16 Stochastic Calculus Jobs

About us Target is one of the world s most recognized brands and one of America s leading retailers. Target s Global Supply Chain and Logistics is evolving at an incredible pace. We are constantly reimagining how we get the right product to the guest even better, faster and more cost effectively than before. We are becoming more intelligent, automated and algorithmic in our decision-making, so that no matter how guests shop in stores or on Target.com we deliver the convenience and immediate gratification they demand and deserve. We are on a mission to win decisively over any competitor, with a seamless and superior guest service experience unlike any they can offer. Our teams work with the agility our mission requires, and we constantly come together to implement new processes in record time. So we re looking for exceptional people who are proactive, creative, independent, innovative, risk-savvy and comfortable working in varying degrees of ambiguity. Are you a critical thinker who seeks the root cause and can analyze both qualitatively and quantitativelyAre you a creative problem-solver who simplifies problems, quickly identifies solutions, commits to a plan and then positively influences others to execute itIf so, you will have success on one of our dynamic teams. A role in Fulfillment & Last Mile means creating industry leading intelligence solutions to drive best in class omnichannel guest experiences at the lowest cost to Target. You might focus on enabling the future fulfillment operating model, optimizing inventory management, driving defect resolution for guest promise and cost improvements or leveraging deep business insights and analytics to propel Target s Supply Chain. As a network steward, we design availability, promise, order allocation, and inventory optimization strategies and leverage technology to ensure our inventory is available at the right time, in the right places and quantity to meet the needs of our guest, stores and operational goals. Super-powered first and foremost by our people, and supported by robust process and technology, we are a team of data-focused, curious minds who love to solve hard problems to enable a dynamic, fast paced Supply Chain Network. Our modern operating systems are built by Target and lead in the arena of automated large scale supply chain planning and optimization systems running large-scale solves for complex optimization problems. As a Director of Fulfillment Optimization team, You will be responsible to set strategic direction to drive core analytical insights to influence eCommerce fulfillment decisions to optimize speed, cost and guest experience. You will be responsible and accountable for the delivery of business outcomes enabled through deep analytics and insights powered by analytical products You will partner with product teams, digital business teams, supply chain and other operations teams globally to deliver on business outcomes like ship expense reduction, promise speed, inventory availability on digital channel for various service levels. You will be accountable for building, coaching, and mentoring a strong team of optimization managers/analyst while also building a strong team culture of progress, transparency, and efficiency across Product teams. You will be responsible to elevate your collective team s performance by providing insightful, motivating, and constructive feedback to all roles on the team while also working with senior leadership and peers across pyramids to negotiate and remove execution related barriers for your teams. You will leverage data and analytics to provide competitive analysis, drive decision making, assess the health and effectiveness of digital fulfilment related P&L impacts, and to deliver recommendations to key stakeholders. It will be critical that you possess an understanding of retail, eCommerce or similar area, relevant technologies and design principles to drive innovative and scalable analytics across different area in supply chain. Job duties may change at any time due to business needs. About you: BTECH/MTECH/MS degree 10+ years of retail or equivalent domain experience 5+ years of leading and developing teams, with cross-functional influence Experience in business problem solving using analytical skills Experience with Supply Chain and Ecommerce Order Fulfillment Experience in leading strong analytical and business team Ability to lead and influence a global team while fostering relationships across multiple enterprise wide teams Experience with statistical tools such as SAS, R, and with scripting languages such as Python for analyzing data and building prototypes and solutions Strong communication skills and proven ability to influence both at a strategic leadership level and cross functionally A strong passion for empirical research and for answering hard questions with data. Good understanding of analysis of algorithms, simulations, A/B testing, stochastic models, forecasting Familiarity with supply chain concepts such as forecasting, planning, optimization, and logistics - gained through work experience or graduate level education.

SFD Strats play a critical role in deal structuring, pricing, execution and risk management. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes & risk factors while working on various trades and projects and build a broad foundation of product knowledge. Responsibilities Improve existing pricing models and create new ones for structured products. Understand transaction risks and analyse drivers of profits and losses. Provide analysis for new transactions. Drive commercial outcomes using data. Improve existing and create new models for the pricing and analysis of derivatives Identify, curate, and integrate new structured and unstructured datasets into models. Build end to end solutions from data collection to automated actions. Who We Look For Strong quantitative and coding skills with desire to develop commercial mindset Solid work ethics, team oriented, high levels of motivation. Ability to work in fast-paced environment and time-sensitive situations. Effective communication skills in verbal and writing to both technical and business audience. Basic Qualifications Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science. Experience in object-oriented programming with a language such as C++, Java or Python. Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background Knowledge of credit market and products, interest rates, FX, or risk management is preferred.

