21 Quantitative Modeling Jobs

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities: Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targets Propose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into production. Monitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysis Conduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs. Qualifications - Fluency in SQL and R/Python. Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills. 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry. Enthusiasm for working across cultures, functions and time zones.

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targetsPropose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into production Monitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysis Conduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs Qualifications Fluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry Enthusiasm for working across cultures, functions and time zones

As a member of the Internal Audit Model Risk team, you will be responsible for the execution of audits related to model risk management . This requires effective time management and adherence to the department's internal audit methodology. You will support the project manager in defining and executing the audit scope through walkthroughs and discussions with various modeling and model validation teams. Furthermore, you will present and discuss audit findings with both local and global management within the firm. Specific Responsibilities Develop and maintain an in-depth technical knowledge of modeling encompassing both theory and coding. Critically review models , including their conceptual soundness, documentation, code implementation accuracy, and independent validation. Conduct meetings with stakeholders , including modelers and model validators. Execute risk-focused audits of modeling and model risk management. Engage in continuous monitoring of modeling and model risk areas. Communicate modeling problems and issues to senior management. Basic Qualifications Advanced Degree (preferably Master's) in a quantitative discipline (Math, Statistics, Economics, Physics, Engineering, Computer Science). 2-5 years of experience in model development, independent model validation, or model risk audit . Model risk management knowledge , including model risk governance, model development, implementation, testing and change management, and model validation. Team-oriented with a strong sense of ownership and accountability . Strong leadership, interpersonal, and relationship management skills . Strong verbal and written communication skills and presentation skills (PowerPoint, Visio, etc.). Highly motivated with the ability to multi-task and remain organized in a fast-paced environment. Preferred Qualifications Experience within the financial services industry is a plus . Knowledge of financial modeling concepts , including (any combination): Options pricing, credit default, structured products, econometrics, stress scenario creation. Any combination of risk management disciplines: credit risk, market risk, operational risk, funding/liquidity risk. Programming experience in quantitative and object-oriented languages .

Perform validation and approval of the firm's models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

Were a team of specialists charged with managing the firm s funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firm s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors. OUR IMPACT Corporate Treasury plays a central role in the firm s overall strategy with responsibility for providing appropriate funding to support all firmwide activity while maximizing net interest income. The division raises funding and capital via public and private markets, allocates financial resources to facilitate client activity/ strategic initiatives, and dynamically manages the firm s asset-liability risk and liquidity portfolio. Corporate Treasury actively engages with public and private capital markets, ratings agencies, regulatory agencies, and internally with the firm s business lines. YOUR IMPACT Professionals in Corporate Treasury have an analytical mind set, exhibit intellectual curiosity and are from diverse academic backgrounds. We re looking for candidates who will thrive in a dynamic environment where attention-to-detail, multitasking and time management skills are essential. The division is ideal for collaborative individuals with strong quantitative skills, intellectual curiosity, and a commercial yet risk-conscious mindset. Working in the Corporate Treasury division, you will have exposure to all aspects of the firm, including new business activities and critical strategic programs. Strong communication and interpersonal skills are necessary to work successfully with internal and external stakeholders including leadership of the firm s business lines, its creditors, regulators and external counterparties. BUSINESS UNIT OVERVIEW Within Corporate Treasury, Resource Analytics (RA) is a unique opportunity for individuals at all levels to directly contribute to the development and execution of the firm s resource management strategy. Working closely with the Global Treasurer and other members of senior management, RA model and analyse the firm s balance sheet and funding plan across a range of market scenarios and time horizons. The team seeks to support the firm in optimizing its funding mix in a controlled, risk-conscious manner whilst supporting overall firm strategy. A key element to successfully executing this role is the development of meaningful partnerships with internal stakeholders within Corporate Treasury as well as business and Federation groups. JOB SUMMARY AND RESPONSBILITIES Develop and iteratively optimize the firm s funding liability strategy, considering cost, channel diversification, maturity concentration, and impact to key liquidity and capital metrics across baseline and designed stress scenarios Build and develop models, tools and analytical frameworks to enhance decision-making capabilities Conduct scenario analysis to help inform marginal liability management and resource allocation decisions based on liquidity availability, marginal costs, return profile, and franchise benefits Create presentations for discussion with the Board of Directors, senior management, regulators and other key stakeholders BASIC QUALIFICATIONS Highly-motivated, detail-oriented self-starter who is comfortable operating in a fast-paced environment and balancing multiple priorities Excellent analytical skills, with ability to formulate problems, test hypotheses, and condense complex problems into plain language Experience managing and interpreting large amounts of data, and analyzing the output to identify trends and present solutions through business intelligence tools such as Tableau Functional understanding of financial institution financial reports, Bank Holding Company (BHC) and subsidiary liquidity and capital requirements such as the LCR, NSFR, and G-SIB surcharge Strong written and oral communication skills with ability to produce polished presentation materials for senior executives Strong teamwork and interpersonal skills to collaborate with global team members across time zones PREFERRED QUALIFICATIONS Experience working in Consulting, Treasury or another finance-related function in a corporate or major financial institution Exposure to banking funding products, capital or money markets a plus Experience with Business Intelligence toolkits, such as tableau, aqua studio (SQL) or Jupyter notebook (Python)

