77 Quantitative Analytics Jobs

You will be joining the LSEG Quantitative Product Specialist team to enable the discovery of new financial relationships and strategies. As a Quant Product Specialist, your role involves understanding clients" quantitative requirements, resolving issues, and demonstrating the best solutions for them. You will be a platform and content guide, utilizing your technical skills to build tailored data calculations and workflows. Your interpersonal skills will help you convey the benefits and usability of our solutions effectively. Key Responsibilities: - Provide direct customer service support to analysts, researchers, and quants at leading investment firms, banks, and hedge funds. - Assist clients in understanding and accurately using LSEG and third-party data from a centralized SQL database for their back-testing models. - Identify, tackle, and research code scripts, and address client inquiries on content and database functionality. - Build relationships with existing clients through training, client meetings, and timely assistance in their financial research projects. - Collaborate with sales and prospective customers to collect product requirements and demonstrate various platform aspects. Qualifications Required: - Bachelor of Arts/Bachelor of Science in Engineering/Computer Science, Finance, or Mathematics. - Knowledge and experience with analytical tools, databases, and Microsoft SQL coding. - Experience in equity market and data content with a good understanding of financial markets. - Experience in quantitative analytics, equity research, equity/credit risk, or financial modeling. - Ability to collaborate effectively with technical and non-technical personnel, give presentations, and solve problems. - Curious mentality with excellent problem-solving skills. - Ability to travel (<5%). London Stock Exchange Group (LSEG) is a leading global financial markets infrastructure and data provider, driving financial stability and empowering economies. LSEG values Integrity, Partnership, Excellence, and Change, guiding decision-making and actions. Working with LSEG means being part of a diverse and collaborative culture committed to sustainability and driving economic growth. LSEG offers tailored benefits like healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.,

Role Overview: You will be a part of the Valuation Control (VC) Strats team within Group Strategic Analytics (GSA) at Deutsche Bank in Mumbai, India. Your primary responsibility will involve collaborating with Valuation managers and FO Quant globally to enhance valuation processes and methodologies for various internal and regulatory projects. You will need to have a deep understanding of Independent Pricing Verification, Reserves & Prudent valuation processes. Furthermore, you will be required to develop end-to-end optimized solutions using Python programming language and effectively communicate with stakeholders across the globe. Key Responsibilities: - Automate and optimize the valuation control process - Develop quantitative solutions and methodologies for reserves and prudent valuation - Enhance and maintain existing frameworks to measure valuation risk across the bank - Understand and break down complex business problems into manageable statements - Coordinate with stakeholders to gather information for a deeper understanding of the business - Design scalable and optimized automated solutions - Develop Python libraries to provide business solutions - Remediate regulatory, external, and internal findings related to valuation control business Qualifications Required: - A strong background with 7+ years of experience - Analytical skills with an MFE/MBA in Finance/Engineering/Mathematics/Quantitative Statistics from top colleges - Industry experience in Python programming, derivatives, and pricing in at least one asset class (Equity, Credit, Rates, FX, Commodities) - Knowledge of valuation models and pricing techniques - Market risk, Middle office, Valuations background with expertise in one of the three disciplines - Excellent communication, attention to detail, problem-solving, and critical thinking skills - Ability to work well under pressure and tight timelines - Experience in projects and supporting production environments simultaneously - Preferred certifications such as FRM, CFA, or CQF Additional Details: Deutsche Bank's Group Strategic Analytics team focuses on combining expertise in quantitative analytics, modeling, pricing, and risk management with a deep understanding of system architecture and programming. The team aims to develop a scalable and flexible Front Office pricing and risk management system that ensures consistency across various bank functions. The company emphasizes a culture of continuous learning, empowerment, and collaboration among its diverse workforce. For further information about Deutsche Bank, please visit their company website: [Deutsche Bank Company Website](https://www.db.com/company/company.htm),

As part of an exciting strategic partnership between LSEG and Microsoft, you have the opportunity to contribute to the development of next-generation data, analytics, and cloud infrastructure solutions that will revolutionize the way customers discover, analyze, and trade securities globally. By joining this dynamic strategic partnership, you will play a crucial role in advancing cloud strategy, improving resilience, efficiency, and agility for customers, and providing access to data and analytics capabilities through a flexible infrastructure. **Role Overview:** As the Manager of Quantitative Analytics Applications, your primary responsibility will be to design, build, and deliver analytics product solutions for LSEG's global client base, encompassing both buy-side and sell-side clients. You will lead the development and delivery of quantitative analytics applications in alignment with Analytics Business, Research, and Product teams, focusing on fixed income analytics and securitized product development. **Key Responsibilities:** - Manage a team of developers and consulting partners to design, build, and deliver analytics product solutions - Deliver high-quality analytics product solutions in collaboration with Analytics Business, Product, Research, and Sales teams - Lead strategic technology initiatives for analytics product, including cloud migration and architecture alignment - Design and build SaaS and PaaS solutions for analytics data, quantitative models, risk analytics, and reporting tools - Extend and support a hybrid multi-cloud analytics platform for buy-side and sell-side clients - Provide leadership, coaching, and development to drive high performance within the Quantitative Development community - Foster a culture of continuous improvement in internal processes and external deliverables **Qualifications Required:** - Strong leadership and development experience in analytics software product development or SaaS/PaaS solutions - Experience managing technical development teams/projects, including onshore and offshore teams - Expertise in API service-based product solutions and cloud-based solutions for analytics products - Domain expertise in fixed income and securitized products - Proficiency in software design, architecture, automation, validation, and verification testing - Experience in full product development cycle and agile software development methodologies - Technical background with a degree in Computer Science, Engineering, Mathematics, or related fields - Practical knowledge and experience in Linux, C++, C#, Python, and related technologies - 10+ years of technology or finance industry experience - Excellent interpersonal and communication skills - Self-driven, goal-oriented team player with strong people leadership experience By joining LSEG, you will have the opportunity for career growth, leading a commercially focused technology team, designing client-facing financial applications, and shaping the strategic technology direction for analytics products. You will work with cutting-edge technologies on Microsoft Office & Azure platforms and cloud technologies, contributing to the growth of the green economy and creating inclusive economic opportunities within a collaborative and creative culture.,

