11 Pfe Jobs

reetings from Teleindia Networks !!! About Teleindia Networks Teleindia Networks Private Limited is a Bangalore-based ISO 9001:2015 and ISO 45001:2018 certified major Telecom Service provider and is specialized in delivering end-to-end Optical, Wireless and Telecom services to our customers. We are among the top Telecom Engineering Service providers in India. Currently, we are servicing the needs of an impressive gallery of global telecom Equipment Suppliers like Alcatel-Lucent, Nortel Networks, Huawei, ZTE, Motorola, Ericsson, ECI, TEJAS, Tellabs, emwit, NanoCell and also India's leading Mobile operators like BSNL, Bharti Airtel Ltd, Reliance Communications and IDEA Cellular Ltd. We are spread across multiple countries and deliver Network Implementation, Optimization, Migration & Management Solutions to customers globally (Click here to see the spread). For more information visit our website: https://teleindianetworks.com Job Description: SLTE DNOC L2 Engineer - (Telecom Network Operating Center) Industry: Telecom Location: Mumbai Date: 26/08/2024 & 30/08/2024 Time: 11:00 AM to 04:00 PM Venue: Andheri, Mumbai Mode: Face to face Positions Available: SLTE DNOC L2 - 5 Openings SLTE DNOC L3 - 2 Openings What to Bring: Updated Resume Passport-sized Photographs Job Overview: We are seeking a highly skilled and motivated L2 and L3 Engineer to join our Cable Landing Station team within the Telecom Network Operating Center. The L2 Engineer will play a critical role in maintaining and optimizing the network connectivity, hardware, and software infrastructure of our cable landing station. This role involves technical expertise, troubleshooting capabilities, and a dedication to ensuring seamless network operations. Key Responsibilities: Network Infrastructure Management: Manage and maintain the cable landing station's network infrastructure, including routers, switches, servers, and related equipment. Perform configuration, installation, and upgrades of network hardware and software components. Collaborate with L1 and L3 teams to ensure effective communication and issue resolution. Network Performance and Optimization: Monitor and analyze network performance, bandwidth utilization, and traffic patterns. Identify areas for optimization and implement solutions to enhance network efficiency and reliability. Contribute to capacity planning and scalability initiatives to accommodate future growth. Troubleshooting and Incident Resolution: Provide advanced technical support for complex network issues, including root cause analysis and incident resolution. Respond to and manage escalated network incidents, working closely with cross-functional teams and vendors. Participate in on-call rotations to address emergencies and maintain high availability. Security and Compliance: Implement and maintain network security measures, including firewalls, intrusion detection systems, and access controls. Ensure compliance with industry standards and best practices for network security and data protection. Configuration and Documentation: Create and maintain detailed network documentation, including diagrams, configurations, and procedures. Assist in the development of standardized network configurations and deployment processes. Collaboration and Training: Collaborate with L1 and L3 engineers, technicians, and management to develop and execute network improvement strategies. Mentor and provide technical guidance to junior team members. Participate in knowledge-sharing sessions and contribute to team skill development. Qualifications: Bachelor's degree in Telecommunications, Network Engineering, or a related field. Master's degree is a plus. 5+ years of experience in a network engineering or operations role within the telecom industry. In-depth knowledge of Submarine Equipment, network protocols, cable systems, routing, and switching. Proficiency in network monitoring tools, configuration management, and network diagnostics. Strong problem-solving skills and the ability to troubleshoot complex network issues. Relevant certifications such as CCNP, JNCIP, or equivalent are strongly preferred. Excellent communication, teamwork, and leadership skills. Benefits: Competitive compensation package and opportunities for career advancement. Health, dental, and retirement benefits. Ongoing training and professional development. Collaborative and innovative work environment. If you are an experienced and proactive network engineer looking to contribute to the reliability and performance of a cable landing station in the telecom industry, we encourage you to apply. Join our team and help shape the future of our network infrastructure.

