10 Numerix Jobs

At EY, we are committed to shaping your future with confidence by providing opportunities to succeed in a globally connected powerhouse of diverse teams. We offer the support, inclusive culture, and technology to help you build a career as unique as you are. Join us at EY and contribute to building a better working world for all. As a Senior Manager in the Risk Consulting - MENA FS Risk Market Risk division at EY, you will be part of a dynamic team that delivers tailored risk solutions to help clients manage a range of financial and regulatory risks. This includes market, credit, operational, and regulatory risks that arise from various financial activities. We are looking for collaborative individuals with strong ethics and attention to detail to join our team. Key Responsibilities: - Lead a high-performing team in the execution and delivery of complex Financial Services and Risk Management engagements. - Provide expert guidance on capital market instruments, emphasizing pricing and risk dynamics of various transactions. - Cultivate and manage senior-level client relationships, delivering tailored risk management solutions. - Contribute to thought leadership through publishing insights and staying ahead of emerging trends in financial risk and capital markets. - Demonstrate exceptional project management skills, fostering a collaborative environment among team members. - Monitor project progress, manage risks proactively, and communicate effectively with key stakeholders. Qualifications, Certifications, and Education: Must-have: - Bachelor's degree in quantitative finance, Financial Engineering, Mathematics, Physics, Statistics, Engineering, or related fields. - At least 10 years of experience in risk management, valuation control, or quantitative analytics within a consulting firm or financial institution. - Solid understanding of Risk analytics methodologies and proficiency in VBA, Python, or MATLAB. - Experience with vendor software such as Bloomberg, Numerix, or Refinitiv. - Excellent analytical, problem-solving, and documentation skills. Preferred: - Professional certifications such as FRM, CFA, PRM, or CQF. - Experience in quantitative and qualitative analysis of risk exposures. - Team management skills and willingness to travel for client engagements. Join EY and be part of a culture that believes in providing training, opportunities, and creative freedom to make things better. You will work on inspiring projects, receive support and coaching from engaging colleagues, and have opportunities for skill development and career progression. EY is dedicated to building a better working world by creating new value and trust in capital markets. Be part of a team that shapes the future with confidence and addresses the most pressing issues of today and tomorrow.,

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. You will be part of the Business Consulting QAS- Quantitative Trading Book (QTB) team at EY. The profile for this role includes positions as Quant Analyst, Consultant, or Manager. EY's Financial Services Office (FSO) is a specialized business unit that offers a wide range of integrated services combining deep industry experience with strong functional capability and product knowledge. The FSO practice provides advisory services to financial institutions and other capital markets participants, covering areas such as market, credit, and operational risk management, regulatory advisory, quantitative advisory, structured finance transactions, technology enablement, risk and security, program advisory, and process & controls. As part of the Financial Services Risk Management (FSRM) group within FSO Advisory, you will work on solutions to help clients identify, measure, manage, and monitor market, credit, operational, and regulatory risks associated with their trading and capital markets activities. The Market Risk (MR) team focuses on strategic and functional changes across risk management, treasury, front office, middle office, and back office activities, emphasizing regulatory compliance, analytics, strategy, and organizational structure. Your key responsibilities will include demonstrating deep technical capabilities and industry knowledge, leading client engagements, staying informed about market trends and client issues, monitoring progress, managing risk, communicating effectively with stakeholders, and mentoring junior consultants. To qualify for this role, you should have an undergraduate or Masters degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, or a Ph.D. in quantitative topics, along with 2-10 years of relevant experience. You should possess knowledge of statistical and numerical techniques, mathematical concepts related to pricing derivatives across asset classes, risk management/model development/validation, and strong coding skills in languages like Python and R. Additionally, good communication, problem-solving, and project management skills are required. Certifications such as FRM, CQF, CFA, PRM, regulatory knowledge/experience, ETRM/CTRM systems experience, and pricing/risk management system knowledge are considered advantageous for this role. EY offers a competitive compensation package, a collaborative environment, excellent training and development prospects, and the opportunity to work with a team of senior colleagues dedicated to managing and varying workloads to create a better working world. Join EY to be a part of building a better working world, creating long-term value for clients, people, and society while contributing to trust in the capital markets. Work with diverse teams across assurance, consulting, law, strategy, tax, and transactions to address complex global issues by asking better questions and finding new answers.,