In this role, you will be provided unique insight into the firm's business activities and asset strategy. You will be responsible for defining, developing models to optimize liquidity, build metric calculators, automated tools to help business get insights into data, predict scenarios and perform better decision making to reduce interest expense for the firm. This front to back model gives the quantitative developer a window into all aspects of CT planning and execution while working on cutting edge industrial technologies. Job Duties Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to optimize liquidity usage in the firm. Build quantitative tools to attribute, explain and perform scenario analyses on various liquidity metrics. Write model documents and execute model validation process in accordance with firm policy for quantitative models. Collaborate with non-engineers to explain model behavior. Basic Qualifications Bachelor's degree Strong analytical skills to perform complex functional and technical analyses Strong communication skills Prior Experience Must Include: 3+ years in Developing mathematical models in one of the following: Python, C++ or Java Maintaining a production code base and daily production processes. Preparing and submitting technical documents to support the validation of mathematical models. Working with techniques of optimization, statistical analysis, including parameter estimation.

Quantitative Strategists Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as we'll as portfolio management platform. Responsibilities As a quantitative strategist your responsibilities will include Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions Prioritize across competing problems, communicate with key stakeholders Basic Qualifications Bachelors / masters degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques Strong fundamentals in design and analysis of algorithms, data structures Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ Strong written, oral communication skills and ability to work in a team environment Ability to multi-task and prioritize work effectively Passion and self-motivation to deliver technology solutions in a dynamic business environment

Market Risk Strats group in Risk Engineering is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The group is responsible for designing, implementing and maintaining quantitative measures of market risk such as Value at Risk(VaR), Stress Tests, as well as metrics used to determine the firm's capital requirements. The responsibilities of Market Risk Strat include: Develop, implement, and maintain quantitative measures of market risk (Risk Models) such as VaR, Stress Test and Capital models in order to assess the market risk of the Firm's businesses. Work on large datasets to extract useful insights on firm's risks Evaluate new capital regulations, including the Fundamental Review of the Trading Book (FRTB) and facilitate the understanding of their impact on the Firm's market risk capital. Coordinate across multiple continents and multiple groups, including traders, strats, technology and controllers to implement the new capital regulations. Communicate clearly about complex mathematical concepts with internal and external stakeholders such as risk managers, market making businesses, senior management and regulators. Perform quantitative analysis and facilitate understanding of the market risk for a variety of financial derivatives, including exotic products. Provide supervision and quantitative / technical guidance to more junior risk management professionals. In performing the job function, an associate in Market Risk Strat will have the following opportunities: Broad exposure to pricing, risk and capital models for a variety of financial products Exposure to challenging quantitative problems such as modeling market risk for derivatives, large scale Monte Carlo simulations of complete portfolios across the firm, and fast approximation of market risk measurements. Development of quantitative and programming skills as well as product and market knowledge. Work in a dynamic teamwork environment. Basic Qualifications: Bachelor's Degree in a relevant field: Mathematics, Finance, Computer Science, Physics, Engineering Strong quantitative skills and programming skills Good knowledge of statistics, econometric modeling and probability theory. Strong written and verbal communication skills ability to explain complex quantitative concepts to a non-technical audience. Preferred Qualifications: Competence in data science, stochastic processes, and advanced mathematics Experience working with large data sets Knowledge of more than one financial asset class

