57 Financial Engineering Jobs - Page 3

Role Overview: We are seeking an expert instructor to demystify the intricacies of financial markets, products, risk management, and the regulatory environment. This role requires comprehensive knowledge of financial instruments, market dynamics, valuation models, risk assessment methodologies, and global financial regulations. You will prepare students to navigate and contribute to the complex world of modern finance. Key Responsibilities: Deliver live, highly interactive online classes covering a broad range of financial topics, including market microstructure, derivatives pricing, portfolio analytics, and risk management frameworks. Explain complex concepts such as Black-Scholes, structured products, VaR calculations, credit risk modeling, and regulatory compliance (e.g., Basel III, Dodd-Frank) with practical insights and real-world examples. Guide students through case studies, valuation exercises, and risk assessment scenarios, enhancing their applied understanding. Foster a highly disciplined and engaging learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Financial Theory & Core Markets: Asset pricing models, portfolio theory, derivatives, market microstructure, Modern Portfolio Theory, Black-Litterman model, factor models, equity valuation, fixed income analytics, alternative investments, order management systems, execution algorithms, market data feeds, Game Theory (auction theory, strategic trading, optimal stopping). Derivatives & Financial Engineering: Black-Scholes model, exotic options, interest rate derivatives, structured products, credit derivatives, commodity derivatives, Hull-White model, Black-Karasinski model, LIBOR Market Model, local volatility models, stochastic volatility models, jump-diffusion models, payoff design, risk-return optimization, calibration techniques. Risk Management & Portfolio Analytics: Value-at-Risk (VaR), Expected Shortfall, RAROC, economic capital, stress testing, credit risk modeling (PD, LGD, EAD), operational risk, Fama-French factors, momentum, quality, value factors, attribution analysis, benchmarking, alpha/beta decomposition. Research Methods & Regulatory Compliance: Backtesting methodologies, bias detection, statistical significance testing (application in financial research), Basel III, Solvency II, Dodd-Frank, MiFID II, product approval processes, capital requirements, investor protection. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Quantitative Finance, Financial Engineering, Economics, Business Administration (with a strong finance focus), or a closely related field. Relevant certifications (CFA, FRM) are highly valued. Experience: Proven experience in roles such as Quantitative Analyst (Buy/Sell-Side), Financial Engineer, Risk Manager (Quantitative), Algorithmic Trader, or a similar position within investment banks, hedge funds, asset managers, or regulatory bodies. We also consider freshers with exceptional academic records and demonstrable project experience in these domains. Domain Expertise: Possess an extremely strong and expert-level understanding of financial markets, complex financial products, risk management methodologies, and the regulatory landscape. Exceptional Communication Skills: Superior ability to articulate complex financial concepts, market dynamics, and regulatory requirements clearly and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and relevant financial software/platforms (e.g., Bloomberg Terminal, FactSet, quantitative libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Financial Markets, Products, Risk & Regulation that you are highly proficient in (e.g., explaining exotic option pricing, demonstrating VaR calculation, or detailing a regulatory framework). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Key Responsibilities / Duties Support the pricing and risk model validation of front office (FO) fixed income pool, primarily comprising of First- and Second-generation FX products. Independently validate the input data and quant models used in exotic trading. The role would require a strong understanding of the stochastic calculus application in FX derivative pricing, especially application in the Stochastic vol (eg. Heston and SABR) models, Local Volatility (LV), and Stochastic Local Volatility (SLV) models. Degenerate complex payoff structures of exotics/ trading strategies into portfolio of simpler products, perform No Arbitrage (NA)/ payoff consistency tests, decompose their PL and risk characteristics, replicate and explain behavior of Greek risk sensitivities. Ability to analyze large data sets by converting JSON/HD files into structured data format using Python/VBA macros. Ability to clearly communicate the analysis and test results to senior model stakeholders. Skills required An advanced degree in quantitative subject such as Applied Mathematics, Financial Engineering, Mathematical/Quantitative/ Computational Finance, Engineering. Certifications such as CQF, FRM, MSc in QF from World Quant is a plus. Strong quantitative and quantitative skills. Knowledge of FX derivative models, Probability theory, Stochastic Calculus, Numerical Analysis and Computational Methods including finite difference methods and SDE numerical solutions methods- direct PDE solvers and Monte Carlo (MC). Knowledge of Interest rates modeling is a plus. Work experience in pricing solution platforms such as Murex/ Numerix and Bloomberg. Experience in either of programming language Python/ C++. Ability to automate using VBA macros.