At EY, you will have the opportunity to shape a career that is as unique as you are, supported by a global network, an inclusive culture, and cutting-edge technology that empowers you to reach your full potential. Your insights and perspective are valued as we strive to enhance EY and create a more inclusive working world for all. As a Quant Analyst/Consultant/Manager in the Business Consulting QAS-Quantitative Trading Book (QTB) profile at EY's Financial Services Office (FSO), you will be part of a specialized team that offers a wide range of services to financial institutions and capital markets participants. These services include market, credit, and operational risk management, regulatory advisory, quantitative advisory, technology enablement, and more. The Market Risk (MR) team within EY's FSO Advisory Practice focuses on assisting clients in implementing strategic changes across risk management, treasury, and capital markets activities. You will be responsible for demonstrating in-depth technical expertise in financial products, leading client engagements, staying informed about market trends, managing project progress and risks, and mentoring junior consultants. To qualify for this role, you should hold an undergraduate or advanced degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, with 2-10 years of relevant experience. Additionally, you should have knowledge of statistical and numerical techniques, mathematical concepts related to pricing derivatives, risk management/model development/validation, and strong coding skills in languages such as Python and R. Desirable qualifications include certifications like FRM, CQF, CFA, PRM, regulatory knowledge in Basel, CCAR, FRTB, experience with ETRM/CTRM systems, and familiarity with pricing/risk management systems such as Calypso, Murex, Bloomberg, etc. Strong communication, problem-solving, and project management skills are essential for this role. Working at EY offers a competitive compensation package based on performance, a collaborative environment, training and development opportunities, and a team of experienced colleagues dedicated to your growth and success. Join us in building a better working world and contributing to long-term value creation for clients, people, and society.,

At EY, you will have the opportunity to craft a career that is as exceptional as you are, leveraging global scale, support, an inclusive culture, and cutting-edge technology to evolve into the best version of yourself. Your distinctive voice and perspective are crucial in contributing to EY's continuous improvement. By joining us, you will not only create an outstanding experience for yourself but also foster a more inclusive and productive working world for all. As a Quant Analyst/Consultant/Manager in EY's Financial Services Office (FSO), you will be part of a specialized business unit that delivers a wide array of integrated services combining industry expertise with functional know-how. The FSO practice offers comprehensive advisory services to financial institutions and capital markets entities, encompassing market, credit and operational risk management, regulatory compliance, quantitative advisory, structured finance, and technology enablement. Within the FSO Advisory Practice, the Financial Services Risk Management (FSRM) group focuses on assisting clients in identifying, measuring, managing, and monitoring various risks associated with trading, asset-liability management, and capital markets activities. The Market Risk (MR) team within FSRM works closely with clients to implement strategic changes in risk management, regulatory compliance, and organizational structure, catering to the needs of large financial institutions, broker-dealers, asset managers, and insurance companies. Your primary responsibilities will include demonstrating in-depth technical expertise in financial products, leading client engagements, staying updated on market trends, managing project progress and risks, and mentoring junior consultants. To qualify for this role, you should hold an undergraduate or advanced degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, coupled with 2-10 years of relevant experience. Proficiency in statistical and numerical techniques, risk management concepts, and programming languages like Python and R is essential. Additionally, strong communication, problem-solving, and project management skills are required. Having certifications such as FRM, CQF, CFA, or PRM, along with experience in regulatory frameworks and risk management systems, would be advantageous. A willingness to travel, conduct performance reviews, contribute to talent recruitment, and enhance personal skills through continuous learning are also valued qualities. Working at EY offers a competitive compensation package, a collaborative environment, extensive training opportunities, and a supportive team of senior colleagues dedicated to your professional growth. EY is committed to building a better working world by creating long-term value for clients, fostering trust in capital markets, and driving growth and transformation through diverse teams across the globe. Join us in asking better questions and finding innovative solutions to address the complex challenges of today's world.,