The group's primary mandate is to manage risk that arises from models used in the firm through its range of businesses from models used for derivatives valuation to models used for risk management, liquidity and capital computations. In addition to independently reviewing these classes of models for their validity, theoretical consistency and implementation accuracy, the group is also responsible to assess the risk associated with model choice, e.g., exposure to choice of model in various contexts such as pricing exotic options or in calculating capital. The analysis and reporting team is a new function within the MRM group that is responsible for analyzing, monitoring and reporting on model risk for the firm. The group works collaboratively with the model validation team to understand and communicate results of model validation activities, changes in model risk and other model-related issues to key stakeholders and management. WHAT WE LOOK FOR This business is ideal for collaborative individuals who have strong ethics and attention to detail. Whether assessing the creditworthiness of the firm's counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm's success. The MRM group looks for people with strong quantitative and technical backgrounds and a strong interest in financial markets. We seek bright and dynamic individuals with a degree in quantitative fields such as math, physics, engineering, computer science, or financial engineering. RESPONSIBILITIES Perform validation and approval of the firm's models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

In this role, you will be provided unique insight into the firm's business activities and asset strategy. You will be responsible for defining, developing models to optimize liquidity, build metric calculators, automated tools to help business get insights into data, predict scenarios and perform better decision making to reduce interest expense for the firm. This front to back model gives the quantitative developer a window into all aspects of CT planning and execution while working on cutting edge industrial technologies. Job Duties Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to optimize liquidity usage in the firm. Build quantitative tools to attribute, explain and perform scenario analyses on various liquidity metrics. Write model documents and execute model validation process in accordance with firm policy for quantitative models. Collaborate with non-engineers to explain model behavior. Basic Qualifications Bachelor's degree Strong analytical skills to perform complex functional and technical analyses Strong communication skills Prior Experience Must Include: 3+ years in Developing mathematical models in one of the following: Python, C++ or Java Maintaining a production code base and daily production processes. Preparing and submitting technical documents to support the validation of mathematical models. Working with techniques of optimization, statistical analysis, including parameter estimation.