Job Description: PwC India is seeking highly skilled Market Risk to join our team. Designation: Senior Associate / Manager Location - Bangalore / Mumbai Responsibilities: Market Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence: correlations and copulas, term structure models of interest rates, and volatility modeling Deep understanding of the Fundamental Review of the Trading Book (FRTB) regulations, specifically expertise in the Internal Models Approach (IMA) and the Standardized Approach (SA). IMA & CVA Experience is preferred Demonstrated experience in development/validation of quantitative models within the banking sector, aligning with FRTB standards, particularly in market risk modeling. Familiarity with risk factor modellability concepts, and adeptness in calculating capital requirements under FRTB guidelines. Perform the back test of the distribution of simulated risk factors Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies Stay up to date with industry trends, regulations, and best practices related to market risk management Requirements: Must hold a Masters or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling. 3+ years of experience in market risk model development/validation Proficiency in programming languages such as Python, R and strong analytical skills for effective data interpretation and model analysis. Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals. Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA - Model development experience will be preferred FRM/CQF/CFA certification would be a plus

Role Overview: We are looking for an exceptional instructor to build the foundational quantitative capabilities of our students. This role demands a deep and nuanced understanding of advanced mathematics, probability, statistics, and stochastic processes, and the ability to convey these complex concepts with clarity and precision. You will be instrumental in laying the analytical bedrock for all quantitative finance careers. Key Responsibilities: Deliver live, engaging online classes on advanced mathematical concepts, probability theory, statistical inference, and time series analysis. Explain complex topics such as linear algebra, multivariable calculus, optimization, numerical methods, Bayesian statistics, ARIMA/GARCH models, and stochastic calculus (e.g., Ito's Lemma, SDEs) with exemplary clarity. Guide students through rigorous problem-solving, derivations, and statistical analyses, ensuring a deep conceptual and practical understanding. Foster a highly disciplined and interactive learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Core Mathematics: Linear algebra, multivariable calculus, real analysis, optimization theory, numerical methods, optimization algorithms. Probability & Statistical Inference: Probability theory, statistical inference, hypothesis testing, Bayesian statistics. Time Series Analysis: ARIMA models, GARCH models, cointegration, Vector Autoregression (VAR). Advanced Statistical Techniques: Regression analysis, principal component analysis, Monte Carlo methods, extreme value theory, copulas, survival analysis. Stochastic Calculus: Ito's lemma, Brownian motion, stochastic differential equations, partial differential equations, measure theory, martingale theory. Data Experimentation & Signal Processing: Causal inference, A/B testing, experimental design, signal detection, regime change detection, correlation analysis. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Mathematics, Statistics, Quantitative Finance, Econometrics, Physics, or a closely related highly quantitative field. Experience: Proven experience in applying advanced mathematics, probability, and statistics in academic research, quantitative finance, or a related analytical domain. We value both experienced educators and talented freshers with exceptional academic records and demonstrable project experience. Domain Expertise: Possess an extremely strong and expert-level understanding of the theoretical and applied aspects of advanced mathematics, statistics, and stochastic processes relevant to quantitative finance. Exceptional Communication Skills: Superior ability to articulate the most complex mathematical and statistical concepts clearly, concisely, and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and mathematical/statistical software (e.g., MATLAB, R, Python with scientific computing libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Quantitative Foundations (Mathematics, Statistics & Stochastic Processes) that you are highly proficient in (e.g., explaining Ito's Lemma, demonstrating Bayesian inference, or breaking down GARCH models). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

About The Role : 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 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 pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

