59 Stochastic Calculus Jobs

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...

Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Specialist- Derivative Pricing Location: Mumbai, India Role Description Model Risk Management's 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 Prici...

Company Profile Mor g an Sta n ley is a lea d ing global fi n anc i al s e rv ic es firm prov i ding a wide ran g e of invest m ent ba n king, s e c u rit i es, inv e st m ent m anage m ent and w e alth m anage m ent serv i c e s . T h e Fir m s e m ploye e s s e rve clien t s w o rldwi d e inc l u d ing corp o ratio n s , govern m en t s and ind i vid u a l s from m ore than 1,2 0 0 offic e s in 43 co u ntries. As a m arket lead e r, the talent and p a ss i on of our p eo ple is c r itical to our s u cc es s. Togeth e r, we share a co mm on set of val u es r o ot e d in i ntegri t y, excel l e n ce and str o ng team ethic. Mor g an Sta n ley c a n p r o v i de a sup e ri o r fo u ndation fo...

As an individual at EY, you will have the opportunity to shape a career that aligns with your unique strengths, supported by a global network, inclusive environment, and cutting-edge technology. Your journey at EY will empower you to strive towards personal excellence while contributing to a more sustainable and prosperous working world for everyone. Your key responsibilities in this role will include: - Demonstrating profound technical expertise and industry insight into financial products. - Taking the lead in various aspects of both large-scale and smaller client engagements, ensuring consistent delivery of high-quality services. - Keeping abreast of market trends and client challenges wi...

Job Description Wealth Management (WM) Investment Risk & Analytics (IR&A) is responsible for the risk oversight of the Managed Strategies from end to end across the WM's Private Bank and Consumer Bank businesses. Managed Strategies included JPMorgan's own proprietary products and third-party funds to include registered funds, exchange traded notes (ETNs), exchange traded funds (ETFs), separately managed accounts, hedge funds, and private equity and real estate funds, etc. We are looking for individuals who can partner with senior members of our team to oversee business activities, models and methodologies related to investment risk. with an emphasis on developing new tools and methodologies ...

Position Overview Job Title: Model Validation Lead- Derivative Pricing Corporate Title: VP Location: Mumbai, India Role Description Model Risk Management's 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...

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...

As a Traded Risk Analyst at Barclays, you will be spearheading the evolution of the digital landscape, driving innovation and excellence. You will be utilizing cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Validate and approve models for specific usages both at inception and on a periodic basis - Conduct annual reviews of model changes - Validate models for their intended use and scope - Approve or reject models based on assessment of conceptual soundness, performance, and documentation clarity - Assess compensating controls to mitigate model risk - Document validation findings and recommendations in clear...

As a Quant Analyst at Futures First, your role will involve supporting the development and execution of quantitative strategies across financial markets. You will be responsible for various key tasks including: - Statistical Arbitrage & Strategy Development: - Designing and implementing pairs, mean-reversion, and relative value strategies in fixed income, such as govies, corporate bonds, and IRS. - Applying cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation. - Optimizing execution using transaction cost analysis (TCA). - Correlation & Volatility Analysis: - Modeling dynamic correlations between bonds, rates, and macro variable...

As a highly motivated and analytical Quant Analyst at Futures First in Gurugram, India, your role involves supporting the development and execution of quantitative strategies across financial markets. Here is a breakdown of your 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, an...

Role Overview: You will be joining a leading investment banking environment as a Quantitative Analyst (Desk Quant), where you will provide front-office support to CVA/XVA traders. Your main responsibilities will include developing pricing models for interest rate and cross-currency derivatives, enhancing pricing frameworks, and collaborating with trading and risk teams to deliver front-office quant solutions. Key Responsibilities: - Provide front-office desk quant support to CVA/XVA traders, actively engaged in daily pricing of Interest Rate Swaps, Caps, Swaptions, Cross-Currency Swaps, and Options. - Develop, implement, and maintain quantitative pricing models within the Front Office Quant ...

Associate Level-1/Sr Associate-Quantitative Analyst Resources/Financing Optimization Global Market Quantitative Research (GMQR) Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. There are teams in London, New York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing, risk, margin, and profitability models and their implementation in the global analytics library. GMQR Resources & Financing Optimization provides expert solutions to the financing activities for both client-facing activities and internal cost optimization. It cove...

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...

Job Description Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. Join our dynamic team in Mumbai/Bengaluru for an exciting opportunity in a fast-paced environment. As an experienced quant, you will partner with the Business to provide insights across roles like derivative quant and electronic trading quant. Collaborate with trading desks, product managers, and technology teams to create analytical tools and ensure regulatory compliance. Benefit from extensive training and unique growth opportunities to advanc...

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...

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 and analysis of all derivative pricing models used for valuation and pric...

Are you ready for a thrilling opportunity to join a vibrant team in a challenging environment As a Quant Modelling Vice President in QR Markets Capital (QRMC) 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 Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will therefore play a critical role and support the activities of the QRMC group globally. We also work closely with Front Office and Market Risk functions to develop tools and utilities for model dev...

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...

At EY, you will have the opportunity to shape a career that is as unique as you are. With our global reach, supportive environment, inclusive culture, and cutting-edge technology, you will have the resources to become the best version of yourself. Your distinctive voice and perspective are valued as we look to improve and excel as a firm. Join us in creating an exceptional experience for yourself and contribute to building a better working world for all. As a Senior Consultant in the Market Risk team within EY's Financial Services Office (FSO), you will be part of a specialized unit that offers a wide array of services tailored to the financial industry. The FSO practice delivers comprehensi...