57 Financial Engineering Jobs - Page 2

Who We Are At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Job Function: Application Development Your Impact In Corporate Planning and Management (CPM), we provide engineering solutions that enable the firm to plan budgets, forecast financial scenarios, allocate expenses, manage spend, third party risk and support corporate decision making in-line with the firm s strategic objectives. Are you interested in learning about finance or perhaps expanding what you know, while still staying close to your roots as a software engineer? As a software engineer in CPM Engineering, you will help create new and/or transform financial and spend management workflows and build intelligent reporting to drive commercial benefits to the firm. You will explore a world of opportunity at the speed of markets and will have the opportunity to impact one or more aspects of corporate planning and management, while working in small, nimble teams. How will you fulfill your potential You are energetic, self-directed and self-motivated, able to build and sustain long-term relationships with clients and colleagues. Intuitively coalesce towards problems with an open mind, within the context of a team You have exceptional analytical skills, able to apply knowledge and experience in decision-making to arrive at creative and commercial solutions You possess a strong desire to learn and contribute solutions and ideas to a broad team You are independent and comfortable in a fast paced, ambiguous and often multi-directional work environments Manage multiple tasks and use sound judgment when prioritizing Provide digitally-advanced financial products to clients Collaborate with globally-located cross functional team in building customer-centric products Analyze existing software implementations to identify areas of improvement and provide estimates for implementing new features Update and maintain documentation for team processes, best practices, and software runbooks Basic Qualifications Minimum 3+ years of relevant professional experience B.S. or higher in Computer Science (or equivalent work experience) 3+ years of experience writing Java APIs Expertise in React JS, HTML5, Java Strong written and verbal communication skills Ability to establish trusted partnerships with product heads, and executive level stakeholders Experience building transactional systems and strong understanding of software architecture Experience integrating with Restful web services Comfort with agile operating models Preferred Qualifications Experience with micro service architecture Experience with React JS Experience with Apache Spark, Hadoop, Hive, Spring Boot Goldman Sachs Engineering Culture Engineering is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here!

ABOUT OUR ROLE Goldman Sachs is looking for an experienced Applied Researcher to join the AI Research team. As an Applied Researcher, you will be responsible for defining, designing, developing and evaluating language models for financial use cases. Your expertise in Machine Learning (ML) and Natural Language Processing (NLP) will be crucial for the development of AI-driven solutions in the financial domain, as well as for the research of applying state-of-the-art Language Modelling techniques. YOUR IMPACT In this role, you will have the chance to work with various teams across different divisions on groundbreaking projects that leverage Large Language Models (LLMs) and other NLP techniques to analyze and process a plethora of financial documents. As an Applied Researcher, you will address the specific challenges that arise when applying these techniques to the financial sector and push the state-of-the-art in AI for finance. RESPONSIBILITIES Create and implement scalable NLP-based solutions to enable business activities Perform experiments to evaluate and enhance the efficiency and effectiveness of existing models. Implement and analyze state-of-the-art NLP solutions and adapt them in a financial context. Develop, test, and maintain high-quality, production-ready code. Demonstrate technical leadership by taking charge of cross-team projects. Ar culate ideas and findings clearly in both spoken and writen forms across different departments. Represent Goldman Sachs at conferences and within open-source communities. Collaborate effectively with colleagues to advance production machine-learning systems and applications. QUALIFICATIONS A Bachelor s, master s or PhD degree in Computer Science, Machine Learning, Mathematics, Engineering, or equivalent relevant industry experience. Preferably 3 years AI/ML industry experience for Bachelor s/Masters, 1 year for PhD with a focus on Language Models and NLP. Programming experience in Python and strong knowledge of data structures, algorithms, and so ware engineering practices. Excellent understanding of NLP techniques/algorithms, and experience with deep learning frameworks such as TensorFlow, PyTorch, or Keras. Strong verbal and written communication skills. Curiosity, ownership and willingness to work in a collaborate environment. Prior experience in a finance industry is a plus GOLDMAN SACHS ENGINEERING CULTURE Engineering is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.

What We Do Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here. Who We Look For Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Develop understanding of the current and target states for the Financial Engineering Infrastructure and modelling processes Play a key role in communicating across teams impacted by the FE changes (such as Modelling teams, users, IT, CDO) FE BA will support the modelling teams and FE developers in the delivery of the strategic modelling pipeline: Work with the modelling team and data sources teams to produce artefacts such as data requirements, data model, data dictionary for the model monitoring processes; Work with the key stakeholder teams to produce business requirements and specifications for the modelling infrastructure tooling, innovation solutions and other changes; Support agile delivery and take a lead in agile ceremonies (eg as a Scrum Master); Define the business/functional architecture for the model execution and monitoring; Help to prepare test plans, scripts and execute functional testing of the models deployment; Perform assessment of the production incidents related to the Financial Engineering and communicate with the IT, FE and modelling teams to help progress resolution; May need to guide modelling teams in adoption of the Financial Engineering coding excellence standards. Requirements Degree in a quantitative subject and a minimum of 5+ years of experience as a Business Analyst in banking Knowledge in Credit risk modelling for EAD, LGD, PD model types, preferably under the AIRB (Advanced Internal Risk Based Models) framework; Strong background in business analysis within change delivery and proficiency with producing artefacts such as business requirements, worked examples, functional architecture, data specifications, test plans etc; Proven experience with data analysis involving data manipulation, definition of controls and lineage. Strong experience with Agile ways of working; At least intermediate proficiency in SQL, Python. Proficiency in JIRA; Strong written and verbal communication skills including high proficiency in Microsoft office (Excel, Word, PowerPoint) and diagram-drawing tools (such Visio); Self-starter attitude with a can-do mind set, excellent problem solving skills; Experience in working with global teams across different geographies, culture and time-zones; Strong interpersonal skills; ability to handle conflict and manage expectations.

