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

Urgent Requirement of a Associate Consultant/Consultant-IVF for IVF Chain - Fulltime Qualification-MBBS, MS/MD-(obs gyn)+Fellowship -ART Experience - 0 to 5 Years Location -Jaipur, Kota, Ajmer, Meerat Watsap: 8800636536 (Abhinav)

You are a strategic thinker passionate about driving solutions in investments, and you have found the right team. As an Investment Specialist within the Global Liquidity Investment Specialist Team, your responsibilities will include preparing strategy presentations, analyzing portfolios, assisting with client performance reports, and coordinating with Sales, Consultants, and RFP teams. Leveraging your strong understanding of fixed income securities & market, excellent communication skills, and proficiency in MS Office and Bloomberg, you will deliver effective cash management solutions to our clients. Your main tasks will involve preparing strategy presentations that include performance & market value analytics, portfolio characteristics, and details on portfolio holdings. You will also be responsible for creating customized client presentations for review meetings and analyzing portfolios to understand positioning, analytics, and performance results. Additionally, you will prepare client performance reports, investment review materials, and provide commentaries on performance drivers while assisting in the preparation of other communications. Coordinating with Sales, Consultants, and RFP teams to meet their requirements will also be part of your role. The qualifications, capabilities, and skills required for this role include at least 3 years of experience in financial product analysis, marketing, or client services. You should possess excellent verbal and written communication skills, proficiency in MS Office (Excel, Word, PowerPoint), and experience with Bloomberg. Strong quantitative and analytical skills, including data analysis and understanding data flows, are essential. Being a self-starter with the ability to work independently and as a team player, as well as having time management skills, multitasking abilities, and being pro-active and an excellent communicator across different seniority levels are key requirements. A delivery focus, detail-orientation, and a strong commitment to accuracy are also important. Preferred qualifications, capabilities, and skills for this role include holding a CFA/FRM certification, a Masters Degree from a recognized institute in Finance/Economics/Business Administration, proficiency in Python with previous coding experience highly desirable, a strong understanding of fixed income securities & market, and experience in the Asset Management industry would be a plus.,

The Senior Analyst, MoRM (DIPL) position based in Mumbai, India involves actively managing model risk globally in line with the bank's risk appetite. The primary responsibilities include performing independent model validation, identifying and mitigating model risks, designing model risk metrics, implementing a robust model risk management framework, and supporting bank-wide model risk-related policies and practices. This role encompasses validation applicable to estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across various business units and risk types. As a Senior Analyst in Model Risk Management, you will be responsible for validating Stress testing models under the CCAR PPNR umbrella for DB USA. It is crucial to have an understanding of different aspects of the bank's business within Corporate Banking, Private Banking, Investment Banking, and other business segments. The role may involve flexibility in moving across different risk areas within the US model validation team. Key tasks include model performance testing, scenario and sensitivity analysis, assessing model assumptions, developing challenger models, and ensuring compliance with regulatory guidelines and bank policies. The ideal candidate should have 2-3 years of experience in model development/validation, with a preference for previous experience in stress testing such as DFAST/CCAR/ICAAP. Knowledge of B/PPNR models, financial statement analysis, statistical techniques, analytical skills, and proficiency in software packages like R and Python are essential. Strong report drafting skills, presentation abilities, and communication skills are also required. Candidates with backgrounds in Mathematics, Statistics, Economics, Engineering, or MBA are preferred, and additional certifications like CFA/FRM would be advantageous. Experience with Business Intelligence tools and framework development would be a plus. The position offers benefits including a leave policy, parental leaves, childcare assistance, sponsorship for certifications, employee assistance programs, insurance coverage, and health screening. Training, coaching, and a culture of continuous learning are provided to support career development. Deutsche Bank Group promotes a positive, fair, and inclusive work environment and values collaboration and initiative among its employees. For further details about our company and teams, please visit our website at https://www.db.com/company/company.htm. Join us in striving for excellence together every day, acting responsibly, thinking commercially, and celebrating the successes of our people as part of the Deutsche Bank Group. We welcome applications from individuals of all backgrounds to contribute to our diverse and inclusive workplace.,

Overview We are currently seeking an experienced Analytics Client Service Specialist to join our Client Coverage organization in Mumbai. The MSCI Global Client Service team is composed of experienced financial professionals that provide first tier support for our clients around the world. Team members are responsible for responding to a wide variety of methodology, usage, interpretational, and technical questions on both analytical and benchmark products. Client contact is primarily via telephone and email. Client service analysts will need to work closely with Senior Client Service Members, Sales and consultants to develop and maintain client relationships. Responsibilities Provide premium service to assigned accounts Answer detailed client inquiries about MSCI products and methodology. These queries may be related to Market Risk (VaR, Stress testing, Back testing, Risk Attribution etc.), Liquidity Risk, Credit Risk, Portfolio Optimization, Performance Attribution Participate in developing client relationships through proactive follow up on issues raised Maintain relationships by ensuring relevant product and model information is shared with clients Lead regular calls with important accounts to cover outstanding issues and giving updates Contribute to producing service reviews and service plans that support client renewal initiatives Execute onboarding and training of Clients Provide 100% ownership (to resolution) of support issues from important accounts within assigned segment Provide full ownership of account servicing to become a subject matter expert on analytics products and services Championing process changes to improve Client Experience and Efficiency Qualifications Excellent English written and oral communication skills; ability to articulate complex concepts and methodologies to clients and senior management is a must Client facing skills – an ability to quickly gain the clients trust; Client Orientated – demonstrate ownership for the clients issue, be seen as the Client’s champion within MSCI Execution – well organized, ask questions, raise potential problems early Problem solving skills; Technology proficient: Numerical analysis using Microsoft Excel A self-starter and highly motivated, ability to work individually and within a team and ability to work in a fast paced environment with constant interruptions Candidate must be able to keep track of multiple issues without leaving issues unresolved 3-8 years of work experience; Relevant experience is a plus A numerate Bachelor’s degree in Finance, Engineering, Mathematics, Statistics, Economics, or related field; CFA, FRM is a plus 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