Summary: We are seeking a motivated and experienced individual to join the HCM Strategy team as a Vice President in Digital Strategy & Automation. The HCM Strategy team manages transformational initiatives enhancing our employee experience, driving quantifiable automation benefits, and promoting resiliency to serve our stakeholders within HCM and across the firm. Your role as a Vice President within this team requires a blend of strategic thinking, technical expertise, analytical abilities, and exceptional leadership qualities to drive business intelligence, automation, and AI initiatives across all functions of Human Capital Management. This role is pivotal in driving digital transformation and enhancing operational efficiency within Human Capital Management. The ideal candidate will have 5-7 years of experience in business intelligence, automation, data analytics, and AI. They will demonstrate a proven record to drive to impactful solutions and support organizational change through digital strategy and task automation. Responsibilities: Business Intelligence and Automation: Lead the development and deployment of business intelligence applications, ensuring alignment with strategic business objectives. Synthesize complex analysis results into actionable insights and recommendations, influencing strategic business decisions. Proactively identify, analyze, and resolve complex systems and algorithm performance trends or issues, developing mitigation strategies. AI and Data Science: Develop and implement AI-driven solutions to enhance business processes and decision-making. Utilize data science methodologies to analyze large datasets and generate predictive models. Collaborate with data scientists and engineers to integrate AI solutions into existing systems. Stay updated on emerging AI and data science trends and technologies, incorporating best practices. Project Management: Oversee project planning, execution, and reporting, ensuring adherence to the project lifecycle. Manage risks and dependencies proactively, ensuring successful adoption of automation products. Mentor and guide other solution experts and advisors, fostering a collaborative environment and promoting knowledge sharing. Innovation and Strategy: Champion the incubation of new low-code applications, identifying opportunities for innovation and driving adoption. Lead complex data analysis and exploratory data analysis initiatives, ensuring adherence to best practices. Collaborate strategically with Engineering to ensure automation solutions align with the firm's technology architecture strategy. Stakeholder Engagement: Lead and manage stakeholder engagements, identifying and cultivating new low-code opportunities. Actively seek out and evaluate information and opportunities from internal and external sources, incorporating best practices. Qualifications: Basic Qualifications: Bachelor's degree or equivalent in Science, Technology, Engineering, or Mathematics. 5-7 years of experience in business intelligence, automation, and data analytics. Proficiency in digital strategy, business intelligence, automation, and artificial intelligence methodologies. Relevant experience in Consumer, Financial, Social Media, Tech, or FinTech sectors. Strong problem-solving and analytical skills. Excellent written and verbal communication skills. Ability to work independently and as part of a team. Knowledge of data-related emerging trends and issues, including financial regulation. Preferred Qualifications: Solution Delivery Experience with implementing according to solution delivery frameworks such as Agile, Sig Sigma, Waterfall, etc. Able to contextualize analysis in Confluence, JIRA, MS applications etc Business Intelligence Working knowledge of analytics applications (i.e Alteryx, Tableau, Qlik, Power BI) Working knowledge of workflow applications (e.g. MS Power Platform, Appian, unqork, ServiceNow) Working knowledge of database tools (e.g. Mongo DB, Snowflake, Elastic, MS SQL) Artificial Intelligence Working knowledge of artificial intelligence programming languages (e.g. Python, R) Working knowledge of artificial intelligence computational packages (e.g. PyCharm, Scikit-Learn) Working knowledge of artificial intelligence platforms including robotics (e.g. Automation Anywhere, Anaconda, GitHub/Lab, Jupyter Hub, UiPath)

Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as well as portfolio management platform. Responsibilities As a quantitative strategist your responsibilities will include Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions Prioritize across competing problems, communicate with key stakeholders Basic Qualifications Bachelor's / master's degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques Strong fundamentals in design and analysis of algorithms, data structures Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ Strong written, oral communication skills and ability to work in a team environment Ability to multi-task and prioritize work effectively Passion and self-motivation to deliver technology solutions in a dynamic business environment goldmansachs.com/careers

Our quantitative strategists are at the cutting edge of our business and solve real-world problems through a variety of analytical methods. As a member of our team, you will utilize your training in mathematics, programming, and logical thinking to build quantitative models that drive success in our business. Your problem-solving talents and aptitude for innovation will help define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Responsibilities As a strategist on our team, you will work closely with the Risk Managers, Goldman Sachs Private Bank, our global deposits and lending business serving ultra-high-net-worth clients. Your quantitative and software skills will be essential in developing new analytics, tools and models to help the Private Bank manage risk and optimize profitability. You will combine quantitative techniques and industry knowledge to build best in class models and tools that streamline risk management, detect fraud at scale, enable optimized data-driven business decision making, and optimize profitability. Areas and examples for how strategists contribute to the success of the Private Bank include Product pricing: Streamline and improve how lenders set rates across its portfolio of products, using financial return-on-equity models Funding optimization: Design quantitative models to help understand and realize the value of the bank's non-maturity deposits business for internal funding Risk Management: Develop quantitative models and tools to manage the private bank's risk, such as developing a rate-sensitive prepayment model to improve hedging of the bank's mortgage portfolio, and develop tools for counterparty credit risk management. Scenario analysis: Build models to project the impact of various stress scenarios on the balance sheet and protect the bank by informing the firm's capital adequacy under stress About Goldman Sachs PWM Across Wealth Management, Goldman Sachs helps empower clients and customers around the world to reach their financial goals. Our advisor-led wealth management businesses provide financial planning, investment management, banking, and comprehensive advice to a wide range of clients, including ultra-high net worth and high net worth individuals, as well as family offices, foundations and endowments, and corporations and their employees. Our consumer business provides digital solutions for customers to better spend, borrow, invest, and save. Across Wealth Management, our growth is driven by a relentless focus on our people, our clients and customers, and leading-edge technology, data, and design. Basic Qualifications Bachelor, Masters, or Ph.D. in a quantitative or engineering field, e.g. mathematics, physics, quantitative finance, computational finance, computer science, engineering 3+ years of experience in the job offered or related quantitative financial modelling and software development positions Programming and mathematical skills are required Creativity, problem-solving skills, and ability to communicate complex ideas to a variety of audiences A self-starter, should have ability to work independently as well as thrive in a team environment Preferred Qualifications Previous work experience in: Utilizing statistical methods, including time-series and regression analysis; programming in object-oriented languages for efficient model implementations; manipulating data sets using relational databases and SQL

