company s risk appetite. GRC ensures the company operates in a safe, sound and fully compliant manner within all applicable regulatory expectations. We create and maintain the overall risk management framework while ensuring legal and regulatory compliance. We are passionate about our commitment to drive the company s goals of growth and progress by creating a culture of awareness and proactivity around regulatory matters, and by partnering closely with business units across the enterprise to ensure we'deliver maximum value to our shareholders and our customers efficiently and effectively. We are seeking a highly experienced Director, Capital Management Oversight, to join our Enterprise Risk Management and Risk Oversight (ERM&RO) function within GRC. You will serve as a subject matter expert, providing guidance and independent oversight to American Express s capital management processes, including CCAR, ICAAP, and Capital Contingency Planning. The Director will aggregate, integrate, and assess all risks to the company s capital position, to provide significant strategic recommendations to the Head of Enterprise Risk Management, Treasurer, and the different risk committees across the enterprise. Our culture in Global Risk & Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. Key Responsibilities: Assess capital goals, estimation methodologies / measurements and underlying controls Define the respective capital risk appetite and ensure that Treasury is operating within it Advocate American Express s risk culture throughout the Capital Planning process; educate teammates on sound risk management practices. Lead, drive and embed best practice and pragmatic risk management Conduct independent reviews of all capital management processes, and communicate conclusions and required remediations to Treasury senior leadership Contribute to material risk identification, stress scenario narrative development, macroeconomic variable shocks, and idiosyncratic event selection for CCAR and ICAAP Independently review stress testing assumptions and forecasts for balance sheet, revenue, and loss components Conduct regulatory mapping (ie, SR 15-19) against the current Capital Planning environment to ensure Treasury and other forecast owners are meeting enhanced supervisory expectations Engage with regulators, auditors, and other external stakeholders on capital management risk-related matters, ensuring compliance with regulatory requirements and addressing any inquiries or examinations Establish a coherent and comprehensive set of risk limits that are consistent with the stated Risk Appetite through quantitative expressions of risk tolerance and capital adequacy Minimum Qualifications: 6-8 years of risk management experience in financial services including extensive experience in CCAR, capital planning, and risk appetite frameworks Advanced degree in Business, Finance, Statistics, Econometrics, or a related field is required Excellent communication and stakeholder management skills, with the ability to influence and collaborate with senior executives and cross-functional teams Ability to think strategically, manage complex projects, and deliver results in a fast-paced, dynamic environment Strong understanding of financial services regulations and risk management best practices Strong leadership skills with a demonstrated ability to effectively hire, coach, train, and develop a team and to promote collaboration across geographies CFA or FRM designation preferred We back you with benefits that support your holistic we'll-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as we'll as providing the flexibility you need to thrive personally and professionally: Competitive base salaries Bonus incentives Support for financial-we'll-being and retirement Comprehensive medical, dental, vision, life insurance, and disability benefits (depending on location) Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need Generous paid parental leave policies (depending on your location) Free access to global on-site we'llness centers staffed with nurses and doctors (depending on location) Free and confidential counseling support through our Healthy Minds program Career development and training opportunities

As a Manager in our Retail Methodology team, you ll play a key role in helping to provide insights and calculate credit metrics impact on Risk Weighted Assets, Provisions and other Credit Risk measurements for current and proposed regulatory and accounting environments. Banking is changing and we re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you ll be building your future, while helping to build ours. Role Location: Bengaluru Role Type: Permanent, Fulltime What will your day look like? As a Manager, Retail Methodology, you will: Develop methodology compliant with credit risk regulatory capital or accounting requirements. Build strong relationships with key stakeholders to ensure Basel III Capital and IFRS 9 Provisioning outcomes are clearly communicated. Manage and respond to APRA/Regulator queries and data requests (quarterly and adhoc). Liaise with product owners to assist with product approvals. Deliver accurate quantitative data with clearly documented assumptions. Help embed a great risk culture in ANZ. Ensure policies and processes relevant to the role are complied with. What will you bring? To grow and be successful in this role, you will ideally bring the following: Understanding of Basel framework and Credit Risk components SAS and SQL and Advanced Excel Quantitative Degree in statistics, actuarial, econometrics, mathematics, operations research or related field Ability to work independently and as part of a team