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a seasoned professional to join their Quant team in Pune. Some of the key responsibilities will include: Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics. Pricing Model development and OPM review for Rates, FX and Equity models. Work closely with the platform engineering team on integration of analytics libraries into firm's risk systems. Investigate market data, pricing, and risk analytics issues. Work on implementation of AI based quantitative workflow solutions. Team lead for Quant Developer to drive quantitative business solutions. To be eligible for this role you will require: 12 13 years of experience with bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualifications like CFA, FRM, CQF. Excellent programming knowledge in Python/C++ with financial maths and quant development work. Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios. Good knowledge of development of pricing and risk analytics systems and tools. Good communication skills and ability to work with trading desk and platform engineering teams. Front office experience involving FX and Rates, excellent analytical and problem-solving skills.

The details of the position are: Company: Leading General Insurance Company. Designation: Risk Lead Role: Risk Lead Job Location: Mumbai Corporate Office Reports to: Chief Risk Officer Job Description: Handle and report exceptions (incidents) and conduct root cause analysis Perform portfolio and product-level risk reviews. Communicate and mitigate emerging risks of financial risk with different stakeholders/functions Conduct control testing and stress testing. Recommend risk-reward strategies. Monitor solvency and vendor credit risk. Solvency/capital monitoring and credit risk assessment of vendors For any further queries, write us at melissa@rightmatch.co.in

Analyst/ Associate @ Acuity Knowledge Partners (2-4 years Model Risk Management) Key Responsibilities As part of the first line of defence, assess new and existing models for potential vulnerabilities, limitations, or misuse. Review, analyse and interpret findings and observations from the model validation team. Propose, implement and document required changes or enhancements to models, methodologies, data inputs, and assumption to address identified issues. Define and develop relevant edge case scenarios (e.g., extreme market, credit, or borrower conditions) to robustly challenge model performance Design and code analytical frameworks to simulate and test defined edge cases, ensuring comprehensive coverage of potential risk exposures. Execute edge case testing, systematically record results, and analyze model responses to assess robustness and identify weaknesses. Prepare detailed documentation of all analyses, code developed, and findings from edge case assessments, ensuring reproducibility and transparency. Organize and maintain supporting evidence for all remediated issues and edge case testing, facilitating future reviews, audits, and regulatory examinations. Desired Qualification Masters degree in mathematics, statistics, data science, finance or a relevant field. Experience in model development, model validation or model governance. Programming experience with demonstrated exposure to multiple languages such as Python, SAS, R, MATLAB, SQL, VBA, C++ or similar languages. Domain experience in Credit Risk, Market Risk, Operational Risk or relevant fields. Experience with vendor financial data vendors: Bloomberg, Refinitiv, CRSP, MSCI, Markit, S&P Capital IQ, etc. Solid understanding of financial predictive modeling, such as multi-factor risk models, time series forecasting, Value-At-Risk (VaR), optimization theory, and machine learning. Attainment or progress toward at least one of the following: Graduate degree in business or quantitative discipline, Chartered Financial Analyst (CFA) charter, FRM or PRM risk management certifications, Certified Investment Management Analyst (CIMA) certification. Demonstrated history of strong analytical skills and attention to detail.

Teaching: Deliver engaging instructional sessions, conduct workshops, and facilitate discussions to reinforce CFA concepts, ensuring students grasp key material and develop critical thinking skills. Student Support: Assist students in understanding CFA concepts, addressing coursework questions, and offering study guidance. Course Material Preparation: Organize and update course materials, including lecture slides and assignments, ensuring accessibility and accuracy. Grading and Feedback: Support grading assignments, quizzes, and exams, providing constructive feedback for student improvement. Research and Development: Stay updated on the CFA curriculum and financial topics to ensure relevance. Professional Development: Engage in continuous learning about effective teaching practices and finance advancements. Business Growth: Work on CFA business growth via strategic collaboration and localized marketing. Creating Content: CFA-driven material for social networking

You are a strategic thinker who is passionate about driving solutions in investments, and you have found the right team. As an Investment Specialist within the Global Liquidity Investment Specialist Team, you will be responsible for various tasks that include preparing strategy presentations, analyzing portfolios, assisting with client performance reports, and coordinating with Sales, Consultants, and RFP teams. Your role will involve leveraging your strong understanding of fixed income securities and the market, excellent communication skills, and proficiency in MS Office and Bloomberg to deliver effective cash management solutions to our clients. Your responsibilities will include preparing strategy presentations that cover performance, market value, analytics, portfolio characteristics, and details on holdings in the portfolio. You will also be tasked with creating customized client presentations for review meetings, analyzing portfolios for positioning, analytics, and performance results, preparing client performance reports and investment review materials, and coordinating with various teams to cater to their requirements. To be successful in this role, you should have at least 3 years of experience in financial product analysis, marketing, or client services. Excellent verbal and written communication skills are essential, along with proficiency in MS Office (Excel, Word, PowerPoint) and experience with Bloomberg. Strong quantitative and analytical skills, the ability to work independently and as part of a team, effective time management, and the capacity to multitask are also required. You should be a proactive and excellent communicator who can connect with audiences across different seniority levels, with a strong focus on delivery and attention to detail. Preferred qualifications for this role include a CFA/FRM certification, a Masters Degree from a recognized institute in Finance/Economics/Business Administration, proficiency in Python with coding experience, a deep understanding of fixed income securities and the market, and experience in the Asset Management industry.,