At EY, you'll have the opportunity to shape a career that aligns with your unique strengths, supported by a global network, inclusive environment, and cutting-edge technology to empower you to reach your full potential. Your individual voice and perspective are valued as we strive to continuously enhance EY's performance. Join us in creating a remarkable experience for yourself while contributing to a more inclusive and efficient working world. As a part of EY's Financial Services Office (FSO), you will be part of a specialized unit that offers a wide array of services tailored to the financial industry, blending extensive industry knowledge with robust functional expertise and product insight. FSO delivers comprehensive advisory services to financial institutions and other entities in capital markets, encompassing areas such as risk management, regulatory compliance, quantitative advisory, technology integration, and more. Within the Financial Services Risk Management (FSRM) group of FSO, the Market Risk (MR) team focuses on assisting clients in effectively managing market risks associated with their trading and capital market activities. Your role will involve designing and implementing strategic changes related to risk management, regulatory compliance, and organizational structure across various departments within client organizations. Key Responsibilities: - Demonstrate in-depth technical expertise and industry knowledge in financial products - Lead components of large-scale or smaller client engagements, ensuring high-quality services are consistently delivered - Stay updated on market trends and challenges faced by clients in the financial services sector - Monitor project progress, manage risks, and communicate effectively with stakeholders to achieve desired outcomes - Mentor junior consultants within the organization to foster their professional growth Qualifications: - Bachelor's or Master's degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, or Ph.D. in quantitative disciplines - 2-10 years of relevant experience - Proficiency in statistical and numerical techniques, mathematical concepts, risk management, and model development/validation - Strong coding skills in Python and R, with basic knowledge of SQL - Excellent communication, problem-solving, and project management abilities Preferred Qualifications: - Certifications such as FRM, CQF, CFA, or PRM - Regulatory knowledge in areas like Basel, CCAR, and FRTB - Experience with ETRM/CTRM systems and pricing/risk management systems - Willingness to travel for client engagements By joining EY, you will receive competitive compensation based on performance, recognition for your contributions, and opportunities for professional growth through training programs and on-the-job learning. You will collaborate with a diverse team of senior colleagues committed to creating a more efficient and inclusive working world. EY is dedicated to building a better working world by delivering long-term value to clients, society, and the capital markets. With a global reach and a focus on leveraging data and technology, EY teams worldwide offer assurance services, drive transformation, and provide strategic solutions across various disciplines to address complex challenges of today's world.,

As a valued member of Kroll's Financial Instruments & Technology practice, you will be joining a dynamic team of financial instruments experts. Your primary role will involve designing and implementing financial models for the valuation of derivatives, options, structured products, and bespoke financial instruments. You will be responsible for performing valuation analyses on a wide range of illiquid financial instruments, focusing on swaps, employee incentive schemes, embedded derivatives, hedging instruments, and structured credit investments. Your expertise in quantitative finance will be crucial as you leverage advanced analytical tools and mathematical processes to support the team's high-growth initiatives. This will involve working closely with hedge funds, private equity funds, credit funds, and corporate finance groups to provide clarity on the valuation of derivatives and illiquid financial instruments through advanced financial modeling techniques. Key responsibilities will include: - Collaborating with global offices and counterparts in the US and EMEA on diverse valuation engagements across industries - Implementing Monte Carlo simulations, binomial trees, option pricing models, and securitization waterfall models - Assisting in the execution of client engagements by delivering technical reports and analyses to various stakeholders - Utilizing technology in applied mathematics, statistics, computer science, and economics to enhance valuation processes To excel in this role, you will need to possess a Bachelor's, Master's, or Ph.D. in Finance, Mathematics, Statistics, or a related quantitative discipline. Additionally, 1-2 years of relevant work experience in financial valuation theory and methodologies is essential. Professional or internship experience at a fund, investment bank, consultancy, or financial services institution would be advantageous. Your strong analytical and problem-solving skills, as well as excellent verbal and written communication abilities, will be instrumental in effectively communicating complex financial concepts to diverse audiences. Proficiency in Excel/VBA, Python, C#, or C++ programming is beneficial, along with expertise in Bloomberg, Intex, Numerix, and PowerBI. By joining Kroll, the global leader in risk and financial advisory solutions, you will have the opportunity to contribute to a collaborative and empowering environment that values equal opportunity and diversity. If you are ready to embark on a rewarding career journey at Kroll, we invite you to apply via careers.kroll.com and be part of our mission to build, protect, restore, and maximize our clients" value.,