Liquidityand PrimeRisk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm's liquidity risk. You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators. Updating and maintaining risk models along with business growth and risk environment changes Developing and maintaining large scale risk infrastructures/systems in a compiled or scripting language QUALIFICATIONS At least 7 years of prior experience in the financial industry, preferably in Capital Markets, Risk or Treasury functions Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering or other highly quantitative discipline Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python) Strong written and verbal communication skills ability to explain complex quantitative concepts to a non-technical audience Strong analytical and problem solving skills using math, statistics, and programming Demonstrated ability to learn technologies and apply Familiarity with financial markets, financial assets and liquidity risk management practices is a plus

Risk Engineering is a multidisciplinary group of quantitative experts who are the authoritative producers of independent risk & capital metrics for the firm. Risk Engineering is responsible for modeling, producing, reviewing, interpreting, explaining and communicating risk & capital metrics and analytics used to ensure the firm adheres to its Risk Appetite and maintains the appropriate amount of Risk Capital. Risk Engineering provides risk & capital metrics, analytics and insights to the Chief Risk Officer, senior management, regulators, and other firm stakeholders. Role Responsibilities A&R delivers critical regulatory and risk metrics & analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities via regular reporting, customized risk analysis, systematically generated risk reporting and risk tools?. A&R has a unique vantage point in the firm's risk data flows that, when coupled with a deep understanding of client and market activities, allows it to build scalable workflows, processes and procedures to deliver actionable risk insights?. The following are core responsibilities for A&R: Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm's businesses and its client activities. Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics? for financial & non-financial risk, risk capital and regulatory reporting. Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics?. Qualifications, Skills & Aptitude Eligible candidates are preferred to have the following: Masters or Bachelors degree in a quantitative discipline such as mathematics, physics, econometrics, computer science or engineering. Entrepreneurial, analytically creative, self-motivated and team-oriented. Excellent written, verbal and team-oriented communication skills. Experience with programming for extract transform load (ETL) operations and data analysis (including performance optimization) using languages such as, but not limited to, Python, Java, C++, SQL and R. Experience in developing data visualization and business intelligence solutions using tools such as, but not limited to, Tableau, Alteryx, PowerBI, and front-end technologies and languages. Working knowledge of the financial industry, markets and products and associated non-financial risk. Working knowledge of mathematics including statistics, time series analysis and numerical algorithms. 3-5 years of financial or non-financial risk industry experience.

Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as well as portfolio management platform. Responsibilities As a quantitative strategist your responsibilities will include Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions Prioritize across competing problems, communicate with key stakeholders Basic Qualifications Bachelor's / master's degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques Strong fundamentals in design and analysis of algorithms, data structures Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ Strong written, oral communication skills and ability to work in a team environment Ability to multi-task and prioritize work effectively Passion and self-motivation to deliver technology solutions in a dynamic business environment goldmansachs.com/careers