As a Senior Analyst in Model Risk Management (MoRM) at Deutsche Bank, your primary responsibility will be to manage and actively validate model risk globally in alignment with the bank's risk appetite. This includes performing independent model validation, early identification and mitigation of model risks, designing model risk metrics, and implementing a robust model risk management and governance framework. You will support bank-wide model risk-related policies and practices. Your role will involve validating stress testing models used within the CCAR PPNR umbrella for DB USA, requiring an understanding of various aspects of the bank's business across Corporate Banking, Private Banking, and Investment Banking segments. You will be expected to conduct model performance testing, scenario analysis, sensitivity analysis, and conceptual assessments of model assumptions, limitations, and weaknesses. Additionally, you will develop challenger models, automate processes, and enhance frameworks to ensure efficiency. To excel in this role, you should have 2-3 years of professional experience in model development/validation or related areas, with prior exposure to stress testing such as DFAST/CCAR/ICAAP being advantageous. Knowledge of B/PPNR models across different lines of business and the ability to analyze financial statements will be beneficial. Proficiency in statistical techniques, analytical skills, and experience with software packages like R and Python are essential. Strong report drafting skills, along with good presentation and communication abilities, are required. A background in Mathematics, Statistics, Economics, Engineering, or MBA, along with CFA/FRM certifications, will be advantageous. At Deutsche Bank, you will have access to a range of benefits, such as a best-in-class leave policy, gender-neutral parental leaves, childcare assistance, sponsorship for certifications, and comprehensive insurance coverage. Training, coaching, and a culture of continuous learning will support your career progression. Join us in a positive, fair, and inclusive work environment where we strive for excellence together every day. For more information about Deutsche Bank and our teams, please visit our company website: https://www.db.com/company/company.htm. We celebrate the successes of our people and welcome applications from all backgrounds. Together, we are Deutsche Bank Group.,

Location(s): Quay Building 8th Floor, Bagmane Tech Park, Bengaluru, IN Line Of Business: RRS(RRS) Job Category: Credit Analysis & Research Experience Level: Experienced Hire At Moody's, you have the opportunity to join a team of bright minds dedicated to transforming today's risks into tomorrow's opportunities. We foster an inclusive environment where everyone is encouraged to be themselves, share ideas freely, think innovatively, and engage with colleagues and customers in a meaningful manner. Even if you do not meet all the requirements listed, we encourage you to apply if you are enthusiastic about this role. We are looking for individuals who embody our values: investing in relationships, leading with curiosity, embracing diverse perspectives, translating ideas into actions, and upholding trust with integrity. Skills and Competencies: - Strong accounting background with a focus on financial analysis - Proficiency in MS Excel, Word, and PowerPoint - Excellent organizational skills and attention to detail - Ability to collaborate effectively in a team setting with matrix reporting - Strong verbal, written communication, and interpersonal skills - Capacity to adapt to changing environments and prioritize tasks accordingly Education: - Minimum 1-2 years of relevant experience in Credit Rating Analysis and Financial Statement Analysis - Postgraduate degree in Accounting, Finance, or Economics from a reputable institution preferred - CFA/FRM certification is a plus Job Responsibilities: As a Senior Financial Data Analyst, you will play a key role in the Research and Ratings Support team by providing data and analytic services to support credit analysis functions. Your responsibilities will include: - Preparing various credit process inputs and conducting preliminary analyses - Performing financial statement analysis using accounting and finance principles - Applying Moodys methodology standards to financial data - Creating initial work package items for ratings and research processes - Updating financial spreadsheets, charts, and tables - Supporting monitoring of analyst credit portfolios - Providing documentation and guidance to support analysts - Reviewing, adjusting, and publishing data for external market participants - Assisting with credit administration processes and other ad hoc tasks as required About the Team: The Research and Ratings Support (RRS) team is dedicated to providing data and analytic services that underpin credit analysis functions within the MIS analytic teams. Joining this team will involve engaging in a variety of credit-related activities such as ratings, research, market outreach, and presentations. Candidates applying to Moody's Corporation may be required to disclose their securities holdings in accordance with Moodys Policy for Securities Trading. Compliance with this policy, including remediation of any relevant positions, is a condition of employment. For further details on the Securities Trading Program, please consult the STP Quick Reference guide on ComplianceNet. Please be aware that STP categories are determined by the hiring teams and may change during an employee's tenure at Moodys.,