As an Engineer at Goldman Sachs, you will have the opportunity to not only create things but also make the impossible possible. Your role will involve connecting people with capital and ideas, solving complex engineering challenges for clients, and contributing to the development of massively scalable software and systems. You will be part of a dynamic environment that values innovative strategic thinking and quick, practical solutions. If you are someone who is eager to explore the boundaries of digital possibilities, this is the place to start. **Key Responsibilities:** - Work closely with revenue-generating businesses to tackle a variety of problems, such as quantitative strategy development, modelling, portfolio construction, and optimization - Develop quantitative analytics and signals using advanced statistical and econometric techniques to enhance the portfolio construction process and implement fund management models - Build sustainable production systems that can adapt to the fast-paced global business environment - Provide quantitative analytics to optimize investment structure, pricing, returns, and capital sourcing - Collaborate globally with various divisions and engineering teams to create quantitative modeling-based solutions - Prioritize tasks effectively and communicate with key stakeholders **Qualifications Required:** - Bachelor's or master's degree in a quantitative discipline with experience in quantitative analytics and financial modeling - Proficiency in mathematical concepts such as probability, statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, and numerical techniques - Solid understanding of design and analysis of algorithms and data structures - Ability to implement coding solutions for quantitative problems, with experience in developing finance and statistics-based applications using programming languages like Slang, Python, C, or C++ - Strong written and oral communication skills with the ability to work effectively in a team environment - Strong multitasking and prioritization skills - Passion and self-motivation to deliver technology solutions in a dynamic business environment Goldman Sachs is a leading global investment banking, securities, and investment management firm committed to fostering diversity and inclusion. The firm offers various opportunities for professional and personal growth, from training and development programs to benefits, wellness initiatives, and mindfulness programs. For more information about their culture, benefits, and people, visit GS.com/careers. Goldman Sachs is dedicated to providing reasonable accommodations for candidates with special needs or disabilities during the recruiting process. Learn more about their commitment to inclusivity at https://www.goldmansachs.com/careers/footer/disability-statement.html.,

As a quant working on the algorithmic trading platform for eFX, your role will involve: - Guiding models through the entire development lifecycle which includes back testing, preparing high quality documentation, and driving the models through the internal model review and approval process - Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring, and reporting - Developing analytics to assist in smarter risk management of the trading books - Laying out a formal architecture around which a lot of the tools can be built - Working very closely with traders across various markets to build a wide spectrum of tools - Engineering innovative solutions using a variety of approaches such as time-series forecasting predictive modelling, cluster analysis, dimensionality reduction, etc. - Developing and managing quantitative analytics to identify the market dislocations and trading opportunities in eFX markets Qualifications required for this role include: - Talented programmers with experience in e-trading business and related fields - Inquisitive spirit and ability to contribute extensively to the digital transformation of businesses If you are passionate about leveraging your programming skills in the eFX domain and are excited about working closely with traders to develop cutting-edge tools for algorithmic trading, this role could be a perfect fit for you.,

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRM's recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargo's compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4-8 years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargo's model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member. Posting End Date: 18 Sep 2025 We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit . Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

We are looking to hire quants to work on our algorithmic trading platform for eFX. This position is for talented programmers with experience in e-trading business and related fields with an inquisitive spirit and extensively contribute to digital transformation of the businesses. The role involves - Guiding models through the entire development lifecycle including back testing, preparing high quality documentation, and driving the models through the internal model review and approval process Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring and reporting Develop analytics to assist in smarter risk management of the trading books Lay out a formal architecture around which a lot of the tools can be built The individual will work very closely with traders across various markets to build a wide spectrum of tools. Engineering innovation solutions using a variety of approaches such as time-series forecasting predictive modelling, cluster analysis, dimensionality reduction etc. Develop and manage quantitative analytics to identify the market dislocations and trading opportunities in eFX markets. Show more Show less

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRMs recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargos compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4+ years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargos model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