Resource Management Strats: The Resource Management Strats Group is central to management decisions made by senior business leaders within the Global Markets Division, create actionable strategies to enhance business performance, and drive cross-business initiatives along with the leadership team. The group works across various functions (liquidity management, capital allocation, Fee and Expenses optimization etc) Funding and Capital Optimisation Divisional Strats: For this position, we are looking for an Analyst or Associate in the FCO team within the Resource Management Strats Group. The individual will focus on the optimization of scarce resources (Capital and Liquidity) and should demonstrate strong statistical, quantitative modelling, and programming skills as we'll as excellent communication, presentation, and interpersonal skills. The current portfolio of projects has a significant impact to the bottomline of the firm but because of the very bespoke nature of the mandate of the team, there is embedded flexibility to onboard any new ideas with commercial impact. How Will You Fulfil Your Potential Create innovative models and calculators to help drive our Capital and Liquidity optimisation effort across the securities division with initial exposure to all the businesses in the division. Apply Numerical optimisation techniques to the minimisation of the firm s scarce resources (capital, initial margin, contingent liquidity). Develop a deep understanding of regulatory capital, methodology, and model implementation Interact with business leaders to explain your findings and drive their implementation Skills and experience We Are Looking for Basic Qualifications Strong academic background in quantitative fields Computer Science, Applied Mathematics, Physics, Engineering, Statistics Strong programming background in a structured language (eg C/C++, Python, Java) Interest in financial markets/products Preferred Qualifications Commercial focus, team oriented, self-motivated - Ability to solve problems and to explain the ideas that underlie them to clients and colleagues - Excellent writing and verbal communication skills Experience working on a trading desk Exposure to recent regulatory developments (CCAR, Basel III, Balance Sheet, LCR, NSFR) Intellectual curiosity, follow through.

Our client, an investment firm, is looking to expand its systematic strategies platform and is hiring a Senior Quantitative Researcher in Bangalore, India. Key Responsibilities: Quantitative Research & Model Development: Design, build, and enhance statistical and machine learning models to forecast market behavior and identify trading opportunities. Advanced Data Analytics: Extract insights from large-scale historical and alternative datasets to develop predictive signals and evaluate strategy performance. Strategy Design & Deployment: Partner with trading and engineering teams to backtest strategies using proprietary platforms and support live deployment in production environments. Algorithmic Optimization: Continuously refine models and algorithms to improve execution efficiency, predictive accuracy, and robustness across various market conditions. Risk & Scalability Assessment: Conduct thorough risk evaluations of models and strategies, including stress testing and analysis of scalability constraints. Tooling & Infrastructure: Develop and maintain research tools and dashboards to support simulation, visualization, and performance tracking of trading strategies. Cross-functional Collaboration: Engage closely with developers, traders, and portfolio managers to align research goals with business objectives and ensure successful strategy implementation. Key Requirements 5+ years of hands-on quantitative research experience with a proven record of live deployment. Hold a Bachelors, Masters, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or Financial Engineering from a top-tier institute. Proficient in programming languages like Python, R, or C++. Experience in Indian Markets and MFT. Experience with MFT strategies in Delta 1 and Options, particularly arbitrage or market making.

Senior Quantitative Researcher (Bangalore, India) - Amethyst Partners Senior Quantitative Researcher (Bangalore, India) Our client, an investment firm, is looking to expand its systematic strategies platform and is hiring a Senior Quantitative Researcher in Bangalore, India. Key Responsibilities: Quantitative Research & Model Development: Design, build, and enhance statistical and machine learning models to forecast market behavior and identify trading opportunities. Advanced Data Analytics: Extract insights from large-scale historical and alternative datasets to develop predictive signals and evaluate strategy performance. Strategy Design & Deployment: Partner with trading and engineering teams to backtest strategies using proprietary platforms and support live deployment in production environments. Algorithmic Optimization: Continuously refine models and algorithms to improve execution efficiency, predictive accuracy, and robustness across various market conditions. Risk & Scalability Assessment: Conduct thorough risk evaluations of models and strategies, including stress testing and analysis of scalability constraints. Tooling & Infrastructure: Develop and maintain research tools and dashboards to support simulation, visualization, and performance tracking of trading strategies. Cross-functional Collaboration: Engage closely with developers, traders, and portfolio managers to align research goals with business objectives and ensure successful strategy implementation. Key Requirements 5+ years of hands-on quantitative research experience with a proven record of live deployment. Hold a Bachelor's, Master's, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or Financial Engineering from a top-tier institute. Proficient in programming languages like Python, R, or C++. Experience in Indian Markets and MFT. Experience with MFT strategies in Delta 1 and Options, particularly arbitrage or market making.

