22 Numerical Algorithms Jobs

Role Overview: As the Pricing Model Validation Lead - VP at Deutsche Bank in Mumbai, India, your primary responsibility will be to independently review and analyze derivative pricing models across Rates, FX, and Hybrids. You will collaborate with the pricing validation teams in London and Berlin to conduct validation testing, analyze mathematical models, and assess associated risks. Your role will involve engaging with key stakeholders such as Front Office Trading, Front Office Quants, Market Risk Managers, and Finance Controllers to discuss the outcomes of your reviews and analyses. Additionally, you will be responsible for managing team members, ensuring their knowledge, training, and comm...

As a Quantitative Research Equities Modeling professional, you will be responsible for developing and maintaining mathematical models for pricing, hedging, and risk measurement of derivatives securities. Your key responsibilities will include: - Developing mathematical models for pricing, hedging, and risk measurement of derivatives securities - Identifying major sources of risk in portfolios, explaining model behavior through scenario analyses, and developing quantitative tools - Assessing the appropriateness of quantitative models and their limitations, as well as identifying and monitoring associated model risk - Implementing risk measurement, valuation models, or algorithmic trading modu...

Looking for challenging role If you really want to make a difference - make it with us Can we energize society and fight climate change at the same time At Siemens Energy, we can. Our technology is key, but our people make the difference. Brilliant minds innovate. They connect, create, and keep us on track towards changing the world's energy systems. Their spirit fuels our mission. Our culture is defined by caring, agile, respectful, and accountable individuals. We value excellence of any kind. Sounds like you Siemens Energy India Limited is seeking a responsible, professional, and self-motivated individual to join the Gas Turbine Research & Development team as a Computational Software Speci...

Role Overview: Model Validation Analyst - Derivative Pricing position at Deutsche Bank in Mumbai, India involves actively managing model risk globally, including performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. The Pricing Model Validation team is responsible for independently reviewing and analyzing derivative pricing models used for valuation and pricing across the bank. Key Responsibilities: - Independently review and analyze derivative models for pricing and risk management a...

As a Senior Consultant in Data Science and Analytics at TransUnion, you will bring your expertise as an experienced data scientist with a strong mathematical programming background and advanced software development skills to support the development of cutting-edge analytic platforms. Your role will involve partnering with internal and external cross-functional teams to drive the setup and ongoing success of new data science environments in multiple markets. Key Responsibilities: - Lead the development of analytic solutions using languages such as C++, R, Python, SQL, Hive, and Spark, and formalize these efforts into repeatable process improvements. - Assist Global Technology in maintaining t...

Role Overview: Are you looking for an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging area This unique opportunity allows you to work in our team to collaborate with the Business and provide a comprehensive view. As a Vice President (VP) within Quantitative Research Analytics at JP Morgan, based in Mumbai or Bengaluru, you will have the chance to work on a variety of software and high-performance computing (HPC) products supporting diverse pricing and risk systems. Key Responsibilities: - Develop a software library that prices derivatives and calculates risks in C++/CUDA/Python, focusing on designing efficient numerical algorithms and implementing high...

Role Overview: At Goldman Sachs, engineers play a crucial role in making things possible and connecting people and capital with ideas to solve challenging engineering problems for clients. As a member of our engineering teams, you will be involved in building massively scalable software and systems, architecting low latency infrastructure solutions, proactively guarding against cyber threats, and leveraging machine learning in financial engineering. Your work will contribute to creating new businesses, transforming finance, and exploring opportunities at the speed of markets. Key Responsibilities: - Develop quantitative models in three key areas: - Independent price verification models for v...

As an operational business intelligence and analytics manager at Citi, you will lead the development, implementation, and optimization of data-driven solutions to enhance operational efficiency and strategic decision-making. Key Responsibilities: - Lead the development and delivery of comprehensive business intelligence and analytics focused on operational and business performance, including identifying key business problems and opportunities - Design and manage dashboards and data visualization to monitor key operational risks - Analyze complex datasets to generate actionable insights supporting senior decision-making in areas such as productivity, cost efficiency, and process optimization ...

Summary MathWorks has a hybrid work model that enables staff members to split their time between office and home. The hybrid model provides the advantage of having both in-person time with colleagues and flexible at-home life optimizations. Learn More https//www.mathworks.com/company/jobs/resources/applying-and-interviewing.html#onboarding. MathWorks is an industry leader in mathematical computing and design automation software tools. Engineers and scientists worldwide rely on MATLAB and Simulink to accelerate the pace of discovery, innovation and development in numerous industries. Engineers write complex algorithms in MATLAB and Simulink for solving numerous challenges in cutting edge tech...

Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Specialist- Derivative Pricing Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Prici...

Position Overview Job Title: Model Validation Lead- Derivative Pricing Corporate Title: VP Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM...

Description Enphase Energy is a global energy technology company and a leading provider of solar, battery, and electric vehicle charging products. Founded in 2006, our innovative microinverter technology revolutionized solar power, making it a safer, more reliable, and scalable energy source. Today, the Enphase Energy System enables users to make, use, save, and sell their own power. Enphase is also one of the most successful and innovative clean energy companies in the world, with more than 80 million products shipped across 160 countries. Join our dynamic teams designing and developing next-gen energy technologies and help drive a sustainable future! About the role: As AI ML Engineer in AI...

As an Engineer at Goldman Sachs, you will have the opportunity to not only make things but make things possible by connecting people and capital with ideas, ultimately changing the world. You will be tasked with solving challenging engineering problems for clients, building massively scalable software and systems, architecting low latency infrastructure solutions, proactively guarding against cyber threats, and leveraging machine learning alongside financial engineering to turn data into action. Your role will involve creating new businesses, transforming finance, and exploring various opportunities at the speed of markets. **Key Responsibilities:** - Develop quantitative models in three key...

You are presented with an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment. As a Vice President (VP) within Quantitative Research Analytics at JP Morgan Markets, based in Mumbai or Bengaluru, you will partner with the Business to provide a comprehensive view by developing and maintaining advanced models and libraries for pricing and risk management. You will work on cutting-edge high-performance computing (HPC) products supporting diverse pricing and risk systems. **Key Responsibilities:** - Develop a software library in C++/CUDA/Python for pricing derivatives and calculating risks, designing efficient numerical algorithms and implementing h...

As a member of the Analytics & Reporting (A&R) team within the Risk Division at Goldman Sachs, your role is crucial in delivering regulatory and risk metrics and analytics across various risk domains including market, credit, liquidity, operational, and capital. Your responsibilities will involve providing regular reporting, customized risk analysis, systematically generated risk reporting, and developing risk tools. You will gain a unique perspective on the firm's risk data flows, enabling you to build scalable workflows, processes, and procedures that deliver actionable risk insights. Key Responsibilities: - Deliver crucial regulatory and risk metrics and analytics across various risk doma...

As a member of the Analytics & Reporting (A&R) group within the Risk Engineering team at Goldman Sachs, your role is crucial in ensuring that the firm's senior leadership, investors, and regulators have a comprehensive understanding of the firm's risk profile. By delivering regular and reliable risk metrics, analytics, and insights based on a deep understanding of the firm's businesses and client activities, you will enable actionable and timely risk management decisions. Key Responsibilities: - Deliver regular and reliable risk metrics, analytics & insights by leveraging your deep understanding of the firm's businesses and client activities. - Build robust, systematic & efficient workflows,...

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...

The Pricing Model Validation team is looking for a Model Validation Lead- Derivative Pricing VP to join their team in Mumbai, India. As a part of Model Risk Management, your mission will be to actively manage model risk globally in line with the bank's risk appetite. This includes performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. Your key responsibilities will involve independently reviewing and analyzing derivative models for pricing and risk management across Rates, FX, and Hybr...

The Model Validation Senior Specialist- Derivative Pricing, AVP position in Mumbai, India is a part of the Model Risk Management team, which is responsible for managing model risk globally in line with the bank's risk appetite. The primary responsibilities include performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. Additionally, the team is responsible for creating bank-wide Market Risk policies. The Pricing Model Validation team, as part of Model Risk Management, conducts independe...

As an Engineer at Goldman Sachs, you will play a crucial role in making things possible and connecting people and capital with innovative ideas to change the world. Your main objective will be to solve complex engineering problems for clients by building scalable software, architecting low latency infrastructure solutions, protecting against cyber threats, and utilizing machine learning in conjunction with financial engineering to convert data into actionable insights. By joining our engineering teams, you will have the opportunity to create new businesses, revolutionize finance, and explore endless possibilities in the dynamic world of markets. In today's increasingly complex markets, our b...

Whether you are at the start of your career or looking to discover your next adventure, your story begins at Citi. At Citi, you will have the opportunity to expand your skills and make a difference at one of the world's most global banks. Citi is fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You will also have the chance to give back and make a positive impact where we live and work through volunteerism. Transaction Management (TM) is responsible for supporting multiple aspects of the wholesale lending lifecycle including, but not limited to, loan closing and se...

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...