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services leveraging deep industry experience with strong functional capability and product knowledge. FSO practice offers integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include market, credit, and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls. Within EY's FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions to help FSO clients identify, measure, manage, and monitor market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management, and other capital markets activities. The Market Risk (MR) team within FSRM assists clients in designing and implementing strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure. Your key responsibilities include demonstrating deep technical capabilities and industry knowledge of financial products, leading components of large-scale client engagements, understanding market trends and demands in the financial services sector, monitoring progress, managing risk, and effectively communicating with key stakeholders, and playing an active role in mentoring junior consultants within the organization. To qualify for the role, you should have an Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 2-10 years of relevant experience. Additionally, you should have working knowledge or academic experience of statistical and numerical techniques, knowledge of mathematical concepts related to pricing derivatives for various asset classes, strong risk management/model development/validation knowledge, good hands-on experience in model development/validation/monitoring/audit procedures, knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus, strong coding skills in programming languages like Python and R, excellent communication and strong problem-solving skills, project management experience, and report writing experience. Good-to-have qualifications include certifications such as FRM, CQF, CFA, PRM, regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB, ETRM/CTRM systems experience, pricing/risk management system knowledge/experience, willingness to travel to meet client needs, experience in stakeholder and client management, and contributing to people initiatives. EY offers a competitive compensation package, a collaborative environment, excellent training and development prospects, an excellent team of senior colleagues, and opportunities to contribute to developing intellectual capital to support delivering superior outcomes for clients and the firm. EY exists to build a better working world, helping to create long-term value for clients, people, and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate. Working across assurance, consulting, law, strategy, tax, and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.,

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 Quantitative Finance, Mathematical Finance, or Financial Engineering. A well-rounded knowledge of financial markets is essential, along with the ability to independently research and apply complex concepts in a real-world context. You must be self-motivated, have the ability to learn quickly, and operate under tight time constraints. Strong problem-solving skills are crucial, along with proficiency in Excel and good verbal and written communication skills. You should have the confidence and poise to explain and defend evaluations to customers. Preferred skills for this position include experience with Rates using CALYPSO, working with both vanilla and complex derivatives, IRS and Swaptions expertise, familiarity with financial libraries and functions such as PIL, FINCAD, Numerix, and programming experience in scripting languages like C++, JAVA, or Python. As part of the LSEG team, you will be joining a dynamic organization of 25,000 people across 65 countries. Your individuality will be valued, enabling you to bring your true self to work and enrich the diverse workforce. You will experience a collaborative and creative culture that encourages new ideas and is committed to sustainability across the global business. LSEG is dedicated to re-engineering the financial ecosystem to support and drive sustainable economic growth, aiming to achieve growth by accelerating the just transition to net zero, enabling growth of the green economy, and creating inclusive economic opportunity. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.,