At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions. Within SPG, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop custom basket offering. This includes applyingquantitative analysis for creation of custom baskets along withautomation of our quoting, hedging and risk management activities. Your Impact You'll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within ourSynthetic trading business. Role Responsibilities Develop and maintain quantitative analytical tools for SPG Custom baskets business Developmentof robust quoting and pricing infra Identify opportunity to improve sales and trading efficiency through automation and tooling Scale the business by increasing automated risk management for exposures to Equity, FX etc Collaborate closely withthe trading team to ensure daily accurate risk management Form strong partnerships with trading, sales, quants, operations and engineering teams Who We Look For An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions. Basic Qualifications Strong academic background in a relevant field Mathematics, engineering, computer science, or economics background, including a quantitative understanding of statistics and probability Strong programming skills in a modern programming language (C++, Python, Java or equivalent language) and familiarity with object-oriented design principles Ability to work as a member of a global team and deliver results quickly Strong interpersonal/communication skills Ability to focus both on details and on the big picture Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly Ability to solve problems and to explain underlying ideas Preferred Qualifications Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability

Your Impact We are looking for a professional with quantitative skills to join the Emerging Markets Delta1 Trading Strat team to develop market making models to facilitate client flow and investment logic to manage the associated risk. The trading horizon of this activity is from intraday to weeks and requires understanding of quantitative modelling, client demand, macroeconomic environment and equities fundamentals. Global Markets Our core value is providing liquidity and building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers.We help our clients buy and sell financial products around the world. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a very motivated trading floor. Team Description The team is responsible for managing the quantitative aspects of EM ETF trading. We aim to solve for pricing, hedging, analytics using a data driven decision process and with a systematic and scalable approach. How You Will Fulfill Your Potential As a Delta1 Trading Strat, you will play an integral role in the business. You will work very closely with traders and liaise with different stakeholders. We run a flat structure, you will be exposed to the business from various angles, and you will be given lots of responsibility from day one. You will work on supporting and improving our pricing & risk management models. You will build a central risk book grounds up and improve execution stack thereby directly contribute to team PnL. Responsibilities & Qualifications Skills & Experience We're Looking For Qualifications Relevant market experience at a top sell-side/buy-side firm Quantitative background in computer science, electronic engineering, mathematics, physics, or another relevant field Advanced coding and software design skills Advanced knowledge of statistical analysis Ability to manage multiple stakeholders, demonstrating initiative and impact

Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance. An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients. DIVISIONS AND JOB FUNCTIONS BASIC QUALIFICATIONS 1 - 5 years of work experience Work experience in data analysis is preferable Basic fixed income& bond mathematics knowledge is preferable Work experience in development of models for bespoke financial products is preferable Bachelor or Masters in applicable field e.g. computer science, mathematics, physics, engineering, computational finance, quantitative finance MORE ABOUT THIS JOB Please note division and function examples are representative of opportunities common for this skill-set. The list is not exhaustive, and availability of open roles is determined based on business need. Specific roles will be confirmed through the interview process. RESPONSIBILITIES Through a variety of innovative investment solutions, we aim to deliver advice and identify opportunities that shape clients portfolios and long-term investment goals. Investing activities range from implementing investment ideas to monitoring portfolio positions. Clients are at the center of what we do and they require a team behind them that has a passion for investing, risk management experience and ability to understand unique clients needs.