About this role: Wells Fargo is seeking a Treasury Senior Manager for Investment Portfolio Management In this role, you will: Manage and develop teams responsible for complex analytics on components of companywide key treasury finance metrics Oversee the monitoring and evaluation of global market conditions, funding, asset and liability management, liquidity risk management, capital management, financial performance management, capital, and related activities Lead all aspects of a critical treasury finance function Ensure deliverables are completed and compliant with various treasury risk management regulatory requirements Lead implementation of complex projects and initiatives Lead team to achieve objectives Interact with leaders to provide support and drive strategic initiatives for the business Recommend and ensure compliance and risk management requirements for supported area and work with other stakeholders to implement key risk initiatives Collaborate and influence all levels of professionals including leaders Interface with external agencies, regulatory bodies or industry forums Participate in industry and peer groups to influence the standard setting process Manage allocation of people and financial resources for Treasury Develop and guide a culture of talent development to meet business objectives and strategy Portfolio Management & Analysis - Oversee financial research, analysis, and structuring of investment portfolios, collaborating closely with US-based teams. - Drive model lifecycle management validation, implementation, performance monitoring, and remediation. - Lead scenario analysis, stress testing, and ensure all portfolios are aligned with risk appetite frameworks. Model Governance, development, Monitoring & Validation - Lead robust model governance, ensuring alignment with internal policies, regulatory standards, and industry best practices. - Drive independent model validation, including quant review of models across asset classes (fixed income, derivatives, structured products, etc.) - Enhance and automate model validation processes leveraging new technologies and data-driven techniques Risk & Data Management - Ensure effective risk oversight, documentation, risk reporting, and the monitoring of compensating controls where necessary. - Facilitate regular data quality management and reporting for the investment portfolio. Driving the execution of business and technology transformation strategies - support the implementation of streamlined business processes and end-user products for Trading, Securities Portfolio Management and Analytics, Mortgage Modeling, Hedging. - Collaborate and consult with members of the Business Execution team and team leaders to advance strategic initiatives and achieve organizational objectives Team Leadership & Stakeholder Engagement - Mentor and lead quantitative analysts, overseeing project execution, resource planning, and the dissemination of analytics best practices. - Act as the point of contact for internal and external stakeholders (auditors, business support teams) regarding portfolio, model, and risk matters - Drive process improvement and operational efficiency, leveraging global best practices Required Qualifications: 6+ years of Treasury experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 3+ years of management or leadership experience Desired Qualifications Advanced degree in Finance, Economics, Statistics, Mathematics, Engineering, or related field. MBA, CFA, FRM, or equivalent certification preferred Strong experience (at least 6+ years) in investment portfolio management, banking, or asset management, including at least 4 years in a leadership function. Deep expertise in model development, validation, quantitative analytics, and risk management for large portfolios. Strategic AI Awareness: Ability to understand and leverage AI technologies to drive business transformation, improve decision-making, and enhance operational efficiency. Hands-on experience with scenario analysis, risk modeling, credit analysis, and regulatory compliance. Proven ability to lead teams, manage portfolio performance, and drive technological/process enhancements. Advanced statistical, financial modeling, and data analytics skills. Proficient with relevant software (Python, R, Bloomberg, Factset, SQL, etc) Strong communication skills for presenting technical and business insights to diverse audiences, including senior management and regulators. Encourages experimentation with AI tools (e.g., generative AI, automation platforms) to foster innovation and continuous improvement Experience working at/with global banks, especially in offshore centers for US/UK institutions. Knowledge of international accounting standards and regulatory regimes (Basel III/IV, CCAR, FRTB, etc.) Demonstrated success in building stakeholder consensus and driving high-impact portfolio or model validation initiatives at scale.

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRMs recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargos compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4+ years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargos model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRMs recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargos compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4-8 years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargos model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

Join us as a WCR Model Owner Delegate - VP. The role requires close collaboration with the Model Owner and the heads of various departments including Credit Risk, Quantitative Analytics, Front Office, and Technology to manage our extensive and highly material suite of wholesale credit risk models (PD, EAD, LGD) ensuring that both the business and regulatory risk arising from these models and associated systems are effectively controlled and the models perform as required. The successful applicant will lead selected activities across our multi-year wholesale credit risk IRB models replacement programme as well as supporting the Model Owner by taking ownership of day to day aspects of managing our current inventory of credit models. In this role, you will work with the Model and Rating System Owners and other key partners to deliver new IRB models and associated systems, in line with commitments made to the regulator(s). You will be responsible for managing and maintaining the current model inventory in line with Model Risk Policy, including presenting at senior models and rating system related committees. It will be essential to keep abreast with regulatory developments, proactively responding to any implications for IRB modeling. Additionally, you will sponsor/support other non-model, business change projects that may impact the firm's IRB Permissions. Developing and maintaining a strong network and close working relationships with key stakeholders across the BI businesses and functional areas will also be a key aspect of your role to ensure best-in-class and consistent approaches are used across the firm. The ideal candidate for the position should have a quantitative academic and/or professional background with suitable and directly relevant experience in developing or validating empirical models, ideally in a wholesale credit context. Understanding the business portfolios within which those models are used will also be crucial for success. To excel as a WCR Model Owner Delegate - VP, you should possess excellent written and verbal communication skills, capable of digesting and conveying complex information effectively. Proven problem-solving, self-motivation, and decision-making skills are essential, enabling you to break down complex issues and think creatively to deliver practical solutions. A working knowledge of statistical models such as linear and logistic regression and associated statistical tests, gained through suitable experience in prior roles managing/developing related models, will be beneficial. A strong understanding of the fundamentals of Wholesale Credit Risk and the Internal Ratings Based approach to RWA measurement is required. Strong managerial and collaborative skills are also important, inspiring and encouraging personal excellence within and outside the team. A Post Graduate or Masters degree is a necessary qualification for this role. You may be assessed on key critical skills relevant for success in the role, such as risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, as well as job-specific technical skills. Location: Nirlon, 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 modeling solutions to complex business problems using domain expertise. - Collaborate 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 modeling 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 operationalize them. - Provision of ongoing support for the continued effectiveness of analytics and modeling 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. Vice President Expectations: - Contribute or set strategy, drive requirements, and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/processes; deliver continuous improvements and escalate breaches of policies/procedures. - Advise key stakeholders, including functional leadership teams and senior management on functional and cross-functional areas of impact and alignment. - Manage and mitigate risks through assessment, in support of the control and governance agenda. - Collaborate with other areas of work, for business-aligned support areas to keep up to speed with business activity and the business strategies. - Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions. - Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders to accomplish key business objectives, using influencing and negotiating skills 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.,