About Us At ANZ, were shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our customers. Our Institutional bank helps our largest customers move trade and capital around the region, providing our people with great opportunities to build their technical expertise and their careers. About the Role The role is for a Model Risk Management (MRM) Quant, an individual contributor based in Bangalore, who will be a key member of the Global Front Office Quants and Analytics team and would be working on the Front office testing and governance of Fixed income derivatives models on Sky platform. The role requires product knowledge in one or more of following asset classes, to understand and test the pricing, risk and PnL analytics for the various desks in ANZ markets business: Interest Rate FX Commodity Credit Cross asset product knowledge including understanding of XVA framework would be greatly advantageous. 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 Type:Permanent Role Location:Bengaluru What will your day look like? As an MRM Quant - Manager, you will: Engage with Senior Quants and Quant Developers to understand the expected model behaviour Identify and perform various tests to ensure that the model performs as expected Challenge Model assumptions and find out limitations of the models Document the model validation exercise Develop tools in C++, Python or Excel to enhance the testing scope and to automate the existing processes Work on ad-hoc projects to help better monitor the models and to increase the test coverage What will you bring? To grow and be successful in this role, you will ideally bring the following: Appropriate academic degree (MBA in Finance, Master s in Financial Engineering, Mathematics or equivalent from tier-1 university) 4+ years of experience in a similar role and knowledge in derivative pricing models of any of the asset classes Knowledge of Fixed income OTC derivatives products Excellent Mathematical Skills including Stochastic calculus and Numerical methods Good programming skills (preferably C++ or Python) Be a strong team player and develop a strong relationship with members of the Quant team Build and maintain collaborative relationships with all stakeholders to enable the timely delivery of tasks Be willing to take responsibility for meeting deadlines You re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we d love to hear from you. So why join us? ANZ is a place where big things happen as we work together to provide banking and financial services across more than 30 markets. With more than 7,500 people, our Bengaluru team is the banks largest technology, data and operations centre outside Australia. In operation for over 33 years, the centre is critical in delivering the banks strategy and making an impact for our millions of customers around the world. Our Bengaluru team not only drives the transformation initiatives of the bank, it also drives a culture that makes ANZ a great place to be. Were proud that people feel they can be themselves at ANZ and 90 percent of our people feel they belong. We want to continue building a diverse workplace and welcome applications from everyone. Please talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirements, let us know how we can provide you with additional support. To find out more about working at ANZ visit https://www.anz.com/careers/ . You can apply for this role by visiting ANZ Careers and searching for reference number 97487 Job Posting End Date 04/06/2025 , 11.59pm, (Melbourne Australia)

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 1+ years of relevant professional experience B.E. or higher in Computer Science (or equivalent work experience) 1+ 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!