The Team: The Financial Modeling Group provides expert services for our most sophisticated analytical tools so that we can provide our clients with a tailored experience when using our products. This global, seasoned team specializes in onboarding and customer adoption for our Excel add-ins, Screening and Platform Customization , Office Tools products and Proprietary Data capabilities. Comprised of former investment professionals, CFA charter holders , and MBAs , Financial Modeling is charged with understanding our customers needs and objectives and providing solutions to enhance their workflows.? As an apprentice in the financial modeling team you will get an opportunity to contribute to the Excel Modeling and Screening and Platform Customization workflows that the team handles. This includes but not limited to spending a considerable amount of time consulting with our clients about our Excel add-in solutions (CIQ/ CIQ Pro) and how best to implement their data in their models . Application Associates also create and convert financial models from competing platforms for our c lients . Additionally, the Application Associates build and maintain ~500 pre-built templates made available via the combined CIQ and CIQ Pro Excel add-in Template Library. On the Screening and Platform side, S pecialists are tasked with consulting customers on how to reap the maximum benefit by using our web-based platforms. They provide c lients with expert guidance on the use of the Screening tool, build complex screens, and tailor the look and feel of the platforms to facilitate each customers specific workflow needs. Specialists also customize settings and create watch lists, charts, and company tear sheets so our clients can have a personalized workspace . The Impact: The Financial Modeling Group is one of the primary touchpoints for our clients , and you will be the face of the organization. Your regular day would require you to build models, screens, presentations and answer c lient queries and be an advocate of our products while showcasing your vast knowledge of our tools and data. In addition to working with our clients , you will also work with our Commercial team on winning and maintaining business, our Product team on future enhancements, and our C lient Services team on training and c lient queries. Whats in it for you: Professional Development : Gain practical experience in a professional setting with exposure to real business challenges and opportunities. Gain hands-on experience and develop skills in client management, problem-solving, and effective communication. On the job mentorship from experienced professionals. Build connections with industry leaders and peers through networking opportunities and company events. Industry Exposure : Learn about financial markets, enterprise-level products, and cutting-edge technologies that drive our business. Career Growth : This opportunity can serve as a launch pad for a successful career within S&P Global, known for its commitment to excellence in business intelligence. Responsibilities: Ability to understand client-specific requirements across all covered data sets and products. Work with clients across multiple geographies including North America, EMEA and APAC and address their requirements. Create quantitative models, screens, and platform customizations, among others, for our clients using our suite of products. Support our client base in their research by responding to requests that come through calls, e-mails, and meetings. Work on ad-hoc projects handled by the FM team that add value to the overall client experience. Involvement in knowledge sharing activities to support the culture of learning and development. What Were Looking For: MBA with a specialization in Finance or General Management 0-2 years experience Good understanding and knowledge of the fundamentals of business, financial statements, and attention to detail. Working proficiency of Excel and PowerPoint. Excellent communication skills. Should be a team player. Willingness to work in rotational shifts.

About this role: Wells Fargo is seeking a Lead Quantitative Model Solutions Specialist In this role, you will: Lead complex, large-scale model maintenance, optimization, and planning initiatives related to operational processes, controls, reporting, testing, implementation, and documentation Review and analyze complex multi-faceted model operations and optimization challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors Develop model processes and optimization strategies for short- and long-term objectives; support and provide insights regarding a wide array of business initiatives Make decisions in complex and multi-faceted situations requiring solid understanding of agile development Influence global assessment of model maintenance schedules inclusive of engineering, structure, and scope of review following the System Development Life Cycle process, quality, security, and compliance requirements Strategically collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals Required Qualifications: 5+ years of quantitative model solutions or quantitative model operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Desired Qualifications: 2+ years of hands-on experience in Python and SQL 5+ years of advanced programming and debugging skills in Python OOP, packaging, build and deployment, data structures and algorithms, decorators, logging, exception handling 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 1+ years of experience in SAS Good Written and Oral Communication Skills Strong ability to develop partnerships and collaborate with other business and functional areas Knowledge and understanding of issues or change management processes Experience determining root cause analysis Job Expectations: Provide engineering and analytical solutions across model development, implementation, monitoring and production in a Big Data environment Support implementation of Python based solutions for real time and/or batch-based models for commercial banking Identify opportunities and deliver process improvements, standardization, rationalization and automations Migration of existing development/implementation codes from SAS to Python with thorough testing and UAT Development of regulatory Credit risk (including CCAR, CECL and IFRS), RRP Valuation, and PPNR models for Commercial portfolio in SAS/Python. Lead complex model development projects independently and support multiple priorities Perform various complex activities related to predictive modeling process enhancements and Python conversions Work closely with team to understand and enhance the data and modeling process behind existing models, develop new models, address data and model issues/findings. Underlying portfolio data research and analytics using strong programming skills Adhere to audit and model validation governance to ensure data and modeling process are in compliance with policy and are working as intended, address model validation and regulatory feedback issues Support ad-hoc analytic projects.