About this role: Wells Fargo is seeking a Treasury Senior Manager for Investment Portfolio Management In this role, you will: Manage and develop teams responsible for complex analytics on components of companywide key treasury finance metrics Oversee the monitoring and evaluation of global market conditions, funding, asset and liability management, liquidity risk management, capital management, financial performance management, capital, and related activities Lead all aspects of a critical treasury finance function Ensure deliverables are completed and compliant with various treasury risk management regulatory requirements Lead implementation of complex projects and initiatives Lead team to achieve objectives Interact with leaders to provide support and drive strategic initiatives for the business Recommend and ensure compliance and risk management requirements for supported area and work with other stakeholders to implement key risk initiatives Collaborate and influence all levels of professionals including leaders Interface with external agencies, regulatory bodies or industry forums Participate in industry and peer groups to influence the standard setting process Manage allocation of people and financial resources for Treasury Develop and guide a culture of talent development to meet business objectives and strategy Portfolio Management & Analysis - Oversee financial research, analysis, and structuring of investment portfolios, collaborating closely with US-based teams. - Drive model lifecycle management -validation, implementation, performance monitoring, and remediation. - Lead scenario analysis, stress testing, and ensure all portfolios are aligned with risk appetite frameworks. Model Governance, development, Monitoring & Validation - Lead robust model governance, ensuring alignment with internal policies, regulatory standards, and industry best practices. - Drive independent model validation, including quant review of models across asset classes (fixed income, derivatives, structured products, etc.) - Enhance and automate model validation processes leveraging new technologies and data-driven techniques Risk & Data Management - Ensure effective risk oversight, documentation, risk reporting, and the monitoring of compensating controls where necessary. - Facilitate regular data quality management and reporting for the investment portfolio. Driving the execution of business and technology transformation strategies - support the implementation of streamlined business processes and end-user products for Trading, Securities Portfolio Management and Analytics, Mortgage Modeling, Hedging. - Collaborate and consult with members of the Business Execution team and team leaders to advance strategic initiatives and achieve organizational objectives Team Leadership & Stakeholder Engagement - Mentor and lead quantitative analysts, overseeing project execution, resource planning, and the dissemination of analytics best practices. - Act as the point of contact for internal and external stakeholders (auditors, business support teams) regarding portfolio, model, and risk matters - Drive process improvement and operational efficiency, leveraging global best practices Required Qualifications: 6+ years of Treasury experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 3+ years of management or leadership experience Desired Qualifications Advanced degree in Finance, Economics, Statistics, Mathematics, Engineering, or related field. MBA, CFA, FRM, or equivalent certification preferred Strong experience (at least 6+ years) in investment portfolio management, banking, or asset management, including at least 4 years in a leadership function. Deep expertise in model development, validation, quantitative analytics, and risk management for large portfolios. Strategic AI Awareness: Ability to understand and leverage AI technologies to drive business transformation, improve decision-making, and enhance operational efficiency. Hands-on experience with scenario analysis, risk modeling, credit analysis, and regulatory compliance. Proven ability to lead teams, manage portfolio performance, and drive technological/process enhancements. Advanced statistical, financial modeling, and data analytics skills. Proficient with relevant software (Python, R, Bloomberg, Factset, SQL, etc) Strong communication skills for presenting technical and business insights to diverse audiences, including senior management and regulators. Encourages experimentation with AI tools (e.g., generative AI, automation platforms) to foster innovation and continuous improvement Experience working at/with global banks, especially in offshore centers for US/UK institutions. Knowledge of international accounting standards and regulatory regimes (Basel III/IV, CCAR, FRTB, etc.) Demonstrated success in building stakeholder consensus and driving high-impact portfolio or model validation initiatives at scale. Posting End Date: 9 Sep 2025 We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit . Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