As a Business Analyst, you will be responsible for understanding the business, customers, and strategic goals of the company, as well as how the teams operate in order to support the realization of desired outcomes. You will work closely with both the business and feature teams to ensure that the vision and requirements are transparent. Your key responsibilities will include working across teams and stakeholders to capture, validate, and document business and system requirements in alignment with key strategic principles. You will also be interacting with customers, key stakeholders, and the team to obtain and document functional and non-functional needs. Additionally, you will support the team in analyzing business requirements and technical specifications to develop them into small, testable, and releasable elements. You will assist in creating and executing test scenarios and test scripts, as well as identifying and supporting cut-over and implementation tasks. Facilitating UAT and supporting platform and feature teams in executing UAT will also be part of your role. In terms of skills, you will need an appropriate business analyst certification and a good understanding of Agile values, principles, and methodologies, with experience working in an Agile environment. Specific knowledge areas required include Counterparty Credit Risk, VaR, PFE, EPE, Financial Accounting, and RWA management. You should also have an understanding of models for factor and sensitivity-based risk calculators, Monte Carlo risk calculators, CVA, XVA concepts, and regulatory rules such as BCBS, Collateral, and Margin. Virtusa is an organization that values teamwork, quality of life, and professional and personal development. By joining Virtusa, you become part of a global team of 27,000 professionals who are committed to supporting your growth. You will have the opportunity to work on exciting projects, utilize state-of-the-art technologies, and collaborate with diverse minds to nurture new ideas and achieve excellence.,

As a Risk Platform Developer, your primary responsibility is to develop a comprehensive understanding of business requirements related to market and credit risk calculations for integration into the strategic risk platform. You will engage with key stakeholders to gather and document these requirements effectively. Collaborating with business representatives and product leads, you will work towards devising optimal system solutions that align with the identified business needs. Enhancing data visualization, dashboard, and reporting capabilities will also be a crucial part of your role. Furthermore, you will play a pivotal role in prioritizing and breaking down system deliverables across various applications constituting the strategic risk analytical platform. Your expertise will be instrumental in guiding development teams by articulating business objectives and requirements, aiding in decision-making processes related to implementation specifics. To excel in this role, you should possess a strong grasp of concepts such as VaR, Value at Risk, ES, Expected Shortfall, derivatives pricing, and financial products. A profound understanding of market and counterparty risk processes, methodologies, and regulatory frameworks is essential. Your skill set should include proficiency in business analysis, problem-solving, effective communication, and presentation. Additionally, familiarity with software development lifecycle methodologies, particularly waterfall and Agile, is advantageous. Moreover, you must have experience in data analysis, database utilization, and data modeling. Proficiency in SQL, Python, Pyspark, or similar tools for data analysis and drill-down capabilities is mandatory. Prior leadership experience within a team and knowledge of product management, backlog creation, roadmap execution, and team leadership are highly beneficial in this role.,

As the Senior Vice President, Data Management & Quantitative Analysis Manager at BNY, you will play a pivotal role in collaborating with desk strats and the quantitative analytics team to create and maintain C++/Python analytics libraries for pricing and risk analytics. Your responsibilities will involve developing pricing models for Rates, FX, and Equity models, as well as working closely with the platform engineering team to integrate analytics libraries into the firm's risk systems. You will also be tasked with exploring market data, pricing, and risk analytics issues, implementing AI-based quantitative workflow solutions, and leading a team of Quant Developers to drive quantitative business solutions. The ideal candidate will possess a Bachelor's/Master's degree in a relevant technical discipline such as Computer Science, Mathematics, or Financial Engineering. A finance-related qualification like CFA, FRM, or CQF would be advantageous. Proficiency in Python/C++ programming with a background in financial mathematics and quant development work is essential. Additionally, a strong understanding of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios is required. Experience in developing pricing and risk analytics systems, familiarity with object-oriented analysis, and excellent analytical and problem-solving skills are key attributes for this role. Good communication skills and the ability to collaborate with trading desks and platform engineering teams are also essential. Previous front office experience involving FX and Rates, as well as knowledge about LLMs and AI-based quants workflow solutions, are preferred qualifications. Preferred candidates will have graduated from top-tier colleges such as IITs/BITs/NITs and possess professional experience with investment banking firms like Goldman Sachs, JP Morgan, Morgan Stanley, Deutsche Bank, etc. Professional certifications in finance such as FRM, CQF, or CFA are also desirable. Join BNY, an award-winning company recognized for its innovation, inclusivity, and commitment to excellence. Our accolades include being named America's Most Innovative Companies by Fortune in 2024, one of the World's Most Admired Companies, and achieving a 100% score on the Human Rights Campaign Foundation's Corporate Equality Index in 2023-2024. Additionally, we have been recognized as one of the Best Places to Work for Disability Inclusion, a Top Performing Company for Sustainability, and as part of the Bloomberg Gender Equality Index. At BNY, we value diversity and provide equal employment opportunities to underrepresented racial and ethnic groups, females, individuals with disabilities, and protected veterans.,