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 Senor Manager and Team Leader, Model Validation In this role, you will be responsible for leading a model validation function covering market risk, counterparty credit risk and derivatives valuation. Responsibilities You will be leading a team of varying seniority resources who are working with independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models. Your activities will include, but will not be limited to the following: Bringing the thought leadership to review the team’s output and guide the team in effective challenge of the models they are working on. Occasionally, validating models Develop in-depth understanding of clients’ products and systems. Develop awareness of existing model limitations. Maintaining strong relationships with clients’ leaders in the market risk, counterparty credit risk and traded products The team work on 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’s use, method, assumptions, limitations and on-going monitoring and control, model’s outcome analysis. Development of benchmark models may be needed. Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques Prepare model validation report summarizing findings and providing recommendations. Taking strategic decisions to ensure delivery objectives and client satisfaction. Coordinate with internal management and support functions to execute on the strategies. Qualifications we seek in you! Minimum Qualifications / Skills Post-graduate degree / diploma in Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF. Candidates with PhD degrees will be preferred. Candidate with MBA degree needs to show strong advance mathematical knowledge / background. Relevant experience in Banking or Capital Markets, with experience in model validation. Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines – SR 11-7, FRTB SA, CCR, SIMM, SA CCR, Stress Testing Good understanding of model / system landscapes, like, pricing / Greeks, scenario generation, risk aggregation, etc. Good understanding of vanilla and exotic derivatives in all asset classes, and their impact on various market risk (VaR, SVaR, FRTB – SBM, DRC and RRAO) and CCR components. Thorough understanding of stochastic processes and their models, stochastic volatility models, yield curve models Good understanding of conventions of various markets like treasury, fixed income, equities, commodities etc. Good understanding of market conventions of various risk factors, such as IR, EQ, FX, etc. and understanding of inflation products and their quotations. Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. The ability to build stochastic Monte Carlo and PDE based models in Python. Effective communication/presentation skills – written & verbal. Self-driven, initiative-taking, “can-do” attitude. Ability to work under ambiguity and with minimal supervision. Preferred Qualifications/ Skills Strong networking, negotiation and influencing skills. Though leadership in model validation practices. 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 'starter kit,' paying to apply, or purchasing equipment or training.

About The Role : Job TitleModel Validation Lead- Derivative Pricing Corporate TitleVP 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 Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders includingFront Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

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

Role Title Quantitative Analyst Job Location Mumbai Summary The role forms part of the Risk Quant team within Global Markets team. Risk Quant team is also part of the Integrated Risk Analytics team. Job Profile Validation of pricing models of derivatives products across all asset classes such as FX, rates, commodities, inflation, credit derivatives including exotic hybrid structures. Provide quantitative support to front and middle office across all trading desks with respect to valuations and modelling. Knowledge of yield curve methodologies and calibration of rate and credit curves. Programming experience with object orientated languages, e.g., Python/C++/R/C#. Validation of components XVAs for structured deals. Provide information to Market Risk, as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems. Validation of calibration parameters for the various components under different stochastic processes. Experience with regulatory models for market risk, initial margin etc. Skills and Knowledge Relevant experience of 2-6 years. Candidate should display knowledge of derivative instruments, pricing, and valuation as well as risk profiles. Model implementations using regression methods, Monte Carlo simulation, tree method and PDE approaches. Knowledge of quantitative risk management models, stochastic calculus, statistics, and numerical resolution methods. A CQF/CFA/FRM/BTRM qualification would be an advantage. Role & responsibilities Preferred candidate profile Perks and benefits

Looking for candidates who are working in Credit Risk Modeling or Market Risk Modeling Share CVs on soofia.khan@black-turtle.in

About The Role : 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 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 pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleModel Validation Specialist- Derivative Pricing, AS 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 Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Credit, Securitization and Research domains. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high-level language especially Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

About The Role : Job TitleModel Validation Specialist- Derivative Pricing Corporate TitleAVP 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 Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders includingFront Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We trade across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. Position OverviewAs a Quantitative Analyst, you will play a crucial role in developing and enhancing high-frequency trading strategies. You will analyze complex financial data, build predictive models, and collaborate with our trading and technology teams to drive performance improvements. Your work will involve applying advanced statistical techniques and programming skills to solve challenging problems in a fast-paced trading environment. Your Objectives:. Work alongside senior traders to implement and enhance automated trading strategies, ensuring they operate efficiently and effectively. Analyze production trades to identify areas for improvement. Develop and propose enhancements to trading strategies based on your findings. Design and implement monitoring tools to detect potential issues in production strategies, ensuring timely identification and resolution. Write comprehensive, scalable scripts in C++ and Python to analyze production strategies, focusing on risk attribution, performance breakdowns, and other critical metrics. Develop innovative and scalable post-trade systems to analyze a wide range of statistics across all production strategies, enhancing overall strategy performance. Create and implement tools for centralized market data analysis across various exchanges, improving data integration and insights. Oversee the deployment and release cycles of trading systems, collaborating with senior traders to ensure smooth and effective rollouts. Your Skills & Talents:. Hold a degree in a highly analytical field such as Engineering, Mathematics, or Computer Science from top tier global institutes. Basic familiarity with Linux and command-line tools, along with foundational programming skills in C/C++ and scripting experience in Perl/Python/Shell. Demonstrate strong problem-solving abilities, with advanced mathematical and quantitative reasoning skills. Exhibit excellent communication skills, with the ability to clearly convey complex technical concepts. Possess a strong quantitative mindset with a keen interest in data-driven problem-solving. Good to have skills:. Experience with high-frequency trading systems and infrastructure. Knowledge of market microstructure and high-frequency trading strategies. Familiarity with low-latency programming and optimization techniques. Benefits:. Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends!. Our perks have you covered. Competitive compensation. Annual international team outing. Fully covered commuting expenses. Best-in-class health insurance. Delightful catered breakfasts and lunches. A well-stocked kitchen. 4 week annual leaves along with market holidays. Gym and sports club memberships. Regular social events and clubs. After work parties. Show more Show less

