29 Quantitative Analytics Jobs

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 : 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.

: In Scope of Position based Promotions (INTERNAL only) Job TitleQuantitative Strategist Specialist, AVP LocationMumbai, India Role Description Valuation Control (VC) Strats team, part of Group Strategic Analytics (GSA), plays a key role in supporting the banks Valuation Control (VC) function which is responsible for the independent valuation of the banks fair value balance sheet. This collaboration ensures correct fair value reporting and appropriate reserving and regulatory capital calculation for the banks financial instruments. The candidate is required to work in collaboration with Valuation managers, FO Quant across globe and drive enhancement in valuation processes and methodologies on various internal and regulatory driven projects. Candidate is required to have a deep understanding of Independent Pricing Verification, Reserves & Prudent valuation process. Candidate should be able 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 programming language. Candidate should possess a very good English communication skill to coordinate and communicate his work effectively with various stakeholders spread across globe. Candidate will also facilitate and foster stakeholder relationships globally and within the local region and will also be responsible for development, Support and motivation of the team. 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. Our People Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Work on automation and optimization of valuation control process Build quantitative solution and methodology around reserves, prudent valuation. Develop, Implement, enhance and maintain existing framework to measure valuation risk 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 automated solutions which are optimized and scalable Develop libraries in Python to provide solutions to the business Remediation of regulatory as well as external and internal findings against the valuation control business Your skills and experience A strong, relevant background and 7+ years of experience working in an international Bank or comparable experience Strong analytical skills demonstrated by a background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background from top colleges Good product knowledge of derivatives and pricing in at least one asset class Equity, Credit, Rates, FX, Commodities. Experience in valuation models and pricing techniques Market risk, Middle office, Valuations background with relevant subject matter expertise in one of the three disciplines Knowledge of languages such as R / Python / SQL. Excellent communication skills and attention to detail Strong analytical, problem solving and critical thinking skills with ability to cope well under pressure and tight timelines A track record of working in Projects and supporting Production environment simultaneously Certification such as FRM or CFA or CQF is preferred Industry experience in programming in Python How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

In this role, you will: Manage a team responsible for the creation and implementation of low to moderate complex financial areas Mitigate operational risk and compute capital requirements Determine scope and prioritization of work in consultation with experienced management Participate in the development of strategy, policies, procedures, and organizational controls with model users, developers, validators, and technology Make decisions and resolve issues regarding operational risks and enable decision making in business, product, marketing, or other functional areas Manage a team comprised of quantitative analysts and credit risk analysts Interact with internal and external audit or regulators Manage allocation of people and financial resources for Quantitative Analytics Mentor and guide talent development of direct reports and assist in hiring talent Required Qualifications: 4+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 2+ years of leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science Desired Qualifications: 4+ years of experience in similar role Bachelors degree or higher in a quantitative fields such as Computer Science, Applied mathematics, engineering, statistics, finance or econometrics from top tier institutes Strong problem solving skills 4+ years of experience in credit risk analytics with exposure to statistical and machine learning model development, implementation or ML Ops 2+ years of advanced programming expertise in SAS 4+ years of advanced programming and debugging skills in Python OOP, packaging, build and deployment, data structures and algorithms, decorators, logging, exception handling, JIT compilers 2+ years of experience in High performance computing, Big Data and real time solutions PySpark, MapR streaming, parallel processing, real time optimization. 2+ years of experience in unit testing, UAT testing, regression testing and code review Comfortable with Git, GitHub, CI/CD pipelines and UNIX commands Excellent verbal, written, and interpersonal communication skills Strong ability to develop partnerships and collaborate with other business and functional areas Knowledge and understanding of issues or change management processes Trouble-shoot issues and pro-actively enact solutions in real time Job Expectations: Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities Understanding of bank regulatory data sets and other industry data sources Ability to research and report on a variety of issues using problem solving skills Exposure to banking domain in Credit Risk area on Retail/Commercial portfolio

In this role, you will: Manage a team responsible for the creation and implementation of low to moderate complex financial areas Mitigate operational risk and compute capital requirements Determine scope and prioritization of work in consultation with experienced management Participate in the development of strategy, policies, procedures, and organizational controls with model users, developers, validators, and technology Make decisions and resolve issues regarding operational risks and enable decision making in business, product, marketing, or other functional areas Manage a team comprised of quantitative analysts and credit risk analysts Interact with internal and external audit or regulators Manage allocation of people and financial resources for Quantitative Analytics Mentor and guide talent development of direct reports and assist in hiring talent Required Qualifications: 4+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 2+ years of leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science

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 : 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.