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas , Reporting and EODs. We require an experienced Murex XVA Functional BA as a part of this upgrade project Responsibilities Co-ordinating model validation activities for credit risk/market risk Has strong analytical and problem-solving skills and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues / risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE configuration expertise Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency , country, portfolio. Skills Must have Overall 5 8 years of working experience Murex Knowledge and 3+ years of experience around PFE/XVA, Credit Risk calculations Murex Knowledge and 3+ years of experience around MLC (Implementation or migration projects) Configuration / optimization experience of latest Murex PFE and XVADesired Skills: Working level knowledge around Unix & SQL Murex Knowledge around P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. MBA (Finance) / Chartered Accountant / CFA / FRM /

Project description We've been engaged by a large Australian financial institution to provide resources against their different BAU change initiatives and ongoing programs. There is large and complex Credit Risk engine implemented in Murex to compute both the PFE and XVA, including real-time XVA analytics. Beyond functional enhancements, a key focus on that asset concerns the recoverability as well as overall performance requiring continual fine tuning. Responsibilities Has strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues/risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE/XVA configuration expertise Underlying Murex services and batch jobs optimizations Inbound/Outbound flows from Credit Risk engine maintenance Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency, country, and portfolio. Skills Must have Murex Knowledge and 5+ years of experience around PFE/XVA, Credit Risk calculations in Murex Murex Knowledge and 5+ years of experience around MLC (Implementation or migration projects) Configuration/optimization experience of latest Murex PFE and XVA including Murex services and batch scheduling Deep level knowledge around Unix & SQL Murex Knowledge around MXML workflows, P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc.

Project description We've been engaged by a large Australian financial institution to provide resources against their different BAU change initiatives and ongoing programs. There is large and complex Credit Risk engine implemented in Murex to compute both the PFE and XVA, including real-time XVA analytics. Beyond functional enhancements, a key focus on that asset concerns the recoverability as well as overall performance requiring continual fine tuning. Responsibilities Has strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues/risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE/XVA configuration expertise Underlying Murex services and batch jobs optimizations Inbound/Outbound flows from Credit Risk engine maintenance Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency, country, and portfolio. Skills Must have Murex Knowledge and 5+ years of experience around PFE/XVA, Credit Risk calculations in Murex Murex Knowledge and 5+ years of experience around MLC (Implementation or migration projects) Configuration/optimization experience of latest Murex PFE and XVA including Murex services and batch scheduling Deep level knowledge around Unix & SQL Murex Knowledge around MXML workflows, P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge : Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. Other Languages EnglishC1 Advanced Seniority Senior

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas , Reporting and EODs. We require an experienced Murex XVA Functional BA as a part of this upgrade project Responsibilities Co-ordinating model validation activities for credit risk/market risk Has strong analytical and problem-solving skills and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues / risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE configuration expertise Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency , country, portfolio. Skills Must have Overall 5 8 years of working experience Murex Knowledge and 3+ years of experience around PFE/XVA, Credit Risk calculations Murex Knowledge and 3+ years of experience around MLC (Implementation or migration projects) Configuration / optimization experience of latest Murex PFE and XVADesired Skills: Working level knowledge around Unix & SQL Murex Knowledge around P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge : Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. MBA (Finance) / Chartered Accountant / CFA / FRM / Other Bachelor Degree from reputed university OtherLanguagesEnglishC1 Advanced SenioritySenior

