7 Mathematical Finance Jobs

At Franklin Templeton, we're driving our industry forward by developing new and innovative ways to help our clients achieve their investment goals. Our dynamic and diversified firm spans asset management, wealth management, and fintech, offering many ways to help investors make progress toward their goals. Our talented teams working around the globe bring expertise that's both broad and unique. From our welcoming, inclusive, and flexible culture to our global and diverse business, we offer opportunities not only to help you reach your potential but also to contribute to our clients achievements. Come join us in delivering better outcomes for our clients around the world! What is the Digital ...

As a Specialized Analytics Senior Analyst at the company, you will be a seasoned professional contributing to the development of new techniques and the improvement of processes in the area. Your role will integrate subject matter and industry expertise within a defined area, requiring an in-depth understanding of how areas collectively integrate within the sub-function to contribute to the objectives of the function and overall business. **Key Responsibilities:** - Partner closely with Strategy partners and Model Risk Management validators across the model lifecycle, including validation, ongoing performance evaluation, and annual reviews. - Develop, validate, and test fraud detection models...

The Market Risk and Portfolio Model Validation Specialist position in Mumbai, India, within the Risk division at Deutsche Bank involves managing a wide range of risks including credit, market, and non-financial risks. As part of the Model Risk Management (MoRM) team, you will be responsible for independent model validation and managing model risk globally in alignment with Deutsche Bank's risk appetite. The teams are spread across Mumbai, Frankfurt, Berlin, London, and New York. In this role, you will focus on developing and maintaining a central modelling and validation service for all risk model types and methodologies. You will review and analyze Market Risk and Portfolio models such as V...

Job Specification Challenge and validate financial models for the valuation of complex exotic OTC derivatives and strategies (such as various types of swaps (dispersion, variance, correlation, CMS) or options/ option strategies (dual digital, dispersion, CMS, volatility straddle) private equity and venture debt investments. Regularly validate counterparty valuations for such complex financial derivatives and valuation recommendations or valuation reports for asset classes like private equity or venture capital under tight fund deadlines. Analyse events (corporate or other) with regards to valuation, such as restructurings or special market developments. Prepare the back testing for target fu...

You will be responsible for running the full production cycle for all Derivatives asset types in AMERS, which includes preproduction and quality analysis, production, and deliveries. Additionally, you will gather requirements for Derivatives products in both vanilla asset types (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes). Managing the clients workflow evaluation pricing cycle and supporting TRPS Derivatives clients communications will also be part of your duties. To excel in this role, you should possess a Bachelor's and/or master's degree in Finance, preferably in Quant...

The Portfolio Models and Alpha Model Validation Specialist, Associate role based in Mumbai, India is a part of the Model Risk Management (MoRM) team at Deutsche Bank. MoRM is responsible for managing model risk by independently validating internal models and monitoring and controlling model risk. The Portfolio Models and Alpha validation team within MoRM focuses on validating portfolio models developed for Credit Risk, Business Risk, Operational Risk, and Risk Type Diversification. As a Portfolio Models and Alpha Model Validation Specialist, your key responsibilities will include independent validation of models and model changes, performing quantitative analyses, enhancing validation concep...

Job Specification Challenge and validate financial models for the valuation of complex exotic OTC derivatives and strategies (such as various types of swaps (dispersion, variance, correlation, CMS) or options/ option strategies (dual digital, dispersion, CMS, volatility straddle) private equity and venture debt investments. Regularly validate counterparty valuations for such complex financial derivatives and valuation recommendations or valuation reports for asset classes like private equity or venture capital under tight fund deadlines. Analyse events (corporate or other) with regards to valuation, such as restructurings or special market developments. Prepare the back testing for target fu...