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.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title:Quantitative Strategist Analyst Location:Mumbai, India 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. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Valuation Control Strats: The candidate is required to work in collaboration with London/New York/Berlin 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 programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate 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 external stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience 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 , BITS etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Certification courses like CFA/FRM/CQF Competencies: Programming Skills At least 2 years hands on experience in Python 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 How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About Emperen Technologies : 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. Apply Insights Follow-up Save this job for future reference Did you find something suspiciousReport Here! Hide This Job Click here to hide this job for you. You can also choose to hide all the jobs from the recruiter.

Company Description : Emperen Technologies is a consulting company founded in 2010 with a focus on delivering real results for clients. The company has helped implement the vision of numerous Fortune 500, non-profit, and startup companies, demonstrating that a client-focused, values-driven consulting organization can be successful in the marketplace. Emperen offers scalability and flexibility to navigate and succeed in a complex technological landscape through a seamless delivery model tailored to each client's unique challenge. The team at Emperen continues to grow driven by demand and a commitment to continuous improvement. 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. Apply Insights Follow-up Save this job for future reference Did you find something suspiciousReport Here! Hide This Job Click here to hide this job for you. You can also choose to hide all the jobs from the recruiter.

Job Summary Our Quant Analysts use their computer science expertise to deliver robust, high-performance software and quantitative analytics They create and develop real-time pricing models, risk models, and infrastructure for the Bank's modelling and analytics library to enable pricing, intraday risk reporting, and portfolio-level analytics They work on diverse markets projects, including dedicated applications to support individual teams, to processes that handle millions of trades, or have thousands of users, About The Markets Team Our Markets team provides clients with risk management, financing, and investment expertise through the provision of bespoke solutions across asset classes They do this by building trusted relationships across industries and sectors, About Corporate And Investment Banking (CIB) For more than 170 years weve support clients with their transaction banking, financial markets, corporate finance and borrowing needs and provide solutions to nearly 20,000 clients in the worlds fastest-growing economies and most active trade corridors, Key Responsibilities Youll work on diverse markets projects and dedicated applications to support individual teams to process millions of trades and thousands of users Were looking for highly qualified individuals to deliver robust, high-performance software and quantitative analytics to support pricing and risk management requirements, Develop portfolio risk measurement methodologies, including quantifying credit and market risk exposures and economic capital, Partner with Traders to develop statistical arbitrage strategies, Use value at risk techniques to measure the risk of loss on a portfolio of assets, Develop mathematical models for pricing, hedging and securities risk measurement, Build, test, implement, enhance and maintain, sophisticated quant mathematical models for pricing, risk management, market and asset class analysis, Research alternative models and numeral techniques, including models published in industry or academic publications, Support the design and delivery of CORTEX, including platform adoption, application development, ePricing, the multi-curve framework, Skills And Experience Financial forecasting, modelling and analysis, Risk management, financial risk, and credit risk and operational risk, Balance sheet management, Experienced in using and adapting to client behaviors and preferences, Financial Services regulatory experience, Data analysis and visualisation, Industry knowledge, Sustainable finance, About Standard Chartered We're an international bank, nimble enough to act, big enough for impact For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us, Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours When you work with us, you'll see how we value difference and advocate inclusion, Together We Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What We Offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing, Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations, Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum, Flexible working options based around home and office locations, with flexible working patterns, Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning, Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies everyone feels respected and can realise their full potential,