Join us as an AnalystTreasury Product Control at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences.. To be successful as an Analyst Treasury Product Control you should have:. Strong communication skills including the ability to distil complex issues into an easy to digest summary for senior management.. Strong understanding of Financial Derivatives, Treasury products.. CFA/master’s in finance / financial engineering would be an advantage.. Article ship / Industrial trainee in mid to large sized firms.. Audit exposure in large financial institutions / banks preferred.. Basic/ Essential Qualifications. Experienced with MS office toolkit (Word, PPT, Excel, Access Database etc). Qualified accountant.. Excellent communication and presentation skills in both formal and informal settings & ability to interact with the region and UK / US as part of a global team (written and verbal) Strong control awareness – in particular, the ability to identify and escalate potential control breakdowns and to streamline processes in an effective and efficient manner.. Has the initiative and ability to break down problems into components parts and resolving them.. Attention to detail and analytical.. Confident and assertive manner. You may be assessed on the key critical skills relevant for success in role, such as experience with Ensure the maintenance of a strong internal control environment. Review key controls, adjustment substantiation and New, Amends & Cancels trades review, as well as job-specific skillsets.. This role will be based out of Noida/Chennai.. Purpose of the role. To provide financial expertise and support to various departments and business units within the organisation by the gathering, analysis and interpretation of financial data to inform investment decisions, assess financial risks, and support strategic planning.. Accountabilities. Evaluation of investment opportunities and potential risks through in-depth research on companies, industries and market trends, and preparation of investment recommendations and reports for investment committees.. Preparation of short-term and long-term financial forecasts to inform strategic planning and decision making.. Monitoring financial risks and provision of regular reports to senior colleagues and the board of directors.. Collection, analysis and interpretation of financial data to prepare financial reports, dashboards and presentations conveying financial insights for stakeholders.. Analyst Expectations. To perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement.. Requires in-depth technical knowledge and experience in their assigned area of expertise. Thorough understanding of the underlying principles and concepts within the area of expertise. They lead and supervise a team, guiding and supporting professional development, allocating work requirements and coordinating team resources.. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L – Listen and be authentic, E – Energise and inspire, A – Align across the enterprise, D – Develop others.. OR for an individual contributor, they develop technical expertise in work area, acting as an advisor where appropriate.. Will have an impact on the work of related teams within the area.. Partner with other functions and business areas.. Takes responsibility for end results of a team’s operational processing and activities.. Escalate breaches of policies / procedure appropriately.. Take responsibility for embedding new policies/ procedures adopted due to risk mitigation.. Advise and influence decision making within own area of expertise.. Take ownership for managing risk and strengthening controls in relation to the work you own or contribute to. Deliver your work and areas of responsibility in line with relevant rules, regulation and codes of conduct.. Maintain and continually build an understanding of how own sub-function integrates with function, alongside knowledge of the organisations products, services and processes within the function.. Demonstrate understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function.. Make evaluative judgements based on the analysis of factual information, paying attention to detail.. Resolve problems by identifying and selecting solutions through the application of acquired technical experience and will be guided by precedents.. Guide and persuade team members and communicate complex / sensitive information.. Act as contact point for stakeholders outside of the immediate function, while building a network of contacts outside team and external to the organisation.. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship – our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset – to Empower, Challenge and Drive – the operating manual for how we behave.. Show more Show less

Your Impact We are looking for a professional with quantitative skills to join the Emerging Markets Delta1 Trading Strat team to develop market making models to facilitate client flow and investment logic to manage the associated risk. The trading horizon of this activity is from intraday to weeks and requires understanding of quantitative modelling, client demand, macroeconomic environment and equities fundamentals. Global Markets Our core value is providing liquidity and building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers.We help our clients buy and sell financial products around the world. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a very motivated trading floor. Team Description The team is responsible for managing the quantitative aspects of EM ETF trading. We aim to solve for pricing, hedging, analytics using a data driven decision process and with a systematic and scalable approach. How You Will Fulfill Your Potential As a Delta1 Trading Strat, you will play an integral role in the business. You will work very closely with traders and liaise with different stakeholders. We run a flat structure, you will be exposed to the business from various angles, and you will be given lots of responsibility from day one. You will work on supporting and improving our pricing & risk management models. You will build a central risk book grounds up and improve execution stack thereby directly contribute to team PnL. Responsibilities & Qualifications Skills & Experience We're Looking For Qualifications Relevant market experience at a top sell-side/buy-side firm Quantitative background in computer science, electronic engineering, mathematics, physics, or another relevant field Advanced coding and software design skills Advanced knowledge of statistical analysis Ability to manage multiple stakeholders, demonstrating initiative and impact

Senior Quantitative Researcher (Bangalore, India) - Amethyst Partners Senior Quantitative Researcher (Bangalore, India) Our client, an investment firm, is looking to expand its systematic strategies platform and is hiring a Senior Quantitative Researcher in Bangalore, India. Key Responsibilities: Quantitative Research Model Development: Design, build, and enhance statistical and machine learning models to forecast market behavior and identify trading opportunities. Advanced Data Analytics: Extract insights from large-scale historical and alternative datasets to develop predictive signals and evaluate strategy performance. Strategy Design Deployment: Partner with trading and engineering teams to backtest strategies using proprietary platforms and support live deployment in production environments. Algorithmic Optimization: Continuously refine models and algorithms to improve execution efficiency, predictive accuracy, and robustness across various market conditions. Risk Scalability Assessment: Conduct thorough risk evaluations of models and strategies, including stress testing and analysis of scalability constraints. Tooling Infrastructure: Develop and maintain research tools and dashboards to support simulation, visualization, and performance tracking of trading strategies. Cross-functional Collaboration: Engage closely with developers, traders, and portfolio managers to align research goals with business objectives and ensure successful strategy implementation. Key Requirements 5+ years of hands-on quantitative research experience with a proven record of live deployment. Hold a Bachelors, Masters, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or Financial Engineering from a top-tier institute. Proficient in programming languages like Python, R, or C++. Experience in Indian Markets and MFT. Experience with MFT strategies in Delta 1 and Options, particularly arbitrage or market making.