You are a full-time Senior Quantitative Analyst at Ethereal Capital, a multi-strategy hedge fund based in New Delhi with a hybrid work arrangement. Your primary responsibility is to develop and implement quantitative models to support various trading strategies. You will analyze market risk, perform statistical analysis, utilize mathematical methods, and conduct quantitative research on a daily basis. Collaboration with trading, technology, and risk management teams is crucial for optimizing and executing strategies effectively. To excel in this role, you must possess strong Market Risk and Quantitative Analytics skills along with proficiency in Statistics and Mathematics. Your exceptional analytical skills, experience with algorithmic trading, machine learning, and financial modeling will be key assets. Your problem-solving and critical thinking abilities will be put to the test as you work both independently and within a team-oriented environment. An advanced degree in a quantitative field such as Finance, Mathematics, Statistics, or a related discipline is required. Prior experience in the financial industry, especially within a hedge fund or proprietary trading firm, is highly preferred.,

Role Description : This is a contract hybrid role for a Quantitative Developer. The Quantitative Developer will be responsible for tasks related to Trading, Quantitative Analytics, Quantitative Finance, Mathematics, and Statistics. Responsibilities : - Develop, implement, and maintain quantitative models and algorithms for trading, risk management, and financial analysis. - Design and build high-performance systems for trading and financial applications. - Collaborate with quantitative analysts, traders, and other stakeholders to understand business requirements and translate them into technical solutions. - Write efficient, robust, and well-documented code in C++ and/or C#. - Optimize existing code and systems for performance and scalability. - Conduct thorough testing and validation of models and systems. - Contribute to the development of software development best practices. - Support the integration of new algorithms into existing trading infrastructure. - Conduct code reviews, assist in troubleshooting, and debug issues in production systems. - Participate in the documentation of processes and systems. Qualifications : - Experience in Trading, Quantitative Analytics, and Quantitative Finance. - Proficiency in programming languages such as C++ and C# (Must-have). - Experience in financial markets and derivatives. Required Skills and Qualifications : - Minimum 3 years of professional programming experience in C# or C++. - Strong expertise in implementing complex algorithms and high-performance systems. - Solid understanding of efficient coding practices and optimization techniques. - 3+ years of experience developing and supporting critical applications within financial institutions or extensive experience in similarly complex industries. - Good understanding of financial domain concepts, systems, and tools. - Experience with version control systems (e.g., Git). - Strong analytical and problem-solving skills. - Excellent communication and collaboration skills. Key Skills : - C#, C++ - Algorithms, High-Performance Computing - Financial Applications - System Optimization, Fintech, Hybrid Development Teams, Domain Collaboration. Preferred Qualifications : - Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative field. - Experience with scripting languages such as Python. - Knowledge of database systems (SQL, NoSQL). - Familiarity with cloud computing platforms (e.g., AWS, Azure). - Experience with Agile development methodologies.

Role Description Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. Your key responsibilities Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex External stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Competencies: Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics: Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQ

Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. Your key responsibilities Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex External stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Competencies: Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics: Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQ

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.

Role Description : This is a contract role for a Quant Developer at Emperen Technologies. The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics. This role is located on-site in Bengaluru. Qualifications : - 3+ years professional programming experience in C# or C++. - 3+ years developing and supporting critical applications in financial institutions or considerable experience in other areas/industries. - BSc in a scientific discipline such as Computer Science, Mathematics, Physics, or Engineering. - Higher degree (MSc or PhD) in a scientific discipline. - Quant Developers need strong programming skills to implement complex algorithms and models. - C# and C++ are commonly used in financial applications for their performance and efficiency. - Quant Developers often work on similar financial applications, requiring a deep understanding of financial systems and tools. - A strong foundation in a scientific discipline is crucial for understanding and developing quantitative models and algorithms. - Advanced degrees often provide deeper knowledge in quantitative methods, which is beneficial for complex financial modeling. Nice to have : - Experience designing/building end-user interfaces (e.g., risk visualization, pricing). - Experience working with Quantitative analysts. - Familiarity with other programming languages (Python, C++). - Knowledge of pricing theory and financial engineering. - Knowledge of grid computing (MS HPC) or Azure Batch. - Data Science knowledge/experience. - Familiarity with continuous delivery/integration using Team City and GitHub.