Join us as a " AVP Quantitative Analytics CCR Modeler ? at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences, You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology, You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on coding languages like Python OR R OR C++, as well as job-specific skillsets, To be successful as a " AVP Quantitative Analytics CCR Modeler ? you should have experience with: You must have knowledge of the following in CCR IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE , EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc ), Back-testing, Numerical Analysis, SR 11/7, SS1/23 SS12/13 etc Hands on coding experience (as a full-stack developer / agile developer etc Preferable language is Python, C/C++ etc) Hand on experience in Model Development and/or Model Validation (core development experience preferred) Experience in Stress Testing/Scenarios Modelling), Statistical Modelling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation This role is based out of Mumbai, Purpose of the role To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making Accountabilities Design analytics and modelling solutions to complex business problems using domain expertise, Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools, Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams, Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them, Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users, Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy, Ensure all development activities are undertaken within the defined control environment, Assistant Vice President Expectations To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness Collaborate closely with other functions/ business divisions, Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard The four LEAD behaviours are: L Listen and be authentic, E Energise and inspire, A Align across the enterprise, D Develop others, OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments They will identify new directions for assignments and/ or projects, identifying a combination of cross functional methodologies or practices to meet required outcomes, Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues, Identify ways to mitigate risk and developing new policies/procedures in support of the control and governance agenda, Take ownership for managing risk and strengthening controls in relation to the work done, Perform work that is closely related to that of other areas, which requires understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function, Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategy, Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc) to solve problems creatively and effectively, Communicate complex information 'Complex' information could include sensitive information or information that is difficult to communicate because of its content or its audience, Influence or convince stakeholders to achieve outcomes, All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship our moral compass, helping us do what we believe is right They will also be expected to demonstrate the Barclays Mindset to Empower, Challenge and Drive the operating manual for how we behave,

Role & responsibilities Minimum of 7 years in a similar consulting or implementation role. Strong grasp of credit risk principles, including exposure metrics, PFE, xVA, compliance, and collateral management. 58 years of hands-on experience with credit risk platforms. Solid understanding of financial instruments and valuation methods across asset classes such as IRS, CCS, and FX Forwards. Familiarity with regulatory frameworks like Basel II/2.5/III, SA-CCR, SIMM, and FRTB-xVA. Proven experience with platforms like Murex MLC, Markit, Calypso, or Finastra. Excellent communication skills, with the ability to explain complex technical concepts to non-technical stakeholders. Strong analytical mindset and the ability to work independently. Preferred candidate profile

Please Note: ========== One of our Gulf client is looking for Credit Risk Analyst in their financial department. Spectrum Consulting is acting as Recruitment Services company for this position. You can email your CV directly to: spectrumconsulting1977@gmail.com ========== Job Title: Credit Risk Analyst Onsite Job Location: Dubai - UAE Doha - Qatar Riyadh - Saudi Arabia Onsite Monthly Salary: 15k to 20k AED [ Depending on Experience ] , Full Tax free Salary Gulf Work permit & visa will be sponsored by the company Offshore Job Location: Mumbai Bangalore Hyderabad Offshore India Annual CTC: INR. 15 LPA to 40 LPA (Depending on Experience) No. of positions: 03 Project Duration: 24 Months Experience Needed: 10 - 20 Years Job Description: We are looking for an experienced Credit Risk Analyst with BASEL / IFRS9 / CCAR Skills Job Responsibilities As a credit risk analyst, you should be: Expert in 1 or more of the following: - Credit Risk Modelling with: - BASEL - IFRS9 - CCAR - Structural Models - Strong knowledge of credit risk measures, PFE, xVA, compliance rules, and collateral management. - Experience with Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA. - Able to do credit evaluations of counter parties for financial/non-financial institutions - Carry out financial qualification of service providers for new assignments and new projects - Conduct in-depth analysis of financial statements and employ the company internal credit model to derive credit ratings. - Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Company's risk methodologies and systems. - Maintain approved credit limits and ratings in credit database. - Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks. - Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure. - Review policies, procedures, and align risk policies across the Group - Assist in the consolidation and preparation of reports for top management Nice to have: - Experience with Murex (MLC), Markit, Calypso, Finastra is added advantage but not mandatory Experience Level: 5 - 20 Years Business Verticals: Banking and Financial Services -- Insurance / Banking Insurance Stock Market / Investment Banking Retail Telecom Healthcare Oil and Gas Travel and Hospitality Supply Chain / Logistics Capital Markets / Stock Markets / Forex Trading Job REF Code: CREDITRISK_0525 You can EMAIL your CV to: spectrumconsulting1977@gmail.com If you are interested, please email your CV as ATTACHMENT & - write about your CREDIT RISK experience as covering note and - explaining your CREDIT RISK experience with job ref. code [ CREDITRISK_0525 ] as subject