Who We Are At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. We are a business facing strat team within GS Prime Brokerage business, one of the biggest revenue streams of our Global Banking and Markets division. We run analytics driving critical business decisions such as pricing, restructuring, business selection, and constraints optimization. In this entrepreneurial role, we balance our time between building scalable data and insights platforms and running complex ad-hoc analysis and projections. Your Impact If you are looking for a commercially impactful position to leverage your extraordinary quantitative, analytics, programming and communication skills, then our team is the ideal opportunity for you. You will build data analytics systems and platforms and use them to identify and execute new revenue opportunities while working closely with Sales, Trading, Senior Management and Clients. You will build on diverse partnerships with colleagues across different functional and business areas. You will be rewarded for adaptability, initiative and strong execution and having direct impact on key revenue streams of the firm. Responsibilities & Qualifications Responsibilities As a member of this team, you are expected to have understanding of equities and fixed income markets and the financing and regulatory landscape surrounding them. You will gain detailed knowledge of revenue and capital drivers of the prime brokerage businesses. You will develop analytics models and platforms and use them to identify actionable revenue opportunities and optimally price and manage client portfolios based on predictive models. Who We Look For Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment. Basic Qualifications BS/MS or PhD in a relevant field - Applied Mathematics, Data Science, Engineering, Physics or Finance Strong programming skills in Java, Python or equivalent language Excellent verbal and written communication skills Ability to work as part of a global team and deliver results quickly Comfortable working on multiple projects, demonstrating initiative and showing commercial impact Preferred Qualifications 1 or more years experience in a quantitative role A track record of solving quantitative problems and delivering results in a high-pressure environment Familiarity with Equities/FICC Markets/Prime Brokerage/Basel3 Rules a plus Familiarity in probability and advanced statistics a plus Goldman Sachs Engineering Culture

Engineering, which is comprised of our Technology and global strategist groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here. Role/ Team The candidate will be a Regional Specialist & member of the onsite team providing support to the Mumbai Global Banking & Markets business. Will provide day to day production support / ensure availability of the trading systems front to back that support the various business flows. Work with the Trading Desk / Engineering / Federation teams on building and supporting new business asks & regulatory requirements in a timely manner. Support internal and external audits and inspections, other critical Business / Engineering events. Role Requirements The candidate should have good domain knowledge of India Capital Markets and prior exposure in working in broker dealer firms with 1+ years experience. At least Bachelor in a STEM (Science, Technology, Engineering and Maths) discipline Prior experience in working with global broker dealer firms, exposure to global processes is preferable. Understanding of the trading flows such as High Touch, DMA and the supporting platforms (Exchange Line Handlers, Order and Risk Management systems, Algo engines, etc) Good technical skills and understanding of Shell Scripting, SQL, FIX protocol.

About Citco: The market leader. The premier provider. The best in the business. At Citco, we ve been the front-runner in our field since our incorporation in 1948 led to the evolution of the asset servicing sector itself. This pioneering spirit continues to guide us today as we innovate and expand, push beyond the boundaries of our industry, and shape its future. From working exclusively with hedge funds to serving all alternatives, corporations and private clients, our organization has grown immensely across asset classes and geographies. For us, this progress is a pattern that we ll only maintain as we move forward, always prioritizing our performance. So for those who want to play at the top of their game and be at the vanguard of their space, we say: Welcome to Citco. About the Team & Business Line: Fund Administration is Citco s core business, and our alternative asset and accounting service is one of the industry s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience. About You: Bachelor s/Master s Degree with 3 years - 5 years of experience Experience or background in derivatives, risk management, financial engineering, performance reporting required Quick learner, strong attention to details, ability to take initiative Ability to work under pressure Demonstrated ability to deal effectively with clients and manage service level agreements Quantitative skills include basic calculus, statistics and financial math Technical skills include advanced Excel. Should be comfortable around IT and will need to quickly learn Excel VBA, SQL, Unix Our Benefits Your well-being is of paramount importance to us, and central to our success. We provide a range of benefits, training and education support, and flexible working arrangements to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location. We embrace diversity, prioritizing the hiring of people from diverse backgrounds. Our inclusive culture is a source of pride and strength, fostering innovation and mutual respect. Citco welcomes and encourages applications from people with disabilities. Accommodations are available upon request for candidates taking part in all aspects of the selection. Your Role: You will Manage daily and monthly risk reporting requirements for clients Generate reports and working with complex and difficult clients Quality Assurance and regression testing of new reports and upgrades Research markets using Bloomberg, Reuters and other sources Develop new initiatives, calculation methodologies, custom solutions as specified by clients Documentation of policies and procedures Follow up and resolve questions on reports as they arise Other duties as assigned