You will be joining M&G Global Services Private Limited, a subsidiary of M&G plc group of companies, as a Manager Business Senior Auditor. In this role, you will report to the Assistant Vice President in M&G Global Services Private Limited, located in Mumbai. Your primary responsibility will be in the Internal Audit function, which is crucial for meeting business ambitions and protecting customer interests by ensuring internal control, risk, and governance frameworks are effective. As a Business Senior Auditor, you will work closely with stakeholders to identify risks and control improvements across various business functions. This role requires at least three to six years of experience in financial services and/or internal/external audit. You will need to understand operational processes, identify operational risks, plan and conduct audit tests, and effectively communicate findings to stakeholders. Your key responsibilities will include planning and risk assessment, audit performance, audit reporting, business partnering, and team management. You will collaborate with stakeholders, lead discussions on audit testing results, build relationships, and provide guidance to junior team members. Additionally, you will actively participate in the Audit Community, seek learning opportunities, and contribute to a positive team environment. To excel in this role, you must be eager to learn, build relationships, communicate effectively, and demonstrate strong organizational skills. Knowledge of the COSO framework, business risk and control frameworks, and financial services/products is essential. Ideally, you should have certifications such as CISA, FRM, or CIA, along with a degree or relevant professional qualification. In summary, as a Manager Business Senior Auditor at M&G Global Services, you will play a vital role in ensuring the effectiveness of internal controls and governance frameworks, contributing to the overall success of the organization while upholding high standards of professionalism and integrity.,

: Job Title: Investment Risk Senior Risk Analyst LocationMumbai, India Role Description Today, markets face a whole new set of pressures but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. Were looking for creative thinkers and innovators to join us as the world continues to transform. As whole markets change, one thing remains clear; our people always work together to capture the opportunities of tomorrow. Thats why we are Investors for a new now. As investors on behalf of our clients, it is our role to find investment solutions. Ensuring the best possible foundation for our clients financial future. And in return, well give you the support and platform to develop new skills, make an impact and work alongside some of the industrys greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. About DWS Investment Risk The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Support the design, maintenance and enhancement of portfolio stress test analyses to identify extreme market scenarios and quantify potential losses across various investment strategies for the liquid product range Support the review of the market risk stress testing framework, including but not limited to the maintenance and enhancement of the scenario inventory and investment strategies, as well as perform regular and ad-hoc limit calibration. Participate in the development and enhancement of the market risk governance across DWS liquid product ranges and relevant regulations Support decision-making and approval processes around the risks taken by DWS or its managed products Perform ad-hoc market risk analyses, identifying material risk drivers and discuss results with the Portfolio Management Team, DWS Senior Management and other DWS stakeholders. Collaborate with other DWS functions and ensure adequate representation of the risk requirements within global projects and initiatives Your skills and experience University degree in Finance, Mathematics or a quantitative field At least 3 years of experience, ideally in risk management or portfolio management Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designations a plus Experience with financial risk modelling, including financial instruments pricing and risk analytics Experience within the asset management industry, with various asset classes and investment strategies Proactive mind-set to implement process improvements and new solutions Experience with BlackRock Solutions Aladdin or similar systems preferred Strong programming skills in object-oriented languages, ideally Python and SQL Fluent in English, German is a plus How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm

: In Scope of Position based Promotions (INTERNAL only) Job TitleAssociate - CRO Treasury Risk Management / Capital Risk Management LocationMumbai, India Role Description CRO Treasury Risk Management (TRM) provides a holistic coverage of all the risks managed by the Treasury function, including capital risk, liquidity risk, structural interest rate and FX risks, recovery and resolution planning. TRM Capital Risk Management acts as the 2nd line of defense control function for capital risk, which defines the control framework against the risk of insufficient capital at Group and entity level as well as coordinates DBs Internal Capital Adequacy Assessment Process (ICAAP). The Economic Capital & Leverage team sets the banks economic capital adequacy framework, establishes controls for certain economic risks, and acts as second line of defence for Economic Capital Adequacy and Leverage Ratios. Economic capital adequacy framework comprises the banks principles for risk quantification approaches under the economic perspective and economic loss absorbing capacity. Controls for economic risks refer to Pillar 2 risk types such as step-in risk and insurance risk and risks related to intangible assets. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Support in the ongoing monitoring, reporting and escalation of DB Groups economic capital adequacy metric. Maintain a robust control environment for DB Groups economic capital models, including data quality and model risk activities. Contribute to improvement initiatives related to the models that measure the risk related to the banks earnings volatility risk, software assets portfolio and risk type diversification. Analyze the changes in DBs risk profile and the differences between economic and regulatory capital models (i.e. mutual information between Pillar 1 and Pillar 2). Coordinate disclosure (e.g. Pillar 3 report) and external engagement points (DB Group supervisors) on economic capital models. Support in the implementation of measures required by supervisors, auditors and validators. Your skills and experience Education and Experience University degree or equivalent, preferably in Finance, Business Administration or some related field. 4y+ professional experience in Banking or Consulting in Risk Management or Finance, preferably with a link to capital adequacy/ICAAP. Experience with regulatory submissions beneficial. Competencies Knowledge about key regulations on capital adequacy/ICAAP Hands-on working approach with good analytical skills and strong attention to detail. Ability to present information to senior management in an appropriate way (quality & format). Ability to independently liaise with internal stakeholders. Ability to manage multiple tasks or projects at once and within given timeframes. Confident in management of models, handling and analyzing large amount of data. Proficient in Microsoft Office and Power Point. Personal characteristics Excellent communication skills in business-fluent English, verbal and written. A team player, able to work collaboratively in a global diverse team within a complex management structure and virtual team across the globe. Focused and self-motivated with continuous improvement mind-set. Goal-oriented, positive and constructive attitude. Ability to cope well under pressure and within deadlines. How well support you . . . .

