77 Stochastic Calculus Jobs

Role Overview: As a Business Consulting QAS- Quantitative Trading Book (QTB) professional at EY, you will be a part of the Financial Services Office (FSO) Advisory Practice, focusing on providing integrated advisory services to financial institutions and capital markets participants. Your role within the Quantitative Trading Book (QTB) team will involve designing and implementing strategic changes across risk management, treasury, and front, middle, and back-office activities for clients in the financial services sector. Key Responsibilities: - Demonstrate deep technical capabilities and stay updated on market trends and client issues in the financial services sector. - Monitor progress, man...

Evaluate prompts, solutions, answers, metadata Assess task quality with 8-10 criteria rubrics Verify accuracy, logic, and reasoning consistency Deliver concise feedback At dext ai, we refer candidates to AI-training companies Required Candidate profile PhD/Master’s in Math or STEM (Ph.D preferred) Expertise in math & reasoning tasks Strong analytical & writing skills Perks and benefits WFH at $20 to $30 per hour with flexible schedule

Design and deploy high-impact AI projects to optimize and automate workflows across the organization. Identify automation opportunities and translate business needs into AI solutions. Empower teams to work more efficiently and drive operational excellence. Collaborate with cross-functional teams to develop and implement AI-powered workflows. Develop and maintain complex workflows using AI-native or no-code/low-code platforms. Troubleshoot and resolve issues within automated workflows. Job Requirements Proven experience in workflow automation, process optimization, or operations. Strong logical reasoning and problem-solving abilities. Excellent communication and documentation skills. Ability ...

In this role as a Risk Model Validation at Barclays, you will play a crucial part in reviewing stress testing models within the Trading Risk Independent Validation team. Your expertise will be pivotal in ensuring the accuracy and effectiveness of these models to support the bank's risk management strategies. **Key Responsibilities:** - Review stress testing models to assess their suitability for specific usages and scopes - Evaluate and approve or reject models based on their conceptual soundness, performance, and documentation clarity - Assess compensating controls used to mitigate model risk - Document validation findings and recommendations in clear reports for model improvement - Design ...

As a highly motivated and analytical Quant Analyst at Futures First in Gurugram, India, your role will involve supporting the development and execution of quantitative strategies across financial markets. **Key Responsibilities:** - **Statistical Arbitrage & Strategy Development:** - Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS). - Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation. - Optimize execution using transaction cost analysis (TCA). - **Correlation & Volatility Analysis:** - Model dynamic correlations between bonds, rates, and macro vari...

As a highly motivated and analytical Quant Analyst at Futures First, your role will involve supporting the development and execution of quantitative strategies across financial markets. You will have the opportunity to work on various aspects including Statistical Arbitrage & Strategy Development, Correlation & Volatility Analysis, Seasonality & Pattern Recognition, Back testing & Automation. Key Responsibilities: - Design and implement pairs, mean-reversion, and relative value strategies in fixed income such as govvies, corporate bonds, and IRS. - Apply cointegration tests like Engle-Granger and Johansen, Kalman filters, and machine learning techniques for signal generation. - Optimize exec...

As a Quantitative Analyst (Desk Quant) in the Front Office Support team at a leading investment banking environment in Bengaluru, your role involves providing front-office desk quant support to CVA/XVA traders. You will actively engage in daily pricing of Interest Rate Swaps, Caps, Swaptions, Cross-Currency Swaps, and Options. Additionally, you will be responsible for developing, implementing, and maintaining quantitative pricing models within the Front Office Quant Library using C++ and Boost libraries. Your expertise in engineering and integrating pricing engines and tools into Excel via C# libraries will streamline trading workflows and improve efficiency. You will also refactor and optim...

Role & responsibilities Identify and evaluates the conceptual soundness of the pricing ( Stochastic Fixed income and equity models) and market regulatory models (FRTB, VAR,IRC,CRM) along with assumptions and limitations Evaluate the implementation of the model by independent replication of model using SG pricing library. Assess the performance of the model by independently performing the calibration tests, degeneracy tests in case of exotic payoffs, benchmarking and various sensitivity tests covering stress scenarios. Review the quality of the input data by checking arbitrage free conditions and by liaising with various stakeholders such as IPV and data control teams to ensure data adequacyE...

Role Overview: As a Quantitative Analyst at UBS, you will play a crucial role in developing and maintaining stress models for traded products in line with regulatory requirements and internal monitoring. Your responsibilities will include interacting with internal and external stakeholders, developing prototype codes, collaborating with other team members, and ensuring regulatory compliance. You will be a part of the Pillar 2 Counterparty Credit Risk Models Crew in Krakow or Mumbai, contributing to the stress credit exposure models of the IB division. Key Responsibilities: - Develop and maintain stress models for traded products (Derivatives and SFTs) in compliance with regulatory requiremen...

Role Overview: As the Pricing Model Validation Lead - VP at Deutsche Bank in Mumbai, India, your primary responsibility will be to independently review and analyze derivative pricing models across Rates, FX, and Hybrids. You will collaborate with the pricing validation teams in London and Berlin to conduct validation testing, analyze mathematical models, and assess associated risks. Your role will involve engaging with key stakeholders such as Front Office Trading, Front Office Quants, Market Risk Managers, and Finance Controllers to discuss the outcomes of your reviews and analyses. Additionally, you will be responsible for managing team members, ensuring their knowledge, training, and comm...