You will be joining Vichara, a Financial Services firm known for specializing in enterprise systems and quantitative solutions for institutional capital markets participants. The company's platforms manage billions in fixed income assets, facilitating valuation, risk assessment, accounting, and data workflows for global investment firms. Headquartered in New Jersey, Vichara operates major development centers in Gurgaon, Toronto, and Bogot. For more information, you can visit www.vichara.com. In this role, you will have the opportunity to work on a project where a global asset manager is transitioning from a third-party analytics stack to a greenfield, open-source valuation and risk engine for fixed income portfolios, including sovereigns, corporates, MBS/ABS, and interest rate derivatives. Your responsibilities will involve collaborating with a team of quants to develop a new library in Python and C++ on top of QuantLib and Open Source Risk Engine (ORE). This will also include integrating the new system with the client's data and validating results against legacy outputs. As a qualified candidate, you are expected to: - Design modular pricing, curve-building, cashflow, and risk components using QuantLib / ORE and create Python bindings for desk-level analytics. - Implement and calibrate term structure, credit spread, and volatility models in high-performance C++ with unit-tested Python wrappers. - Develop loaders to ingest existing Numerix trade data and create regression tests to match PV, DV01, CS01, convexity, and Greeks within agreed tolerances. - Optimize critical routines using multithreading and caching techniques. - Integrate market data and set up infrastructure using Azure Kubernetes. The ideal candidate should possess: - A Masters or PhD in Quantitative Finance, Financial Engineering, or a related field. - At least 5 years of experience in building pricing or risk libraries for rates or credit products, with prior experience in Numerix, FinCAD, or in-house libraries being a plus. - Proficiency in expert C++17/20 for high performance and/or strong Python skills. - Hands-on experience with QuantLib (preferably with upstream contributions) and a working knowledge of ORE architecture, including skills in curve construction, bootstrapping, Monte Carlo simulations, finite-difference PDEs, and XVA concepts. - Familiarity with Azure CI pipelines, Docker/Kubernetes, and Git-centric workflows. The compensation for this position ranges from 40 to 50 lakhs per annum, along with benefits such as extended health care, dental care, and life insurance.,

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Your key responsibilities include providing and supervising valuation support services independently valuing derivative products such as Interest Rate Swaps, Credit Default Swaps, FX and Equity Options, Inflation products for various Audit Clients. You will also analyze the non-performance risk for various derivative instruments, incorporating the credit risk of the counterparty and the Client into fair value estimations. Validating hedge accounting procedures related to hedge effectiveness testing methodology and ineffectiveness measurement of hedging derivatives in accordance with US GAAP, ASC 815, IFRS 9, or IAS 39 is also part of your role. You will work closely with a team of professionals with diverse skills and backgrounds, consistently delivering quality services. It is essential to demonstrate technical capabilities, professional knowledge, maintain long-term relationships and networks with various stakeholders, possess strong written and verbal communication skills, and cultivate business development opportunities. Everything you do will revolve around providing exceptional services to clients. Colleagues and clients will rely on you to lead project components, drive high-quality results while coaching & motivating staff, and managing client expectations. This role will help you build knowledge and experience, become a trusted advisor, and elevate your career to new heights. Skills and attributes for success include developing high-quality work products within expected timeframes, managing high volume work, and effectively communicating with key stakeholders regarding status, issues, and key priorities to achieve expected outcomes. Understanding Clients" unique ambitions and needs and referring them to colleagues in other teams and areas to broaden business relationships is crucial. To qualify for the role, you should have a Bachelor's degree in finance, economics, accounting, engineering, or a related discipline with a minimum of 3-6 years of relevant work experience; or a Master's degree in Finance, Accounting, Business, Management, or a related field with a minimum of 1.5-2 years of relevant work experience. Relevant experience in the financial services industry with either a consulting firm, internal consulting organization, or within front office or market risk, counterparty risk, or related areas at leading financial services institutions is required. Strong competencies in derivatives pricing and valuation, counterparty credit risk, credit valuation adjustment (CVA), hedge effectiveness testing, and knowledge of valuing derivatives using Numerix, Fincad, and similar applications are essential. Excellent communication, strong problem-solving skills, and technical skills such as Advanced Excel, SQL, and Python are preferred. Ideally, you'll also have a go-getter attitude and the ability to work under strict deadlines. Working at EY offers a competitive compensation package based on performance and recognition for the value you bring to the business. In addition, you'll experience a collaborative environment, excellent training and development prospects, and an excellent team of senior colleagues dedicated to managing and varying your workload. EY exists to build a better working world, creating long-term value for clients, people, and society, and building trust in the capital markets. Through data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate in various sectors. Working across assurance, consulting, law, strategy, tax, and transactions, EY teams ask better questions to find new answers for the complex issues facing the world today.,