Greeting! We are seeking a highly skilled and experienced Assistant Vice President (AVP) of Fraud Risk Management with a strong focus on FRM application implementation and API integration . The successful candidate will play a critical role in safeguarding our bank and its customers from evolving fraud threats by leading the end-to-end implementation and enhancement of cutting edge fraud detection and prevention systems. This role requires deep technical expertise in integrating complex financial systems and a proven track record of managing significant FRM projects. Key Responsibilities: FRM Application Implementation & Management: Lead the planning, design, development, testing, and deployment of new Fraud Risk Management applications and modules, ensuring alignment with business objectives and regulatory requirements. Oversee the entire lifecycle of FRM system enhancements, upgrades, and maintenance, ensuring optimal performance, scalability, and stability. Collaborate closely with business stakeholders (Risk, Operations, Product, Compliance) to gather detailed requirements, translate them into technical specifications, and ensure solutions meet their needs. Manage vendor relationships for FRM solutions, including evaluation, selection, and ongoing performance monitoring. Drive continuous improvement initiatives for FRM systems, leveraging industry best practices and emerging technologies (AI/ML, behavioral analytics). API Integration & Architecture: Spearhead the design, development, and implementation of robust and secure API integrations between FRM systems and various internal/external banking platforms (e.g., core banking, payment gateways, digital channels, identity verification services). Define API standards, best practices, and governance frameworks for real-time fraud detection and prevention data exchange. Provide technical leadership and hands-on expertise in troubleshooting complex integration issues, ensuring seamless data flow and minimal latency. Work closely with development teams (internal and vendor) to ensure API contracts, documentation, and implementation adhere to architectural guidelines and security protocols. Fraud Strategy & Operations Support: Contribute to the development and refinement of fraud risk strategies by providing technical insights into system capabilities and limitations. Support fraud operations teams by ensuring FRM systems effectively generate accurate alerts, facilitate investigations, and support case management workflows. Monitor system performance and fraud detection effectiveness, recommending and implementing tuning and optimization strategies. Ensure all FRM implementations comply with local (e.g., RBI) and international regulatory guidelines, data privacy standards (e.g., GDPR), and internal bank policies. Leadership & Collaboration: Lead cross-functional teams, including developers, business analysts, QA, and operations, to deliver successful FRM projects. Mentor and guide junior team members, fostering a culture of technical excellence and continuous learning. Act as a Subject Matter Expert (SME) for FRM technology, providing guidance to senior management and other departments. Effectively communicate complex technical concepts and project progress to both technical and non-technical stakeholders. Qualifications: Education: Bachelor's or Master's degree in Computer Science, Information Technology, Engineering, or a related quantitative field. Experience: Minimum of 9+ years of progressive experience in software development, system implementation, and API integration within the Banking and Financial Services domain. Demonstrable deep experience in the implementation and management of Fraud Risk Management (FRM) applications/platforms (e.g., NICE Actimize, SAS Fraud Management, Feedzai, Verafin, or similar enterprise-grade solutions). Proven hands-on experience with designing, developing, and integrating RESTful and SOAP APIs for mission-critical financial systems. Strong understanding of banking processes, payment systems, and typical fraud typologies (e.g., electronic fraud, card fraud, account takeover, loan fraud). Experience with Agile/Scrum methodologies and full SDLC. Prior experience in a client-facing or leadership role is highly desirable. Technical Skills: Proficiency in programming languages such as Java, Python, or similar, used in enterprise-level financial applications. Strong knowledge of relational databases (e.g., Oracle, SQL Server, MySQL) and NoSQL databases (e.g., MongoDB), with ability to write complex queries. Experience with microservices architecture, cloud platforms (AWS, Azure, GCP), and containerization (Docker, Kubernetes) is a plus. Familiarity with CI/CD pipelines (Jenkins, GitLab CI/CD) and version control systems (Git, Bitbucket). Exposure to data analytics and visualization tools (e.g., Power BI, Tableau) for monitoring and reporting. Soft Skills: Excellent analytical and problem-solving abilities with a meticulous attention to detail. Strong communication, presentation, and interpersonal skills, capable of influencing stakeholders at all levels. Ability to work effectively under pressure and manage multiple priorities in a fast-paced environment. Demonstrated leadership qualities and a collaborative team player.