Goldman Sachs Asset Management delivers innovative investment solutions through a global, multi-product platform that offers clients the advantages that come with working with a large firm, while maintaining the benefits of a boutique. We are a top 10 global asset manager with a leadership position across asset classes and key market segments. Our success is driven by a global team of talented professionals who collaborate to deliver innovative client solutions. Quantitative Strategists Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as we'll as portfolio management platform. Responsibilities As a quantitative strategist your responsibilities will include Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions Prioritize across competing problems, communicate with key stakeholders Basic Qualifications Bachelors / masters degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques Strong fundamentals in design and analysis of algorithms, data structures Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ Strong written, oral communication skills and ability to work in a team environment Ability to multi-task and prioritize work effectively Passion and self-motivation to deliver technology solutions in a dynamic business environment

Join the model risk audit team as an experienced audit associate reporting locally to an Audit Director in India. As a Model Risk Audit - Associate within the Model Risk Artificial Intelligence/Machine Learning Audit team, you will have exposure to a variety of modeling techniques (AI/ML and non-AI/ML) and their unique limitations spanning all lines of business (associated products, services and quantitative risk management practices) and use the knowledge to shape business strategy and protect the firm. You will be responsible for designing and developing cutting-edge AI/ML solutions to enhance the efficiency and effectiveness as we execute our model risk coverage strategy. In addition, you will be responsible for conducting independent model risk control assessments to help us anticipate, navigate and assess emerging risks and evaluate controls intended to mitigate model risk across the end-to-end model lifecycle. Job Responsibilities Design, develop and implement AI/ML solutions to automate, optimize and enhance model risk analysis and control testing Evaluate adherence to model development standards, processes, policy and procedures through conducting robust data driven quantitative and qualitative analysis and directly partnering with model developers, model users, model reviewers and governance oversight personnel. Document in high quality well written technical reports model risk control assessments and communicate findings to stakeholders including the Chief Auditor. Identify control weaknesses and/or gaps in the firm s model risk management framework Set standards for robust model risk control assessments and enhance them as needed to adapt to changes in the firm s model risk management framework and/or meet evolving regulatory standards. Lead, plan, manage and execute end-to-end line of business model risk analysis and control assessments and strategic team projects Validate strategic solutions implemented by the firm to address regulatory identified issues related to the firm s model risk management framework and practices. Required qualifications, capabilities and skills PhD or Masters Degree in Mathematics, Data Science, Financial Engineering, Computer Science, Artificial Intelligence Machine Learning or a related field. Minimum 5 years of experience in one or more of the following business roles; AI/ML product development, quantitative model development (including machine learning), model validation, data science or related fields Strong leadership and communication skills (both verbal and written) for writing highly technical reports and driving and influencing change on model-related issues Understanding of and proficiency in programming languages (e.g. Python, R, or equivalent) Understanding of and proficiency in developing and using AI/ML solutions (e,g, Gen-AI, agentic AI, traditional AI) and frameworks (e.g. pytest) to ensure code quality and reliability Understanding of and proficiency in statistics, derivative pricing and machine learning modeling techniques Risk and control mindset with the ability to ask incisive questions, converge on critical matters, assess materiality, and escalate complex and sensitive issues to senior management Strong critical thinking and analytical/quantitative skills to perform model risk analysis against the controls in place intended to mitigate the associated risk

Pricing of global BPO Opportunities for outsourcing deals. Responding to RFI /RFP s. Create and review commercial construct of the deals. Financial Modelling, Pricing analysis, forecasting etc. Understand customer s requirement & propose win-win deal structuring, including financial engineering required. Interaction with the various team members like operation teams / sales team / finance team in day to day activities etc. Review contract from commercial perspective. Working with internal and external clients to structure, prepare, negotiate commercial proposals, etc. Candidate should have experience in the Pricing function and contract Negotiation. Understanding of P&L items & its analysis Experience in BPO Industry Deal Comparison. Contract Negotiation Good Communication Skills Work on Pricing and structuring commercial term for proposal /response to RFP/RFI. Building and analysing business cases for customer engagements, including profitability analysis, cash flow analysis while supporting internal reviews of pricing, commercial terms and overall proposal Work with the sales team and other finance group to price the deal & propose appropriate deal structure and condition o Coordinate and collaborating with cross functional teams to understand the solution and analyse for gaps between cost model and solution Support Bid manager in negotiation and determining financial implications of contract terms o Impact Analysis & cost / Profit and loss analysis. Commercial review of contracts and redlining of the relevant clauses. Qualifications CA, MBA (Finance), CMA, CA/CMA Inter

About Citco: The market leader. The premier provider. The best in the business. At Citco, we ve been the front-runner in our field since our incorporation in 1948 led to the evolution of the asset servicing sector itself. This pioneering spirit continues to guide us today as we innovate and expand, push beyond the boundaries of our industry, and shape its future. From working exclusively with hedge funds to serving all alternatives, corporations and private clients, our organization has grown immensely across asset classes and geographies. For us, this progress is a pattern that we ll only maintain as we move forward, always prioritizing our performance. So for those who want to play at the top of their game and be at the vanguard of their space, we say: Welcome to Citco. About the Team Business Line: Fund Administration is Citco s core business, and our alternative asset and accounting service is one of the industry s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience. About You: You have a Bachelor s/Master s degree with 3-5 years of experience Experience or background in derivatives, risk management, financial engineering, performance reporting required Quick learner, strong attention to detail, ability to take initiative Ability to work under pressure Demonstrated ability to deal effectively with clients and manage service level agreements Quantitative skills include basic calculus, statistics and financial math Technical skills include advanced Excel. Should be comfortable around IT and will need to quickly learn Excel VBA, SQL, Unix Our Benefits Your well-being is of paramount importance to us, and central to our success. We provide a range of benefits, training and education support, and flexible working arrangements to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location. We embrace diversity, prioritizing the hiring of people from diverse backgrounds. Our inclusive culture is a source of pride and strength, fostering innovation and mutual respect. Citco welcomes and encourages applications from people with disabilities. Accommodations are available upon request for candidates taking part in all aspects of the selection. Your Role: You will manage daily and monthly risk reporting requirements for clients Generate reports and work with complex and difficult client portfolios Perform Quality Assurance and regression testing of new reports and upgrades Research markets using Bloomberg, Reuters and other sources Develop new initiatives, calculation methodologies, custom solutions as specified by the clients Documentation of policies and procedures Follow up and resolve questions on reports as they arise Other duties as assigned