Casagrand is a leading real estate developer committed to building aspirations and delivering value. In the last twenty years, we have developed over 53 million sqft of prime residential real estate across Chennai, Bengaluru, Coimbatore & Hyderabad. Over 50,000 happy families across 140+ landmark properties stand testimony to our commitment. In the twenty years of our journey, we at Casagrand are all set to progress further forward with projects worth over 8000 crores in the pipeline. The Role The Pre-RERA Registration Coordinator will be responsible for preparing and managing the documentation process for faster and efficient RERA approvals for real estate projects under Casa Grand. This role requires coordination with multiple internal departments, ensuring that all legal, financial, engineering, and commercial documentation is completed to meet MAHA RERA compliance requirements. The position also includes vendor certificate preparation, follow-up, and liaison with relevant authorities to ensure smooth project registration. Key Responsibilities: Documentation Preparation & Coordination: Collaborate with internal departments (Legal, Survey, Finance, Engineering, Commercial, MIS) to gather and prepare 100% accurate documentation required for RERA registration. Vendor Certification Management: Prepare and draft vendor professional certificates in compliance with MAHA RERA Act 2016. RERA Registration Oversight: Oversee the end-to-end registration process of real estate projects with MAHA RERA, ensuring compliance with all necessary requirements. Submit all required documentation and fees to MAHA RERA for timely registration of the project. Compliance and Updates: Stay up-to-date with changes in MAHA RERA regulations, amendments, and updates. Implement necessary changes or updates to internal processes to ensure continued compliance with RERA laws and regulations. Cross-Functional Liaison: Act as a liaison between internal teams and external RERA authorities to ensure smooth project approvals. Collaborate with the legal and commercial teams to resolve any discrepancies or issues related to RERA documentation. Reporting: Generate regular status reports for internal stakeholders regarding the progress of RERA registration for Casa Grand projects. Ideal Profile Qualifications: Bachelors degree in Law, Business Administration, Real Estate, or related field. Proven experience (3-5 years) in real estate documentation, regulatory compliance, or RERA coordination. Familiarity with MAHA RERA Act 2016 and real estate registration processes. Strong organizational skills and attention to detail. Excellent communication skills, both verbal and written. Ability to work under pressure and meet deadlines. Whats on Offer? Work in a company with a solid track record of performance Join a well known brand within Real Estate A role that offers a breadth of learning opportunities

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 7+ 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.

What is the Investment Risk Management Team responsible for? The Investment Risk Management Team is responsible for risk oversight, developing the risk management framework for fixed-income sectors, derivatives, and strategies, and ensuring that they fall within the risk appetite defined by the organization #ASSOCIATE What are the ongoing responsibilities of an Investment Risk Consultant? The Investment Risk Consultants primary function is to monitor, assess, and communicate investment risks to the investment teams and to help communicate same to executive leadership. The position will be challenging, exciting, and rewarding as the candidate will have contact with investment teams who manage billions of dollars and gain experience with many fixed-income sectors (e.g., high yield, investment grade, MBS, Government, Floating Rate, Munis, Securitized), derivatives, and strategies. Monitor, assess, and communicate investment risks to the investment teams and executive leadership. Understand, monitor, and anticipate the risks of complex new and existing portfolios and products. Utilize investment and risk concepts and knowledge to organize qualitative and quantitative information to identify risk insights and trends. Communicate and debate risk information with key constituents, including investment professionals, executive management, fund boards, key committees, and external clients. Develop and implement plans to execute ad hoc projects and solve complex problems involving new ways to analyze risks. Provide guidance to risk analysts as needed What ideal qualifications, skills and experience would help someone to be successful? Bachelors degree minimum, preferably in math, statistics, computer science, data science, financial engineering, or other quantitative discipline with courses in finance and economics. Masters in quantitative discipline preferred with preference given to quantitative finance focused. 3-5 years of relevant work experience in investment risk. Strong quantitative and technical skills. Demonstrated ability to work with large databases and enterprise-size information systems. Progress toward or completion of FRM or CFA preferred. Experience with proprietary and/or vendor risk models (BBG Port/Aladdin) preferred. Strong verbal and written communications skills. Ability to work independently and collaboratively, think out-of-the-box, and provide analysis and recommendations with credibility and confidence. Ability to manage multiple projects with a focus on and complete priority tasks. What technology skill sets are critical to the success of this role? 3+ years of Power BI and SQL experience preferred. Tableau, Python, VBA, MATLAB, and other programming skills strongly preferred Work Shift Timings - 2:00 PM - 11:00 PM IST