It is recognised that the size & complexity of Shell Trading & Supply (T&S) has increased substantially over the past few years & the expectations around risk management from a regulatory perspective have also shifted for Energy trading As a result, & also recognising the potential to unlock additional value from enhanced risk management of our trading activities, a strategic decision has been made to make major investment s over the next 3-4 years to strengthen the risk management capabilities of the organisation from a people, process, data & systems perspective in both the first & second lines of defence. The role would support the Energies- Market Risk Manager in the organisation to lead the efforts for the second line of defence over the various ETRM change implementation projects & associated, development, testing & deployment . Division in India: The Market Risk department is a specialized unit in Finance Operations that operates in the Chennai , Bengaluru & Manila centres . The team has front line responsibility for risk measurement, deal valuation, exposure reporting , quantitative risk modelling, strategy validation processes & price validation. The department pulls together a range of expert skills that ensure accurate & timely reporting, & allow us to offer professional advice on the wide range of issues that the department gets involved in. We are interested in attracting people to our business who share our core working values of honesty, integrity & respect for others. We also want those who can build on our business vision, are prepared to accept accountability & can achieve impressive results through teamwork. Principal Accountabilities: Drive & deliver key ETRM implementation & risk transformation projects across Energy vertical. Lead a team of System& Transformation experts to develop analytical capabilities, ETRM implementation programs, Report transformation amongst the multiple projects in Risk in the energies space. Understand&develop tools or implement technology-based solutions to improve the risk capabilities that would support Risk Reporting. Working closely with Process Data & System Architects/Experts, Risk Advisory & Operations Teams to ensure trading risks & returns are fully understood, captured & tools to challenge are available. Lead a small team of experts who would be responsible to develop, deliver ETRM/risk transformation projects &Process/Data/System initiatives in the energies vertical. Operate a primary project manager for Development & Automation activities in Market Risk through the various transformational projects. Key role would be building a vision to transform Market Risk operations BAU processes through ETRM implementation, into IT enabled, governed & controlled applications. Understand current processes including time intensive manual steps & any process pain points which represent improvement opportunities to work with Process/Data/Systems/Projects. Identify &prioritize automation opportunities & influence stakeholders to deploy. Prepare detailed technical solution design documents. Prepare, participate& lead the UAT & consequent deployment of the various ETRM/System transformational projects & ensure readiness for a fit for future risk function. Lead across cross functional teams & manage with a One Team approach. Work closely with Transformation Change & Engage Lead to ensure robust communication &socialization for process changes & awareness of results. Help support development of the Market Risk plans together with the multi-year roadmap for investment in systems & technology. Interfaces: Multiple stakeholders including: Risk Transformation Team, Market Risk Operations, Project Teams, Shell IT, Process Data & System Architects/Experts& Project Delivery Team. SMEs in various Market Risk teams including Operations, Advisory, Process Data & System Architects/Experts, Valuation, Reporting & Analytics, Quantitative Risk, Model Validation, & Onshore Operations. Risk Change & Engage Lead Risk Transformation Governance& Projectleads. Technical/Experience Requirements for the role: An undergraduate degree in Statistics, Mathematics, Science, Finance or Economics, Engineering is preferred with a minimum of 6-8 years experience post-graduation of which 3-4 years in trading/risk management of energy. A masters degree in finance or analogous domain is required. Candidate with CFA, FRM, ERP certifications would be preferred. Work experience in various financial positions, with experience of applying Trading risk and financial management, process and controls principles in practice. Strong understanding of options/non-linear instruments and their payoffs, risk-return, risks not captured in modelling. Experience with Process Analysis, Design, & Implementation, Business & Technical requirements, Problem-Solving, & System(s) Testing, including UAT & Bug fixes Strong understanding of Business Process Management techniques & notation Basic understanding of Lean Six Sigma process methodologies Expert is data visualization& story telling. Relevant experience working with Python & R Other Requirements for the role: Good understanding of Market Risk in general & Commodity Market Risk/Trading in particular including Risk Metrics, ETRMs & best practices in Commodity Risk management. Can work independently to resolve discrepancies, defects, incidents, or problems understanding the business & systems. Persuasive communication skills, confidence to speak up & challenge plus ability to form effective relationships with stakeholders across Commercial, Risk, IT, the broader Finance organisation, & other support functions Proven ability to manage & deliver through others, collaborating with people from diverse cultural backgrounds & in a virtual, global environment. Strong Problem-Solving & Analytical Skills An Innovative place to work Theres never been a more exciting time to work at Shell. Everyone here is helping solve one of the biggest challenges facing the world today: bringing the benefits of energy to everyone on the planet, whilst managing the risks of climate change. Our business has been built on a foundation of innovative technology and skilled employees. By providing energy to sustain peoples lives for more than a hundred years, Shell has become one of the worlds leading companies. Join us and youll be adding your talent and imagination to a business with the ambition to shape the future. At Shell, everyone does their part. An Inclusive place to work Shell is working to become one of the most diverse, equitable, and inclusive organizations in the world. We are taking steps to create an environment where everyone from our employees, to our customers, partners, and suppliers feels valued, respected, and has a strong sense of belonging. To achieve this, we must ensure all people are treated fairly, irrespective of their race, color, religion, age, gender, sexual orientation, gender identity, marital status, disability, ethnic origin, nationality, or other status. To power progress together, we need to attract and develop the brightest minds and make sure every voice is heard. Here are just some of the ways we are nurturing an inclusive environment one where you can express your ideas, extend your skills, and reach your potential. Were closing the gender gap whether thats through action on equal pay or by enabling more women to reach senior roles in engineering and technology. Were striving to be a pioneer of an inclusive and diverse workplace, promoting equality for employees regardless of sexual orientation or gender identity. We consider ourselves a flexible employer and want to support you finding the right balance. We encourage you to discuss this with us in your application. A rewarding place to work Combine our creative, collaborative environment and global operations with an impressive range of benefits and joining Shell becomes an inspired career choice. Were huge advocates for career development. Well encourage you to try new roles and experience new settings. By pushing people to reach their potential, we frequently help them find skills they never knew they had, or make career moves they never thought possible. - Please note: We occasionally amend or withdraw Shell jobs and reserve the right to do so at any time, including prior to the advertised closing date. Before applying, you are advised to read our data protection policy. This policy describes the processing that may be associated with your personal data and informs you that your personal data may be transferred to Shell/Shell Group companies around the world. The Shell Group and its approved recruitment consultants will never ask you for a fee to process or consider your application for a career with Shell. Anyone who demands such a fee is not an authorised Shell representative and you are strongly advised to refuse any such demand. Shell is an Equal Opportunity Employer.