Key Responsibilities: Develop, design and build scalable and modular software components for quantitative analysis and financial modeling and investment analytics for risk models, and high-volume complex data processing pipelines. Ensure quality & performance of research data pipeline and curated new premium content using different approaches Conduct research on additional content / data which can add value to models and or investment processes Perform & implement complex quantitative calculations with high accuracy and performance Collaborate with modelers, content experts to develop content expertise and implement optimized and performant solutions Apply statistical methods to real-world financial data & climate data to derive business insights Optimize algorithms for time-series data analysis and financial computations Skills & Qualifications: Bachelor or master s level education in Computer Science, Engineering, or a related discipline Minimum 3+ years of experience in Python-based full scale production software development and design Formidable analytical, problem-solving, and production troubleshooting skills Understanding of climate/ESG vendors, climate datasets, and standards A passion for providing fundamental software solutions for highly available, performant full stack applications with a Student of Technology attitude Passion to work in a team-environment, multitasking, and effective communication skills Knowledge of software development methodologies (analysis, design, development, testing) and basic understanding of Agile / Scrum methodology and practices Ability and willingness to learn fast, multi-task, self-motivate and pick up new things easily Ability to work independently and efficiently in a fast-paced and team-oriented environment Good to Have Understanding of Agile work environments, including knowledge of GIT, CI/CD. Knowledge of investment process, climate risk particularly transition risk & decarbonization analytics. Exposure to curate unstructured data using NLP / Gen AI /LLM CFA/FRM preferred

You can help conduct research to build quantitative financial models and portfolio analytics that help managing most of the money of the world s largest asset manager. You can bring all yourself to the job. From the top of the firm down we embrace the values, identities and ideas brought by our employees. We are looking for curious people with a strong background in data science, quantitative research and machine learning, have awesome problem-solving skills, insatiable appetite for learning and innovating, adding to BlackRock s vibrant research culture. If any of this excites you, we are looking to expand our team. We currently have Data Scientist role with the AFE Investment AI (IAI) Team, India (Mumbai or Gurugram location). The securities market is undergoing a massive transformation as the industry is embracing machine learning and, more broadly, AI, to help evolve the investment process. Pioneering this journey at BlackRock, the team has better deliver applied AI investment analytics to help both BlackRock and Aladdin clients achieve scale through automation while safeguarding alpha generation. The IAI team combines AI / ML methodology and technology skills with deep subject matter expertise in fixed income, equity, and multi-asset markets, and the buyside investment process. We are building next generation liquidity, security similarity and pricing models leveraging our expertise in quantitative research, data science and machine learning. The models we build use innovative machine learning approaches, have real practical value and are used by traders and portfolio managers alike. Our models use cutting edge econometric/statistical methods and tools. The models themselves have real practical value and are used by traders, portfolio managers and risk managers representing different investment styles (fundamental vs. quantitative) and across different investment horizons. Research is conducted predominantly in Python and Scala, and implemented into production by a separate, dedicated team of developers. These models have a huge footprint of usage across the entire Aladdin client base, and so we place special emphasis on scalability and ensuring adherence to BlackRock s rigorous standards of model governance and control. Background and Responsibilities We are looking to hire a Data Scientist with 4+ years experience to join AFE Investment AI India team focusing on Trading and Liquidity to work closely with other data scientists/researchers to support Risk Mangers, Portfolio Managers and Traders. We build cutting edge liquidity analytics using a wide range of ML algos and a broad array of technologies (Python, Scala, Spark/Hadoop, GCP, Azure). This role is a great opportunity to work closely with the Portfolio Managers, Risk Managers and Trading team, spanning areas such as: Design, develop, and maintain data pipelines to extract, transform, and load data from various sources into our data warehouse/lake. Work with data scientists and analysts to understand data needs and design appropriate data models. Implement data quality checks and ensure the accuracy and consistency of data throughout the processing pipeline. Perform analysis of large data sets comprising of market data, trading data and derived analytics. Design and develop model surveillance framework. Automate data processing tasks using scripting languages (e.g., Python, Scala) and orchestration tools (e.g., Airflow, Luigi). Utilize cloud-based data platforms (e.g., GCP, Azure, etc.) to manage and process large datasets efficiently. Implement the ML models/analytics for Trading/Liquidity and integrate into Aladdin analytical system in accordance with BlackRock s model governance policy. Qualifications: B.Tech / B.E. / M.Sc. degree in a quantitative discipline (Mathematics, Physics, Computer Science, Finance or similar area). MS/M.Tech. / PhD is a plus. Strong background in Mathematics, Statistics, Probability, Linear Algebra Knowledgeable about data mining, data analytics, data modeling Experience with data engineering tools and technologies (e.g., Apache Spark, Hadoop). Strong understanding of relational and non-relational databases (e.g., SQL, NoSQL). Proficiency in scripting languages for data manipulation and automation (e.g., Python, Scala). Experience working with cloud platforms for data storage and processing (e.g., Azure, GCP). Ability to work independently and efficiently in a fast-paced and team-oriented environment. Previous experience or knowledge in fixed income market and market liquidity is not required but a big plus.