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleGroup Strategic Analytics Quantitative Strategist Specialist, AVP LocationMumbai, India Role Description We are seeking a highly motivated and skilled Techno- Functional specialist to join our Market Risk Strats team within GSA. This team comprised of people with technology, front office quant and market risk and methodology experience. This role offers a unique opportunity to bridge the gap between quantitative finance & technology. You will be responsible for leveraging your strong Python programming skills to develop, implement and maintain analytical tools and systems for monitoring and managing market risk. Your deep understanding of market risk metrics will be crucial in translating business requirements into technical solutions and ensuring the accuracy and efficiency of our risk management processes. Our People Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients. Group Strategic Analytics (GSA) 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. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Reporting Development (Python)Design, develop, and maintain automated market risk reports, dashboards, and analytics tools using Python and relevant libraries (e.g., Pandas, NumPy, Matplotlib). Market Risk ExpertiseApply a strong understanding of market risk concepts, including VaR, stress testing, sensitivity analysis, and regulatory reporting requirements (e.g. Basel accords, CRR). Control Framework Enhancement (Python)Utilize Python to build and implement data quality checks, monitoring tools, and automated controls to strengthen the market risk control environment. Data ManagementWork with large datasets, ensuring data integrity, accuracy, and timely availability for risk reporting and analysis. Experience with data warehousing and database technologies (e.g., SQL) is a plus. Stakeholder CollaborationPartner effectively with market risk managers, front office trading desks, IT teams, and other relevant stakeholders to understand business requirements and translate them into technical solutions. Process ImprovementIdentify opportunities to streamline existing market risk processes through automation and the application of technology. DocumentationCreate and maintain clear and concise technical documentation for developed reports, tools, and processes. Project ManagementParticipate in and potentially lead projects related to market risk reporting and technology initiatives. Regulatory AwarenessStay abreast of relevant market risk regulations and incorporate them into reporting and control frameworks. Troubleshoot and resolve technical issues related to market risk systems and applications. Participate in system testing, user acceptance testing (UAT) and audit reviews. Your skills and experience Bachelor's or Master's degree in a quantitative field such as Finance, Economics, Mathematics, Statistics, Computer Science, or a related discipline. Minimum of 8-10 years of experience in a market risk role within a financial institution. Strong proficiency in Python programming with hands-on experience in developing data-driven applications, reports, and analytics. Solid understanding of market risk methodologies, models, and metrics. Experience with financial data vendors and APIs. Excellent analytical, problem-solving, and quantitative skills. Strong communication and presentation skills, with the ability to explain technical concepts to both technical and non-technical audiences. Ability to work independently and as part of a team in a fast-paced environment. Familiarity with database technologies (e.g., SQL) is desirable. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

Wells Fargo is seeking a Lead Quantitative Analytics Specialist. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ 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: Strong mathematical, statistical, analytical and computational skills Good knowledge of financial mathematics and financial models Good verbal, written, presentation and interpersonal communication skills Strong programing skills and use of software packages such as Python, C++ Eagerness to contribute collaboratively on projects and discussions Job Expectations: Performing an extensive set of tests (including model performance monitoring) to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions. These activities are formally part of the model development process and should not be confused with testing that is performed as part of the independent model validation process. Work with front office IT team and trading team to resolve issue related to the front office libraries used in the pricing. Writing code (Python, C++) and refactoring code and unit test cases for quant library. Maintaining proper documentation of all processes and keeping the code up to date. Compiling and presenting results in a document which will be submitted to model risk teams for review. Participating in the production of formal summary and analysis documentation and reporting. Actively participating and contributing in team discussions on project specific areas/assignments Answering ad-hoc questions from various stakeholders including US Front Office Quants, Risk, Model Governance etc. by populating templates or creating new reports/extracts as requested by stakeholders. A Masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc 5 + years of experience in similar role with relevant skillset Computer programing skills (Python, VBA, C++) Writing documents using Microsoft Office tools, LaTeX or other word processing programs Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines

About this role: Wells Fargo is seeking a Lead Quantitative Analytics Specialist. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ 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: Strong mathematical, statistical, analytical and computational skills Good knowledge of financial mathematics and financial models Good verbal, written, presentation and interpersonal communication skills Strong programing skills and use of software packages such as Python, C++ Eagerness to contribute collaboratively on projects and discussions Job Expectations: Performing an extensive set of tests (including model performance monitoring) to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions. These activities are formally part of the model development process and should not be confused with testing that is performed as part of the independent model validation process. Work with front office IT team and trading team to resolve issue related to the front office libraries used in the pricing. Writing code (Python, C++) and refactoring code and unit test cases for quant library. Maintaining proper documentation of all processes and keeping the code up to date. Compiling and presenting results in a document which will be submitted to model risk teams for review. Participating in the production of formal summary and analysis documentation and reporting. Actively participating and contributing in team discussions on project specific areas/assignments Answering ad-hoc questions from various stakeholders including US Front Office Quants, Risk, Model Governance etc. by populating templates or creating new reports/extracts as requested by stakeholders. A Masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc 5 + years of experience in similar role with relevant skillset Computer programing skills (Python, VBA, C++) Writing documents using Microsoft Office tools, LaTeX or other word processing programs Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines

About this role: Wells Fargo is seeking a Lead Quantitative Analytics Specialist. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ 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: A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solve 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. 4+ years of experience with minimum Masters/ Phd in a quantitative field such as applied math, statistics, engineering, physics, or mathematical finance. Performing mathematical model validation using Python, C++, R, and SQL or other programming languages and mathematical/statistical packages Producing required documentation to substantiate model validation Analyzing processes and work flows to make recommendations for process improvement in various risk management and/or business areas as well as participating in and leading model risk projects. Strong mathematical, statistical, analytical and computational skills Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions Ability to work independently on complex model validations from start to finish Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, and statistics; Skill in managing relationships with key model stakeholders Eagerness to contribute collaboratively on projects and discussions Perpetual interest in learning something new, but being comfortable with not knowing the all the answers Attention to detail in both analytics and documentation Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective Intellectually curious, who enjoy solving problems Excellent programing skills and use of software packages such as C++, Python, R, SAS and SQL Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment Good interpersonal skills and ability to develop partnerships and collaborate with other business and functional areas.

About this role: Wells Fargo is seeking a Lead Quantitative Analytics Specialist. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ 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: Strong mathematical, statistical, analytical and computational skills Good knowledge of financial mathematics and financial models Good verbal, written, presentation and interpersonal communication skills Strong programing skills and use of software packages such as Python, C++ Eagerness to contribute collaboratively on projects and discussions Job Expectations: Performing an extensive set of tests (including model performance monitoring) to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions. These activities are formally part of the model development process and should not be confused with testing that is performed as part of the independent model validation process. Work with front office IT team and trading team to resolve issue related to the front office libraries used in the pricing. Writing code (Python, C++) and refactoring code and unit test cases for quant library. Maintaining proper documentation of all processes and keeping the code up to date. Compiling and presenting results in a document which will be submitted to model risk teams for review. Participating in the production of formal summary and analysis documentation and reporting. Actively participating and contributing in team discussions on project specific areas/assignments Answering ad-hoc questions from various stakeholders including US Front Office Quants, Risk, Model Governance etc. by populating templates or creating new reports/extracts as requested by stakeholders. A Masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc 5 + years of experience in similar role with relevant skillset Computer programing skills (Python, VBA, C++) Writing documents using Microsoft Office tools, LaTeX or other word processing programs Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines

Education BE/B.Tech Position Summary This role will be responsible for developing commercial forecasts for pipeline and launching products as well as completing opportunity assessments for life cycle management. This role brings specific therapeutic area in-depth expertise, analytical instinct, strategic thinking, and project management skills to communicate the value assessment of new assets and flag appropriate risks and opportunities Job Responsibilities The delivery role will include project scoping, solution design, execution, and communication of the analysis in the client-ready formats Build realistic, transparent, and assumption-driven demand forecasts. Challenge assumptions and apply forecasting methodologies to support the brand strategy Prepare robust forecast assumptions leveraging expertise and analogs from the in-line Forecasting team and research from the Insights and Analytics team Ensure objectivity of brand/therapeutic area forecasts by establishing objectives aligned around forecast accuracy Developing brand volume forecasts, both short-term and long-term, to feed into strategic and operational planning processes Support launch preparations and guide the teams to set up clear post-launch performance tracking by creating and monitoring the short-term revenue forecasts, comparable to actuals in the future, and recommending adjustments when applicable Consistent delivery of analytics that drive informed decision-making, including the definition and development of models to be used in answering business and operational questions Adopting and executing new and innovative analytics offerings for untapped opportunities; Enabling automation of routine measurements Supports client strategy to ensure business and compliance needs are met Coordinate and manage subordinates, facilitate interdepartmental communication, and allocate tasks and resources as needed Guide and advise the modeling and capabilities team as a Subject Matter Expertise on various technologies, solutions, and capabilities to help set up industry-leading practice Work Experience 7-12 years of experience in Experience working with Life Sciences companies in pharmaceutical forecasting (in branded business)/ data analytics; experience supporting both pipeline and marketed product(s) preferred; experience in Specialty or Rare Disease, preferred Expertise with a variety of modeling techniques including statistical, patient-flow, simulations, agent-based and other systems dynamics-based techniques Manage & develop patient/epidemiology-based forecasting models for pharma clients Project Manager who can lead enablement of global life sciences companies to manage forecasting and/or data & analytics function through Axtria solutions and innovative methodologies EPI based Forecasting for Inline, Pipeline, and BD&L Products/ Brands. Trend-Based Forecasting Experience Experience supporting multiple markets globally, Region, and countries. A deeper understanding of disease and Therapy Areas and their application to forecast Expertise in handling datasets - IQVIA, Evaluate, IPD, Kantar, DRG etc. Proven experience working with pharmaceutical datasets (Rx, APLD, etc) Effective forecast storyboarding, capturing key insights backed by relevant data and Quantitative Analytics, Business Analysis and Analog Analysis Behavioural Competencies Teamwork & Leadership Motivation to Learn and Grow Ownership Cultural Fit Talent Management Technical Competencies Problem Solving Lifescience Knowledge Communication Project Management Attention to P&L Impact Business development Capability Building / Thought Leadership Scale of revenues managed / delivered Scale of Resources Managed

Overview : TekWissen is a global workforce management provider that offers strategic talent solutions to our clients throughout India and world-wide. Our client is a company operating a marketplace for consumers, sellers, and content creators. It offers merchandise and content purchased for resale from vendors and those offered by thirdparty sellers. Job Title: Financial Analyst I Location: Bangalore Duration: 8 Months Job Type: Contract Work Type: Onsite Job Description : Key Responsibilities: Perform accurate and efficient data extraction to support reporting and decision-making processes. Participate in User Acceptance Testing (UAT) to ensure systems and process changes meet business requirements. Conduct Vendor GSTIN (Goods and Services Tax Identification Number) validation to ensure compliance and accuracy. Essential Skills: Strong proficiency in Microsoft Excel, including formulas, data analysis, and reporting tools. Possession of a graduate degree in a relevant discipline. Preferred Skills: Basic to intermediate understanding of GST (Goods and Services Tax) framework and compliance requirements. Leadership Principles Emphasized: Ownership Takes full responsibility for tasks and drives initiatives to completion. Bias for Action Makes timely decisions and shows initiative in ambiguous situations. Deliver Results Focuses on key outputs and consistently meets or exceeds expectations. Education/Certification: Graduate degree required. TekWissen Group is an equal opportunity employer supporting workforce diversity.

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in data analysis and statistical models Experience with calculating Risk or Pricing of asset classes

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleQuantitative Strategist Analyst LocationMumbai, India 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. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Valuation Control Strats: The candidate is required to work in collaboration with London/New York/Berlin 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 programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate 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 external stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience 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 , BITS etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Certification courses like CFA/FRM/CQF Competencies: Programming Skills At least 2 years hands on experience in Python 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 How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About this role: Wells Fargo is seeking a Senior Quantitative Analytics Specialist. 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: Experience in at least few of the listed domains - CCAR Stress testing, CECL, IFRS9, RRP, FCM, Basel Models, SR 15-18 and SR 11-7 guidelines First-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, differential equations, linear algebra, applied probability, and statistics Excellent command over supervised, unsupervised and semi-supervised techniques (e.g., Ensemble methods; Boosting algorithms; Statistical models like OLS, Logistic, Ridge, Lasso; Time-series techniques like ARIMAX, Error correction models, ARCH, GARCH) Excellent programing skills in Python, SQL and basic use of SAS. Job Expectations: Support model development activities, including but not limited to data analytics, segmentation, model estimation, testing and documentation for retail unsecured loss forecasting and PPNR models covering both revolving as well as close-ended products (e.g., cards, term loans, lines etc.) Use statistical modelling theories and business knowledge to assess risk, quantify losses and support computation of capital requirements Write efficient codes related to modelling processes including but not limited to data cleaning, analytics, model estimation, and scoring Support model validation and audit exams Collaborate and consult with senior business leaders and modelling managers to help deliver effective and efficient modelling solutions