Role & responsibilities Investigation of fraud cases identified during transactions monitoring and reported through other internal channels. Timely reporting of payment fraud cases to Banking regulators i.e. NPCI, RBI. Liaisoning with internal and external stakeholders for dispute related investigation/enquiry. Recovery of fraudulent transaction amount by coordinating with peer banks/merchants/wallets. Handling, actioning & responding to notices/complaints received from LEAs, regulators and external stakeholders. Actioning and timely closure of Cyber Police Complaints assigned on Cyber Police Portal. Monitoring of real time transactions for fraudulent transactions and money mules and taking appropriate action to minimize such activity. FRM rule modification basis the fraud trends to avoid false positive alerts, Understanding fraud trends and timely implementation of prevention plans. Identifying errors, suggesting and implementing developmental changes in applications/process for smooth functioning of FRM. Investigation of fraud cases identified during transactions monitoring and reported through other internal channels. Timely reporting of payment fraud cases to Banking regulators i.e. NPCI, RBI. Liaisoning with internal and external stakeholders for dispute related investigation/enquiry. Recovery of fraudulent transaction amount by coordinating with peer banks/merchants/wallets. Handling, actioning & responding to notices/complaints received from LEAs, regulators and external stakeholders. Actioning and timely closure of Cyber Police Complaints assigned on Cyber Police Portal. Monitoring of real time transactions for fraudulent transactions and money mules and taking appropriate action to minimize such activity. FRM rule modification basis the fraud trends to avoid false positive alerts, Understanding fraud trends and timely implementation of prevention plans. Identifying errors, suggesting and implementing developmental changes in applications/process for smooth functioning of FRM. Preferred candidate profile Graduate in any stream Min 5 years exp in transaction monitoring/fraud investigation. Possess knowledge of FRM function, chargeback, investigation and functioning of other departments of banks. Should have knowledge of banking applications like FRM tool, VRM, CRM and transactions triggers. Able to work independently under pressure. Should be alert, disciplined & vigilant. Team leading quality.

Key Responsibilities: Analyze financial risk data to identify trends and support risk mitigation strategies Collaborate with stakeholders to define business and functional requirements Assist in the development and enhancement of risk models, dashboards, and reporting tools Ensure compliance with regulatory requirements (e.g., Basel, IFRS 9, etc.) Support project management activities across risk and finance initiatives

Position Title: Derivatives Pricing Evaluator - Mumbai Major Responsibilities: • Run the full production cycle for all Derivatives asset types for APAC region including preproduction and quality analysis, production and deliveries • Gather requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes) • Manage the clients workflow evaluation pricing cycle and support Technical /Professional Skills & Competencies: Requirements: • Bachelor and/or masters degree in finance • Well rounded knowledge of financial markets and derivatives instruments. • Ability to independently research and apply complex concepts in a real-world context. • Must be self-motivated and have the ability to learn quickly and operate under tight time constraints • Strong problem solving skills are crucial • Proficient in Excel • Good verbal & written communication skills • Must have the confidence and poise to explain and defend evaluations to customers. • Must be flexible with shift timings (Any shift between 6:00 am and 9:00 am IST) Additional Preferred Skills: (Not a mandate) • Experience working with vanilla and complex derivatives. • Ability to quickly learn pricing tools. • Basic Knowledge of VBA and Python an added advantage.

We are hiring for a leading Non-Banking Financial Company (NBFC) known for its robust risk culture and innovation in financial services. This is an excellent opportunity for FRM-certified professionals to build or grow their career in market, credit, operational, and liquidity risk management. Education: Bachelors/masters degree in finance, Economics, Statistics, Mathematics, or related fields. Job Summary: We are seeking an Entry-Level Risk Analyst who is eager to build a career in market, credit, operational (ORM), and liquidity risk management. This role offers hands-on exposure to risk modelling, stress testing, RCSA frameworks, and regulatory compliance. Key Responsibilities: Risk Analysis & Reporting Monitor cyber risk, fraud risk, and model risk governance.board development. Support risk scenario analysis, stress testing, and back testing. Market & Credit Risk Evaluation Learn VaR, Expected Shortfall (ES), and other risk measures. Support analysis of credit exposures, counterparty risk, and corporate bonds/mortgage-backed securities. Operational Risk & RCSA Support Assist in Risk & Control Self-Assessment (RCSA) documentation and ORM frameworks. Monitor cyber risk,fraud risk, and model risk governance. Support third-party risk assessment and operational resilience planning. Regulatory Compliance & Governance Learn Basel norms, liquidity stress testing, and risk-adjusted return models (RAROC). Ensure risk policies align with RBI, SEBI, and NBFC risk frameworks. Key Requirements: 3-15 years of experience in financial risk management, ORM, treasury, or investment risk. Basic knowledge of risk modelling, operational risk frameworks, and regulatory compliance. Strong analytical and statistical skills; familiarity with Excel, SQL, Python, or R is a plus. Interest in RCSA, cyber risk, and financial fraud prevention. Excellent communication and problem-solving skills. Preferred: FRM (Part I cleared) / CFA (Level 1) / MBA (Finance)