Edelman is a voice synonymous with trust, reimagining a future where the currency of communication is action. Our culture thrives on three promises: boldness is possibility, empathy is progress, and curiosity is momentum. At Edelman, we understand diversity, equity, inclusion and belonging (DEIB) transform our colleagues, our company, our clients, and our communities. We are in relentless pursuit of an equitable and inspiring workplace that is respectful of all, reflects and represents the world in which we live, and fosters trust, collaboration and belonging. About the Team We are Digital Advisory, a data-led specialty consulting practice that is a key offering across all our business verticals. We create value by delivering compelling insights based on digital data to inform clients about their industry, audience, competition that in turn strategically guide their narrative, campaigns, brand while operating in the full glare of the public spotlight and whose reputations shape their businesses. We have deep industry expertise and advise on content and channel strategy, audience psychography, buyer journey, internet behaviors, unstructured text mining, ORM, employee engagement & advocacy, influencer discovery, vetting and exploratory research & analytics. We take pride in delivering exceptional work for our clients but, at our core, we are a non-hierarchical team who like to spend time together in and out of the office. We are relentlessly collaborative, and supported by leadership who champion and celebrate our collective achievements About The Role We are looking for an ambitious, proactive, and motivated individual with solid exploratory research, digital analytics experience, able to lead day-to-day management of accounts. The Senior Account Manager candidate should be capable of driving analytics design, ideate innovative approaches to derive meaning from unstructured / structured digital data, omnichannel campaign measurements, Web traffic data and translate those into actionable insights. This role will prosper in the intersection of analytics, business and people acumen. Experience in scoping commercials of research/analytics projects, overall financial management - project planning, workload management, budgeting, and managing service levels will be a plus. The candidate will be responsible for overseeing quality and operational performance of accounts, ensuring work quality and deadline adherence for junior members of teams, and providing close coaching and development. We are looking for someone who has the experience and gravitas to present confidently and expertly to clients, serving as the day-to-day contact where appropriate and providing counsel from an informed point of view. Responsibilities: - Own the digital advisory vision and mission - execute ideas to improvise Digital Advisory offering capabilities - Listen to clients and translate their high level business problems into analytics objectives - Deliver strategic insights that can drive practical actions to bring desired business outcome - Work closely and report to Head- Digital Advisory to take the offering forward - Front-end client relationships building trusted and deep partnerships thereby putting digital advisory at the center of client's communication needs - Bring in knowledge about a digital buyer journeys across sectors to identify gaps, conversion bottlenecks and provide analytic approaches to solve - Apply appropriate data science techniques to derive meaning from digital big data, esp. using ML and NLP - Advise internal & external stakeholders to deliver outcome focused deliverables - Lead a diverse team of digital specialists in an extremely fast paced work environment with strict SLAs and less turnaround time - Own the digital advisory vision and mission - execute ideas to improvise Digital Advisory offering capabilities - Create easy-to-consume leadership communications (e.g., slides, reporting tools and dashboards), evaluate and recommend appropriate MarTech Qualifications: Bachelors or Masters in a quantitative/business field (such as Engineering, Statistics, Math, Economics, or Computer Science with Modelling/Data Science, Business Analytics, Marketing, Operational Research), preferably with work experience of 4+ years Required Skills: Technical acumen Experience in at least two of the following technique is required: o Qualitative & quantitative analytics, desktop/blue-sky research o Customer Data Platforms, Marketing Automation o Web mining Web analytics o Predictive (unsupervised / supervised): Using regression in marketing mix models, Clustering using text classification models o Programming in high-level languages - Python & R - One who is digitally savvy and has fair understanding of various digital data sources, its complexities and cultures authentic points-of-view around analytical approaches to harness the same for modern marketing - Ability to manage simultaneous tasks in a fast-paced, technology-oriented environment - Sound understanding of omnichannel digital buyer journey and touchpoints - Familiarity with ETL/ELT and big data tech (SQL/NoSQL/postgreSQL etc. and Hadoop, Spark), data lakes - will be an added advantage Business acumen - Strong verbal and written communication is a key success factor - Structured thinking and persuasion are key enablers to deliver actionable insights - Tenacity to challenge status quo and solve problems - Ability to differentiate between an outcome v/s output - Experience in agency side of business will be an advantage - Team player and self-starter - Attention to detail We are dedicated to building a diverse, inclusive, and authentic workplace, so if you're excited about this role but your experience doesn't perfectly align with every qualification, we encourage you to apply anyway. You may be just the right candidate for this or other roles.

As a Quantitative Analytics Manager at Wells Fargo, you will lead a team in creating and implementing financial strategies in low to moderate complex areas. Your responsibilities will include mitigating operational risks, computing capital requirements, and collaborating with experienced management to determine work scope and prioritization. Additionally, you will be involved in developing strategy, policies, procedures, and organizational controls with various stakeholders such as model users, developers, validators, and technology teams. In this role, you will be empowered to make decisions and resolve issues related to operational risks, enabling informed decision-making in various functional areas including business, product, and marketing. Managing a team comprising of quantitative analysts and credit risk analysts, you will also interact with internal and external audit teams or regulators. Your role will involve overseeing the allocation of people and financial resources for Quantitative Analytics, while also mentoring and guiding the talent development of your direct reports and assisting in the recruitment of new talent. To qualify for this position, you should have at least 4+ years of Quantitative Analytical experience or equivalent demonstrated through a combination of work experience, training, military service, or education. Additionally, you should possess 2+ years of leadership experience and hold a Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science. This job posting is scheduled to end on 9 Jun 2025, although it may close earlier due to a high volume of applicants. Wells Fargo values equal opportunity and encourages applications from all qualified candidates, including women, persons with disabilities, aboriginal peoples, and visible minorities. Accommodations for applicants with disabilities are available upon request during the recruitment process. For candidates applying to job openings in Canada, Wells Fargo emphasizes equal opportunity and inclusion for all individuals. Requests for medical accommodations during the application or interview process can be made through Disability Inclusion at Wells Fargo. Wells Fargo maintains a drug-free workplace and applicants are required to adhere to the company's Drug and Alcohol Policy. Additionally, the recruitment and hiring process at Wells Fargo prohibits third-party recordings unless authorized by the company. Candidates are expected to represent their own experiences directly throughout the recruiting and hiring process. Reference Number: R-461918,