Job Description 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. Additional Job Description Join us as a " Senior model developer" at Barclays, 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. Quantitative Analytics (QA) is a global organisation of highly specialized quantitative modellers and developers. QA is led by Olaf Springer, who is a member of Risk Exco.QA is responsible for developing, testing, implementing, and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital, impairments, asset-liability management, operational risk, net revenue and balance sheet forecasting, and stress testing across Barclays. The Quantitative Modeller position provides project specific leadership in building targeting solutions that integrate effectively into existing systems and processes while delivering strong and consistent performance. Working with QA Managers, the quantitative modeller role provides expertise in project design, predictive model development, validation, monitoring, tracking, implementation and/or specification. To be successful as a " Senior model developer", you should have experience with: Key Accountabilities include: Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations and specifications. Participate in overall project design and delivery with Quantitative Analytics’ other functional teams and end-clients. Produce robust documentation to ensure replicability of results and fulfil Barclays governance requirements. Work constructively with other Barclays resources to deliver projects. Work with other colleagues to ensure project completion within agreed time frames and end-client satisfaction. Contribute to the broader Quantitative Analytics department through participation in peer reviews, terms of reference reviews, modelling forums, and ad hoc project collaboration. Stakeholder Management and Leadership: Lead resource on projects and bank system migrations, understanding proposed changes, impacts to risk, solutions to mitigate, RAIDs (risks, assumptions, issues, dependencies) to manage, timelines to deliver, resource requirements to deliver. Take business requirements, validate, clarify and where appropriate, challenge/refine them with the stakeholder, to translate them into a meaningful functional specification on which to base build activity. Manage delivery to agreed timelines and report on progress to a centralized risk change forum and model owners with risk (up to and including director level). The role holder will be expected to hold code and document walkthroughs with peers and senior managers who will provide appropriate challenge to drive quality. Decision-making and Problem Solving: Impact analysis of existing managed solutions in response to bank wide initiatives (such as operational system changes). Spot and take advantage of opportunities to improve code efficiency, data transformation, space utilization. Rapid model implementation data exploration and extraction to source the most suitable data items to support the model build validation exercises. Role holder will inform the strategic direction of the Python environment, the principles applied and the toolset evolution. You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills. Location: Noida.

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 Desired Qualifications Eagerness to contribute collaboratively on projects and discussions and support the development of high performing teams Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions Aptitude for synthesizing data to 'form a story' and align information to contrast/compared to industry perspective. Intellectually curious, enjoys solving problems. Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as linear algebra, applied probability, and statistics (Logistic regression, Time Series and Machine learning techniques); Familiarity in one or more of the following areas: Liquidity and Capital models, Stress testing models (ILST, LCR), Recovery and resolution planning models, Asset-liability risk management, Deposit models, Predictive modelling with Logistic regression, Time Series and Machine learning techniques. Strong mathematical, statistical, analytical, and computational skills along with programming experience in SQL, Python, SAS, R, and comfortable working with large datasets Strong communication skills for a variety of audiences (other technical staff, senior management, and regulators) both verbally and in writing Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions Ability to work independently on complex model validations from start to finish Attention to detail in both analytics and documentation Job Expectations 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 Develop benchmarking and alternative models in Python/R/Matlab/SAS Conducting model replication and review of model documentation Managing and mitigating model risk to meet or exceed regulatory and industry standards. Providing leadership and consultation to less experienced validators and business partners Communicating model risk findings and limitations to key stakeholders Contributing to the improvement of model building and model use practices Providing analytical support and offering insights regarding a wide array of business initiatives.

About The Role :: In Scope of Position based Promotions (INTERNAL only) Job Title:Quant Analyst Corporate Title:Associate Location:Mumbai, India 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. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above 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) 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/CQF 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. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.