Project description Our customer is a leading private bank in India that provides front-to-back integrated treasury solution. Bank is embarking upon first ever Murex upgrade (v3.1.38 to v3.1.6x) since implementation. Luxoft has been chosen as the System Integrator partner for this project and will have key roles across all the streams - Front Office, Back Office, Finance, Risk, Integration, Reporting, Test Management, Configuration & Environment management. We are looking for experienced & motivated Murex colleagues to join this exciting program and contribute towards the success of this engagement Responsibilities Understand the project requirement and validate the design solutions Support testing team during Test case, data preparation and execution phases Execute and document test results during System Integration Testing (SIT). Assist business users during User Acceptance Testing (UAT) execution, triage issues. Execute and analyse Murex Standard/Extended and Report Recon activities with Business Analyst and Testing team Working collaboratively with Senior Business Analyst to investigate and debug of defects Collaborate with various stakeholders, including business users, technical teams, and project team for testing, defect triage and solution sign offs Skills Must have 1 to 3 years of Capital Markets (Murex) Experience Strong domain knowledge on capital market asset classes FXC/FXD, FI, IRD, MM (at least 1) Pursuing and completed at least level 1 certification for either FRM, CFA or CA Nice to have Exposure to at least 1 Migration/Upgrade project in treasury and capital market solutions Knowledge on Hedge accounting, Collateral, FIMMDA Valuation Prior working experience in Murex platform (Mx3.1 Preferred) Other Languages EnglishC2 Proficient Seniority Junior

Project description Our customer is a leading private bank in India that provides front-to-back integrated treasury solution. Bank is embarking upon first ever Murex upgrade (v3.1.38 to v3.1.6x) since implementation. Luxoft has been chosen as the System Integrator partner for this project and will have key roles across all the streams - Front Office, Back Office, Finance, Risk, Integration, Reporting, Test Management, Configuration & Environment management. We are looking for experienced & motivated Murex colleagues to join this exciting program and contribute towards the success of this engagement The candidate will be trained on Murex (for candidates with strong Capital Markets knowledge). Responsibilities You will be a Murex FO BA responsible for supporting Front office related work requests. The role requires an understanding of financial markets across various asset classes (FXC/FXD, IRD, Fixed Income, Commodities). You will work closely with the existing Luxoft delivery teams and interact with both business and client technology functions. Contributing to FO Requirement Analysis for various projects Contributing to understanding the business needs, identifying business solutions, and validating the pros and cons of technical solution options Interact with FO users and interface between Business and IT with respect to Murex. Validate Pricing, Valuation, Sensitivities and other financial data across range of products. Configure ( if required) eTradepad, Curves, simulation view, Pretrades, etc. Follow up with Murex as and when necessary to resolve bugs and issues. Skills Must have 1-2 years of experience as FO BA Knowledge of at least two asset classes FXC/FXD, FI, IRD, MM etc Good communication skills. Nice to have Murex product suite Murex migration/upgrade experience Strong analytical skills required (quantitative analysis ability is a plus) Preferred qualificationsCFA/FRM certification, CA, or a strong background in capital markets. Other Languages EnglishC2 Proficient Seniority Junior

You will be closing working with Chief Economist, India. Job Role: It an economics focused role with in-depth research and analytics for Indian markets across policy spectrum and various other macro indicators as covered by the research team. The candidate would be based out of the Bangalore office. What we are looking for: Must have keen interest in global financial markets and knowledge of recent developments. Strong quantitative and mathematical skills with experience on working with large amount of data. Advanced Excel, VBA analytical skills and knowledge of basic econometrics. Working knowledge of Python or R is a plus Excellent written and verbal communication skills ability to write research reports and comment on market developments. Knowledge of database tools Bloomberg, Haver, World Bank, CME and other financial databases; various central bank (RBI) and statistical websites (e.g. MOSPI) Prior experience of macro research or equity research in Indian markets is a plus. Education and Experience: Advanced degree in economics/statistics/engineering with minimum 2 years of relevant experience. Progress towards CFA / FRM qualification is preferable.

Today, markets face a whole new set of pressures but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. Were looking for creative thinkers and innovators to join us as the world continues to transform. As whole markets change, one thing remains clear; our people always work together to capture the opportunities of tomorrow. Thats why we are Investors for a new now. As investors on behalf of our clients, it is our role to find investment solutions. Ensuring the best possible foundation for our clients financial future. And in return, well give you the support and platform to develop new skills, make an impact and work alongside some of the industrys greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. About DWS Investment Risk The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 Support the design, maintenance and enhancement of portfolio stress test analyses to identify extreme market scenarios and quantify potential losses across various investment strategies for the liquid product range Support the review of the market risk stress testing framework, including but not limited to the maintenance and enhancement of the scenario inventory and investment strategies, as well as perform regular and ad-hoc limit calibration. Participate in the development and enhancement of the market risk governance across DWS liquid product ranges and relevant regulations Support decision-making and approval processes around the risks taken by DWS or its managed products Perform ad-hoc market risk analyses, identifying material risk drivers and discuss results with the Portfolio Management Team, DWS Senior Management and other DWS stakeholders. Collaborate with other DWS functions and ensure adequate representation of the risk requirements within global projects and initiatives Your skills and experience University degree in Finance, Mathematics or a quantitative field At least 3 years of experience, ideally in risk management or portfolio management Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designations a plus Experience with financial risk modelling, including financial instruments pricing and risk analytics Experience within the asset management industry, with various asset classes and investment strategies Proactive mind-set to implement process improvements and new solutions Experience with BlackRock Solutions Aladdin or similar systems preferred Strong programming skills in object-oriented languages, ideally Python and SQL Fluent in English, German is a plus