As a Quant Modelling Analyst at our company, you will be a part of the Model Risk Governance and Review group in Mumbai focusing on Market Risk models. You will have the opportunity to work with various asset classes, advanced modelling methodologies, and collaborate with Quantitative Research teams and other Risk Functions on a daily basis. Your main responsibilities will include: - Model validation of market risk models: - Evaluate model specification for conceptual soundness - Assess the appropriateness of the methodology - Review the reasonableness of assumptions and reliability of inputs - Test the completeness of testing to support model implementation correctness - Perform ongoing per...

As a Quantitative Research Equities Modeling professional, you will be responsible for developing and maintaining mathematical models for pricing, hedging, and risk measurement of derivatives securities. Your key responsibilities will include: - Developing mathematical models for pricing, hedging, and risk measurement of derivatives securities - Identifying major sources of risk in portfolios, explaining model behavior through scenario analyses, and developing quantitative tools - Assessing the appropriateness of quantitative models and their limitations, as well as identifying and monitoring associated model risk - Implementing risk measurement, valuation models, or algorithmic trading modu...

As a Model Risk Management (MRM) Quant at ANZ, you will be a key member of the Global Front Office Quants and Analytics team based in Bangalore. Your role will involve testing and governance of Fixed income derivatives models on the Sky platform for various desks in ANZ Markets business. Your typical day will include engaging with Senior Quants and Quant Developers, performing tests to ensure model performance, challenging model assumptions, documenting model validation exercises, developing tools in C++, Python, or Excel, and working on ad-hoc projects to monitor and increase test coverage. Key Responsibilities: - Engage with Senior Quants and Quant Developers to understand the expected mod...

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Specialist- Derivative Pricing LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing M...

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title Model Validation Senior Specialist- Derivative Pricing, AVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies Th...

As a Quant Modelling Vice President in QR Markets Capital (QRMC) team's team, you will play a pivotal role by implementing the next generation of risk analytics platform. The QR Markets Capital (QRMC) team's mission is to build the models and infrastructure used for the risk management of Market Risk such as of Value at Risk(VAR)/Stress/ Fundamental Review of the Trading Book( FRTB). The QRMC team in India will therefore play a critical role and support the activities of QRMC group globally. We also work closely with Front Office and Market Risk functions to develop tools and utilities for model development and risk management purposes. - Work on the implementation of the next generation of ...

Brand: HSBC Area Of Interest Location: Bangalore, KA, IN, 560103 Work style: Hybrid Worker Date: 16 Oct 2025 Some Careers Have More Impact Than Others. If you're looking for a career where you can make a real impression, join HSBC and discover how valued you'll be. HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions. We are currently seeking an experienced professional to join our team in the role of Assistant Director,TnO Analytics Business...

Job Description: Join us as a " AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , expe...

Role Overview: Model Validation Analyst - Derivative Pricing position at Deutsche Bank in Mumbai, India involves actively managing model risk globally, including performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. The Pricing Model Validation team is responsible for independently reviewing and analyzing derivative pricing models used for valuation and pricing across the bank. Key Responsibilities: - Independently review and analyze derivative models for pricing and risk management a...

IMM Counterparty Credit Risk - Director Profile Description We're seeking someone to join our team as a Director in Risk Analytics in IMM Counterparty Credit Risk team. Firm Risk Management In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives. Company Profile Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovati...

You will be responsible for overseeing business activities, models, and methodologies related to investment risk with a focus on developing new tools and methodologies for risk quantification. Your key responsibilities will include: - Designing, developing, and deploying advanced AI/ML models to derive actionable insights, automate processes, and facilitate strategic decision-making across various business units. - Collaborating with teams to design and oversee the end-to-end lifecycle of AI/ML initiatives, from problem scoping, data engineering, model development, validation, deployment, to monitoring. - Leading the model development process, including tasks such as data wrangling/analysis,...

Job Title: Model Validation Lead- Derivative Pricing Corporate Title: VP Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review ...

As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will play a crucial role in implementing the next generation risk analytics platform. The main goal of the QRMC team is to construct models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will support QRMC group's activities globally, collaborating closely with Front Office and Market Risk functions to create tools and utilities for model development and risk management. Your responsibilities will include: - Working on implementing the next generation risk analytics platform - Evaluating model performance ...

You will be responsible for developing sophisticated trading algorithms and innovative financial models in the dynamic cryptocurrency markets. Your key responsibilities will include: - Designing and implementing advanced machine learning and closed form powered trading strategies - Conducting quantitative research on market microstructure and trading opportunities - Creating predictive models using time series analysis and stochastic calculus - Analyzing complex market patterns and developing innovative trading approaches To qualify for this role, you need to have the following qualifications: Technical Expertise: - Degree in Engineering, Mathematics, Applied Mathematics, Statistics, or rela...

As a Senior Technical Specialist, you will play a key role in developing and maintaining network management applications for optical transport technologies, ensuring efficient configuration, fault supervision, and performance monitoring. You will leverage your expertise in data science and machine learning to enhance network management capabilities, applying advanced models and feature engineering techniques. With strong proficiency in Python, Java, GoLang, and cloud-based technologies, you will drive innovation, optimize performance, and enable seamless deployments through CI/CD pipelines. Your adaptability and leadership will help mentor junior developers, foster collaboration, and navigat...