You are a strategic thinker passionate about driving solutions in Macro research and Analytics. You have found the right team. As a Macro research Associate in our Finance team, you will spend each day defining, refining and delivering set goals for our firm. Develop quantitative analytics to support balance sheet and macro research in close conjunction with the treasury departments of other lines of business. Focus on building an analytical framework/infrastructure for Treasury and Feds balance sheet forecasting, expanding the existing suite of internal models to deliver forecasts for assets and liabilities of the firm, and defining the top-down distribution by line of business. Develop dynamic screeners/dashboards and automate reports for end-to-end delivery. Support the creation of both ad-hoc and systematic tools for large dataset analytics. Build Python-based automated solutions for data gathering from multiple sources and develop dynamic reports. Required Qualifications, Capabilities and Skills: - 4+ years of experience developing and maintaining analytics tools - Strong academic background with a degree in engineering, physics, or other quantitative background - Strong programming skills: Python is a must - Strong Excel skills: Must have built dynamic dashboard/screeners - Experience in automation - Strong communication skills (both verbal and written) - Should be flexible with EMEA shifts Preferred Qualifications, Capabilities and Skills: - Experience in quantitative modeling using Python or any other object-oriented-programming (OOP) language is a plus - Willingness to dive into details and dig deep into data to find answers to challenging questions,

The Business Analytics Sr. Manager is responsible for managing professional teams and departments to achieve results. By integrating subject matter expertise and industry knowledge within a specific area, you contribute to setting standards for others to follow. You must have a deep understanding of how different areas work together and align with the overall function's objectives. Basic commercial awareness is essential. Your developed communication and diplomacy skills will be crucial to guide, influence, and convince colleagues in different areas and occasional external customers. You are accountable for the volume, quality, timeliness, and delivery of results in your area. You may also be involved in planning, budgeting, and policy formulation within your area of expertise. As a full management responsibility of a team, your duties may include overseeing people, budget, planning, performance evaluation, compensation, hiring, disciplinary actions, terminations, and budget approval. Responsibilities: - Translate data into consumer or customer behavioral insights to drive targeting and segmentation strategies. Communicate findings clearly to business partners and senior leaders. - Ensure analytics support appropriate marketing investment decisions and activities in the marketing plan. - Analyze the performance of marketing programs and business initiatives. - Work closely with internal and external partners to build, implement, track, and enhance decision strategies. - Make and implement recommendations using data analysis and segmentation methodologies. - Integrate key profitability drivers and success metrics to make pricing offer recommendations and handle adhoc analytical requests. - Assess risk appropriately when making business decisions, ensuring compliance with laws, rules, and regulations. Supervise activities, maintain ethical standards, and create accountability. Qualifications: - 6-10 years of experience. - Previous roles as an Operations Research Analyst, Analytics Manager, Strategic Business Analyst, or similar, focusing on quantitative analytics in financial services. - Proficiency in analyzing large datasets, applying mathematical, statistical, and quantitative analysis techniques. Ability to translate complex ideas to a broader audience. Education: - Bachelor's/University degree required. Master's degree preferred. Please note that this job description offers an overview of the typical tasks involved. Additional job-related responsibilities may be assigned as needed.,

At EY, you have the opportunity to shape a career that is as unique as you are. With global reach, supportive environment, inclusive culture, and cutting-edge technology, you have the resources to evolve into your best self. Your individuality and perspective are highly valued at EY, as we rely on your voice to contribute to our continuous improvement. Join us to craft an exceptional journey for yourself while working towards a better working world for all. Your responsibilities include advising clients on Financial Services Risk Management matters within the financial services sector, particularly focusing on Market Risk and Counterparty Credit Risk identification, measurement, and management. Your role will involve addressing financial risk exposure to interest rate fluctuations, commodity prices, equity movements, credit risks, and foreign exchange rate changes. You will offer strategic guidance on implementing processes, business enhancements, and regulatory compliance requirements such as SA-CCR, Regulatory CVA, Risk Pricing, Margin, and CCAR. Collaboration with a diverse team of professionals, delivering high-quality services, showcasing technical expertise, nurturing client relationships, and exploring business development opportunities are key aspects of your role. Your expertise in structuring and planning projects in risk and capital markets, conducting fieldwork, managing project risks, and effective communication with stakeholders are crucial. Understanding client needs, referring them to relevant colleagues, and expanding business relationships are part of your responsibilities. To qualify for this role, you should hold a Bachelor's degree in finance, economics, accounting, engineering, or a related field with 1-2+ years of relevant work experience, or a Master's degree in Finance, Accounting, Business, or Management with 2 years of experience in the Financial Services industry. Your experience should encompass various areas within the financial services industry, including capital markets functions, quantitative analytics, risk management, margin and collateral management, regulatory requirements, derivatives product knowledge, and market infrastructure understanding. Strong problem-solving skills, excellent communication abilities, and a proactive attitude will further enhance your suitability for this role. The ideal candidate will also possess experience with market infrastructure and control functions, displaying a proactive approach towards challenges and opportunities in the financial services industry. EY is committed to building a better working world by creating long-term value for clients, people, and society, while fostering trust in capital markets. With a global presence in over 150 countries, EY teams leverage data and technology to offer assurance and support clients in their growth, transformation, and operations. By working across various sectors such as assurance, consulting, law, strategy, tax, and transactions, EY teams strive to address complex issues by asking critical questions and providing innovative solutions.,