About this role About Aladdin Financial Engineering (AFE): Join a diverse and collaborative team of over 3 00 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 Description: We are looking for a person to join the Advanced Data Analytics team with AFE Single Security . Advanced Data Analytics is a team of Quantitative Data and Product Specialists, focused on delivering Single Security Data Content, Governance and Product Solutions and Research Platform. The team leverages data, cloud, and emerging technologies in building an innovative data platform, with the focus on business and research use cases in the S ingle S ecurity space. The team uses various statistical/mathematical methodologies to derive insights and generate content to help develop predictive models, clustering, and classification solutions and enable Governance . The team works on Mortgage, Structured & Credit Products. We are looking for a person to help build and expand Data & Analytics Content in the Credit space . The person will be responsible for building, enhancing, and maintaining the Credit Content Suite . The person will work on the below - Credit Derived Data Content Model & Data Governance Credit Model & Analytics Experience Experience on Scala Knowledge of ETL, data curation and analytical jobs using distributed computing framework with Spark Knowledge and Experience of working with large enterprise databases like Snowflake, Cassandra & Cloud manged services like Dataproc , Databricks Knowledge of financial instruments like Corporate Bonds, Derivatives etc. Knowledge of regression methodologies Aptitude for design and building tools for D ata Governance Python knowledge is a plus Qualifications Bachelors / masters in computer science with a major in Math, Econ, or related field 3 - 6 years of relevant experience Our benefits . Our hybrid work model . About BlackRock . 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.

Role: Lead Quantitative Analyst, Quantitative Research The Group: Morningstar s Quantitative Research Group is an integral part of the Data & Analytics Team with the aim of creating independent investment research and data-driven analytics designed to help investors and Morningstar achieve better outcomes by making better decisions. We utilize statistical rigor and large data sets to inform the methodologies we develop. Our research encompasses hundreds of thousands of securities across a broad range of asset classes, including equities, fixed income, structured credit, and funds. Morningstar is one of the largest independent sources of fund, equity, and credit data and research in the world, and our advocacy for investors interests is the foundation of our company. The Role: As a Lead Quantitative Analyst, you will work in the Calc Services and Portfolio Analytics Group, which is part of the Data & Analytics team dedicated to researching data-intensive products for the investment management industry. Most of the research is integrated into Morningstar s core products (Direct, Advisor Workstation, etc.) and teams such as Morningstar Investment Management, Morningstar Indexes, Morningstar Credit Ratings, Pitchbook, Sustainalytics, etc. The ideal candidate will blend financial knowledge, investment and portfolio construction expertise, quantitative modeling skills, and operational know-how. This position reports to the Manager of Quantitative Research. Responsibilities: Support methodology development, quantitative model builds, and enhancements for core quantitative products and calculations such as Risk Model, Asset Flows Forecast, Quant Ratings, Equity Style Box, Portfolio Construction, etc. The ability to independently lead projects with limited hand-holding by taking ownership of key projects. Drive independent research and publish research papers in asset allocation analysis, portfolio optimization, risk models, ESG, fund flows, etc., using principles of modern portfolio theory and statistics. Leverage new structured and unstructured datasets to build new quantitative frameworks that will help investors make informed decisions. Highly organized and efficient, with the ability to multi-task and meet tight deadlines. Ensure compliance with regulatory and company policies and procedures. Participate in client conversations to understand ongoing investor issues while increasing the reach of Morningstars quantitative offerings. Requirements: 5+ years of relevant investment/quantitative research experience with an emphasis on quantitative finance, mutual fund analysis, asset allocation, and/or portfolio construction. CFA, FRM, CQF, or postgraduate degrees in finance, economics, mathematics, or statistics are preferable. Good experience in developing finance/statistics-based applications using proven technologies such as R, Python, PySpark, and comfort in using Jupyter Notebooks. Understanding of both business and technical requirements, and the ability to serve as a conduit between product, research, technology, and external clients. Knowledge of statistical models (e.g., regression, forecasting, optimization, Monte Carlo simulations, etc.). Experience developing financial engineering/statistical applications on the cloud (AWS). Morningstar is an equal opportunity employer