Skill required: Data Scientist - Data Science Designation: Specialist Qualifications: Any Graduation Years of Experience: 7 - 11 Years What would you do? You will be aligned with our Insights & Intelligence vertical and help us generate insights by leveraging the latest Artificial Intelligence (AI) and Analytics techniques to deliver value to our clients. You will also help us apply your expertise in building world-class solutions, conquering business problems, addressing technical challenges using AI Platforms and technologies. You will be required to utilize the existing frameworks, standards, patterns to create architectural foundation and services necessary for AI applications that scale from multi-user to enterprise-class and demonstrate yourself as an expert by actively blogging, publishing research papers, and creating awareness in this emerging area. You will be working as a part of Marketing & Customer Analytics team which provides a set of processes that measure, manage and analyze marketing activities in order to provide actionable insights and recommendations to marketing organizations in terms of optimizing ROI & performance efficiency in operations.Customer analytics is a process by which data from customer behavior is used to help make key business decisions via market segmentation and predictive analytics. This information is used by businesses for direct marketing, site selection, and customer relationship management. You should have exposure to digital marketing, A/B testing, MVT, Google Analytics/Site Catalyst. You will be a core member of Accenture Operations global Applied Intelligence group, an energetic, strategic, high-visibility and high-impact team, to innovate and transform the Accenture Operations business using machine learning, advanced analytics to support data-driven decisioning. The objectives of the team include but are not limited to: Leading team of data scientists to build and deploy data science models to uncover deeper insights, predict future outcomes, and optimize business processes for clients. Refining and improving data science models based on feedback, new data, and evolving business needs. Analyze available data to identify opportunities for enhancing brand equity, improving retail margins, achieving profitable growth, and expanding market share for clients. What are we looking for? Extensive experience in leading Data Science and Advanced Analytics delivery teams Strong statistical programming experience - Python, R, SAS, S-plus, MATLAB, STATA or SPSS. Experience working with large data sets and big data tools like Snowflake, AWS, Spark, etc. Solid knowledge in at least one of the following – Supervised and Unsupervised Learning, Classification, Regression, Clustering, Neural Networks, Ensemble Modelling (random forest, boosted tree, etc.), Multivariate Statistics, Non-parametric Methods, Reliability Models, Markov Models, Stochastic models, Bayesian Models Experience in atleast one of these business domains:CPG, Retail, Marketing Analytics, Customer Analytics, Digital Marketing, eCommerce, Health, Supply Chain Extensive experience in client engagement and business development Ability to work in a global collaborative team environment Roles and Responsibilities: In this role you are required to do analysis and solving of moderately complex problems Typically creates new solutions, leveraging and, where needed, adapting existing methods and procedures The person requires understanding of the strategic direction set by senior management as it relates to team goals Primary upward interaction is with direct supervisor or team leads Generally, interacts with peers and/or management levels at a client and/or within Accenture The person should require minimal guidance when determining methods and procedures on new assignments Decisions often impact the team in which they reside and occasionally impact other teams Individual would manage medium-small sized teams and/or work efforts (if in an individual contributor role) at a client or within Accenture Please note that this role may require you to work in rotational shifts Qualifications Any Graduation

Dear Candidate, We are hiring for the position of Sr Analyst / Manager / AVP Model Development and Model Validation. Kindly find below details for the same Organization- MNC Bank Global Shared Services Location : Bengaluru Designation- Sr Analyst Manager - AVP Experience - 3- 5 yrs- 5-8 yrs 8-12 yrs Model Development - experience in pricing models Previous experience in exposure models Experience in SIMM model Experience in economic capital Understanding of financial markets and products including derivatives ,Knowledge of principles of derivatives pricing, Knowledge of stochastic calculus, Familiarity with Python, R, Excel and VBA Model Validation - At least a first relevant experience in quantitative modelling (model development or validation) in one or more of these topics: Market risk models, Counterparty credit risk models, Derivatives pricing models Please share your CV on shreya.p@hipotz.com