The Company PayPal has been revolutionizing commerce globally for more than 25 years. Creating innovative experiences that make moving money, selling, and shopping simple, personalized, and secure, PayPal empowers consumers and businesses in approximately 200 markets to join and thrive in the global economy. We operate a global, two-sided network at scale that connects hundreds of millions of merchants and consumers. We help merchants and consumers connect, transact, and complete payments, whether they are online or in person. PayPal is more than a connection to third-party payment networks. We provide proprietary payment solutions accepted by merchants that enable the completion of payments on our platform on behalf of our customers. We offer our customers the flexibility to use their accounts to purchase and receive payments for goods and services, as well as the ability to transfer and withdraw funds. We enable consumers to exchange funds more safely with merchants using a variety of funding sources, which may include a bank account, a PayPal or Venmo account balance, PayPal and Venmo branded credit products, a credit card, a debit card, certain cryptocurrencies, or other stored value products such as gift cards, and eligible credit card rewards. Our PayPal, Venmo, and Xoom products also make it safer and simpler for friends and family to transfer funds to each other. We offer merchants an end-to-end payments solution that provides authorization and settlement capabilities, as well as instant access to funds and payouts. We also help merchants connect with their customers, process exchanges and returns, and manage risk. We enable consumers to engage in cross-border shopping and merchants to extend their global reach while reducing the complexity and friction involved in enabling cross-border trade. Our beliefs are the foundation for how we conduct business every day. We live each day guided by our core values of Inclusion, Innovation, Collaboration, and Wellness. Together, our values ensure that we work together as one global team with our customers at the center of everything we do - and they push us to ensure we take care of ourselves, each other, and our communities. Job Summary: As Manager, Stress Testing Oversight within our Global Risk Organization, you will lead the design, implementation, and ongoing enhancement of the PayPal Europe stress testing framework in accordance with ECB, EBA, and local regulatory requirements. You will drive the strategic direction for stress testing activities across material risk types, ensuring effective coordination across business teams and robust delivery of regulatory, internal, and ad hoc stress tests. Your work will provide critical insights to senior management, informing strategic direction, risk appetite, capital planning, and supervisory communications. Job Description: Key Responsibilities Define the specifications and methodology for the stress testing program, ensuring alignment with ECB and other applicable EU regulatory requirements, in particular for systemically important institutions. Lead the coordination and definition of key stress testing assumptions (macro, idiosyncratic, and reverse stress scenarios) with internal stakeholders and expert teams across risk, finance, and business lines. Oversee and ensure the ongoing adequacy, calibration, and fit-for-purpose operation of stress testing models and engines. Interpret, review, and document all stress test results, including the rationale for key assumptions and their impacts on capital, liquidity, and solvency positions. Present stress testing methodology and outcomes to senior management, risk committees, and regulatory bodies (ECB, CSSF) as required, articulating material risks and model limitations in a clear and concise manner. Maintain up-to-date documentation and process control for all elements of the stress testing lifecycle, including scenario selection, data inputs, model parameters, and reporting outputs. Monitor market and regulatory developments, proactively enhancing the stress testing framework to ensure best-in-class standards and ongoing regulatory compliance (ECB Guide on ICAAP/ILAAP, EBA Guidelines, CRR). Assist with the integration of stress testing outcomes into risk appetite, capital planning, recovery planning, and other strategic processes (e.g., ICAAP/ILAAP, SREP submissions). Support ad hoc regulatory data requests, internal reviews, audits, and examinations related to stress testing frameworks and outcomes. Ideally, you would have 7+ years of experience in stress testing, risk management, or quantitative analytics within a regulated EU/EEA banking environment, ideally with direct exposure to ECB SSM supervision. Proven track record in leading or coordinating stress testing or capital planning projects Hands-on experience with quantitative modeling and scenario design. Master's degree in finance, economics, quantitative discipline, or related field professional certification (CFA, FRM, PRM, CQF) advantageous. Strong analytical skills and attention to detail, with outstanding verbal and written communication abilities. Capacity to interpret complex technical results for diverse audiences up to senior executive and regulator level. Proven experience working in a fast-paced, international environment, managing multiple stakeholders and deadlines. Preferred Qualification: Subsidiary: PayPal Travel Percent: 0 PayPal does not charge candidates any fees for courses, applications, resume reviews, interviews, background checks, or onboarding. Any such request is a red flag and likely part of a scam. To learn more about how to identify and avoid recruitment fraud please visit . 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