About this role GIP, A Part of BlackRock Global Infrastructure Partners (GIP) is a leading infrastructure investor that specializes in investing in, owning and operating some of the largest and most complex assets across the energy, transport, digital infrastructure and water and waste management sectors. On October 1, 2024, BlackRock closed its acquisition of GIP. The combined AUM of the GIP platform is $170B across equity and credit. Global Infrastructure Partners (GIP) is a Global Infrastructure Partners ( GIP ) is a leading infrastructure investor that specializes in investing in owning and operating some of the largest and most complex assets across the energy, transport, digital infrastructure and water and waste management sectors. With decarbonization central to our investment thesis, we believe we are well positioned to support the global energy transition. Headquartered in New York, GIP has offices in Brisbane, Dallas, Hong Kong, London, Melbourne, Mumbai, Singapore, Stamford and Sydney. GIP has approximately $112 billion in assets under management. Our portfolio companies have combined annual revenues of approximately $73 billion and employ over 114,000 people. We believe that our focus on real infrastructure assets, combined with our deep proprietary origination network and comprehensive operational expertise, enables us to be responsible stewards of our investors capital to create positive economic impact for communities. For more information, visit www.global-infra.com. Principal Responsibilities Support overall quarterly Equity Valuation processes Support critical tasks associated with valuation process (materials, consistency checks, model review, deliverables creation for senior management) Sufficient knowledge and experience of Discounted Cashflow, Market Multiple and Precedent Transaction methods Experience in reviewing and checking discount rates involving the CAPM method Assist in model review (checking model assumptions, consistency of market data utilized, independent review of assumptions through publicly available data, as applicable) Database portfolio management of critical portfolio and valuations financials / KPIs consolidation Leverage Technology to continue to improve data, reporting and analytical processes / outputs (Chronograph Portfolio Management, Anaplan, Workiva - Wdesk, PowerBI) to support a collaborative financial reporting environment Other ad hoc projects Education and Experience Bachelor s degree in Finance, Financial Engineering or Accounting Minimum of 5-7 years of experience Comfortable with database usage, management, and administration Previous experience in building / reviewing valuation models with income and market approaches Knowledge and Skills A positive attitude, high motivation and ability to maintain a culture that is based on teamwork, respect & integrity Resilient self-starter with ability to work independently Expertise with MS Excel and highly skilled with other MS office products including Powerpoint Excellent written and verbal communication skills Experience in Chronograph and Anaplan preferred but not mandatory. Strong interpersonal skills with the ability to communicate effectively and credibly at executive level An inquisitive creativity with a strong analytical inclination Our benefits . Our hybrid work model . About BlackRock . 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.

Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets. Engineering, which is comprised of core and business-aligned teams, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities Start here. Your Impact The primary focus is the understanding, projection and optimization of the Equity funding and Capital footprint, together with the evolving suite of additional constrained resources. Projects will involve, The design and implementation of liquidity risk models. Understanding/optimizing the funding footprint of PB clients and innovate ways of improving returns. Structuring of new funding products to generate funding for EQ division, that comply with increasingly complex regulatory landscape. Implementation and management of internal carry frameworks to pass the correct incentives down to trading teams.

We are looking for a person to join the Advanced Data Analytics team with AFE Single Security . Advanced Data Analytics is a team of Quantitative Data and Product Specialists, focused on delivering Single Security Data Content, Governance and Product Solutions and Research Platform. The team leverages data, cloud, and emerging technologies in building an innovative data platform, with the focus on business and research use cases in the S ingle S ecurity space. The team uses various statistical/mathematical methodologies to derive insights and generate content to help develop predictive models, clustering, and classification solutions and enable Governance . The team works on Mortgage, Structured Credit Products. We are looking for a person to help build and expand Data Analytics Content in the Credit space . The person will be responsible for building, enhancing, and maintaining the Credit Content Suite . The person will work on the below - Credit Derived Data Content Model Data Governance Credit Model Analytics Experience Experience on Scala Knowledge of ETL, data curation and analytical jobs using distributed computing framework with Spark Knowledge and Experience of working with large enterprise databases like Snowflake, Cassandra Cloud manged services like Dataproc , Databricks Knowledge of financial instruments like Corporate Bonds, Derivatives etc Knowledge of regression methodologies Aptitude for design and building tools for D ata Governance Python knowledge is a plus Qualifications Bachelors / masters in computer science with a major in Math, Econ, or related field 3 - 6 years of relevant experience

Monitor credit risk IRB and IFRS9 models for the measurement of PD, EAD and LGD for the bank s retail portfolios Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and cleansing to the documentation and presentations to key stakeholders Elevate the current monitoring outputs to best-in-class by adding analytical insights Ensure that all monitoring results and analysis comply with the Group monitoring standards Risk Management Understand Model related uncertainty risk such as data, regulatory, business strategy, that have a direct impact on the model s performance Governance Ensure the monitoring process and models meet the Bank s Model Risk Policy and Model Family Standards Key Responsibilities Regulatory & Business Conduct Display exemplary conduct and live by the Group s Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the [country / business unit / function/XXX [team] to achieve the outcomes set out in the Bank s Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment. ] * Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. [Insert local regulator e. g. PRA/FCA prescribed responsibilities and Rationale for allocation]. [Where relevant - Additionally, for subsidiaries or relevant non -subsidiaries] Serve as a Director of the Board of [insert name of entities] Exercise authorities delegated by the Board of Directors and act in accordance with Articles of Association (or equivalent) Key stakeholders Group Model Validation, Model Sponsors and Owners, Model Risk Management, Internal and External Audit and Regulator Other Responsibilities Embed Here for good and Group s brand and values in XXXX [country / business unit / team]; Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures; Multiple functions (double hats); [List all responsibilities associated with the role] Skills and Experience Qualifications Has a degree (preferably postgraduate) in a quantitative discipline (e. g. Mathematics, Economics, Statistics, Computer science, Financial Engineering, Engineering) with a clear ability for analysing data and developing / validating / monitoring predictive models 3-4 years of experience in a Retail model development / validation / monitoring role Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. 30449