2 Sabr Jobs

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

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. Inviting applications for the role of Assistant Manager/Manager/Sr. Manager, Model Validation In this role, you will be responsible for model development, implementation & documentation Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, and development of challenger models as necessary. Your activities will include, but will not be limited to the following: . Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or similar guidelines . Exhaustive model validation will include conceptual assessment of model&rsquos use, methodology, assumptions, limitations and on-going monitoring and control, model&rsquos outcome analysis . Development of benchmark models may be required. . Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques . Prepare model validation report summarizing findings and provide recommendations Qualifications we seek in you! Minimum Qualifications / Skills . Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Relevant experience in Banking or Capital Markets, with experience in market risk model validation. . Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines - SR 11-7, FRTB, Stress Testing, Basel III IMA, CAR: Chapter 9,etc. . Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. . Knowledge of VaR, Expected Shortfall or Counterparty Credit Risk modelling. . Knowledge of product valuation in any of Fixed Income or Derivatives . Knowledge of stochastic models such as Black Scholes, Hull & White, SABR etc) will be added advantage. . Working knowledge of Excel, Python/R in this field. . Good communication/presentation skills - written & verbal . Self-driven, proactive, &ldquocan-do attitude. Ability to work under ambiguity and with minimal supervision Preferred Qualifications/ Skills . Strong networking, negotiation and influencing skills . Some understanding and experience in at least one of the regulatory risk modeling/validation guidelines - SR 11-7, FRTB etc Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com . Follow us on Twitter, Facebook, LinkedIn, and YouTube. Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a %27starter kit,%27 paying to apply, or purchasing equipment or training.