59 Stochastic Calculus Jobs - Page 2

About the job You will be joining a cutting-edge crypto hedge fund that specializes in mid and high-frequency trading strategies. We are looking for exceptional high-level mathematical talent to lead our quantitative research and development efforts in this dynamic field. As a Physics or Mathematics graduate with advanced analytical expertise, you will be responsible for developing sophisticated trading algorithms and innovative financial models specifically tailored for the cryptocurrency markets. Key Responsibilities Your main responsibilities will include designing and implementing advanced machine learning and closed form powered trading strategies. You will conduct quantitative research...

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 ba...

You will be part of a cutting-edge crypto hedge fund that specializes in high-frequency and machine-assisted trading strategies. We are looking for an exceptional PhD-level mathematical talent to lead our quantitative research and development efforts. As a PhD Physics or Mathematics candidate with advanced mathematical expertise, you will be responsible for developing sophisticated trading algorithms and innovative financial models in the dynamic cryptocurrency markets. You should have an advanced degree (Masters/PhD) in Computer Science, AI, Machine Learning, Quantitative Finance, Mathematics, or related fields. Your key responsibilities will include designing and implementing advanced mach...

As a Model Risk Management (MRM) Quant at ANZ, you will be an integral part of the Global Front Office Quants and Analytics team, based in Bangalore. Your primary responsibility will involve the testing and governance of Fixed income derivatives models on the Sky platform. You will collaborate closely with Senior Quants and Quant Developers to comprehend the expected model behavior, conduct various tests to validate the model's performance, and challenge model assumptions to identify limitations. Additionally, you will document the model validation exercise and develop tools using C++, Python, or Excel to enhance testing scope and automate existing processes. Ad-hoc projects will also be par...

The Pricing Model Validation team is looking for a Model Validation Lead- Derivative Pricing VP to join their team in Mumbai, India. As a part of Model Risk Management, your mission will be to actively manage model risk globally in line with the bank's risk appetite. This includes 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. Your key responsibilities will involve independently reviewing and analyzing derivative models for pricing and risk management across Rates, FX, and Hybr...

The Model Validation Senior Specialist- Derivative Pricing, AVP position in Mumbai, India is a part of the Model Risk Management team, which is responsible for managing model risk globally in line with the bank's risk appetite. The primary responsibilities include 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. Additionally, the team is responsible for creating bank-wide Market Risk policies. The Pricing Model Validation team, as part of Model Risk Management, conducts independe...

Model Validation (Credit risk/ Market risk) We are hiring for a leading Financial KPO organization based at Bangalore/Gurugram/ Kolkatta Position : Experience : 8-10 yrs in experience in model validation/ development, quantitative modelling Strong understanding of model risk, validation frameworks, and regulatory requirements. Strong technical skills in python for model development. Education : B.tech/ Masters / MBA - in Economics, Mathematics, Statistics, Finance, Computer science Role & Responsibilities : Responsible for being validator for a wide range of models like IRRBB, credit risk, market risk, counterparty credit risk, fraud detection, Stress Testing, AML and forecasting models Work...

Model Validation (Credit risk/ Market risk) We are hiring for a leading Financial KPO organization based at Bangalore/Gurugram/ Kolkatta Position : Sr Manager - Quant Model Validation Experience : 8-10 yrs in experience in model validation/ development, quantitative modelling Strong understanding of model risk, validation frameworks, and regulatory requirements. Strong technical skills in python for model development. Education : B.tech/ Masters / MBA - in Economics, Mathematics, Statistics, Finance, Computer science Role & Responsibilities : Responsible for being validator for a wide range of models like IRRBB, credit risk, market risk, counterparty credit risk, fraud detection, Stress Test...

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. You will be part of the Business Consulting QAS- Quantitative Trading Book (QTB) team at EY. The profile for this role includes positions as Quant Analyst, Consultant, or Manager. EY's Financial Services Office (FSO) is a specialized business unit that offers a wide range of integrated services combining deep industry experience with strong ...

At EY, you will have the opportunity to shape a career that is as unique as you are, supported by a global network, an inclusive culture, and cutting-edge technology that empowers you to reach your full potential. Your insights and perspective are valued as we strive to enhance EY and create a more inclusive working world for all. As a Quant Analyst/Consultant/Manager in the Business Consulting QAS-Quantitative Trading Book (QTB) profile at EY's Financial Services Office (FSO), you will be part of a specialized team that offers a wide range of services to financial institutions and capital markets participants. These services include market, credit, and operational risk management, regulator...

Are you seeking a thrilling opportunity to become a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, where you will embark on implementing the next generation of a risk analytics platform The QRMC team is dedicated to constructing models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). As a key member of the QRMC team in India, you will play a vital role in supporting the global activities of the QRMC group. Collaboration with the Front Office and Market Risk functions to create tools and utilities for model development and risk management will also be a significant aspect of this role....

At EY, you will have the opportunity to craft a career that is as exceptional as you are, leveraging global scale, support, an inclusive culture, and cutting-edge technology to evolve into the best version of yourself. Your distinctive voice and perspective are crucial in contributing to EY's continuous improvement. By joining us, you will not only create an outstanding experience for yourself but also foster a more inclusive and productive working world for all. As a Quant Analyst/Consultant/Manager in EY's Financial Services Office (FSO), you will be part of a specialized business unit that delivers a wide array of integrated services combining industry expertise with functional know-how. ...

At EY, you'll have the opportunity to shape a career that aligns with your unique strengths, supported by a global network, inclusive environment, and cutting-edge technology to empower you to reach your full potential. Your individual voice and perspective are valued as we strive to continuously enhance EY's performance. Join us in creating a remarkable experience for yourself while contributing to a more inclusive and efficient working world. As a part of 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, blending extensive industry knowledge with robust functional expertise and product insig...

???? Were Hiring: Quantitative Developer Risk Technology ???? Location: Bangalore ???? Client: A Global Quant Fund ???? Experience: 37 years Were partnering with a leading global quantitative fund to hire a Python Developer with a strong mathematical foundation and experience building high-performance risk technology systems. What were looking for: ???? 37 years of core Python development experience ???? Solid grounding in quantitative mathematics probability, statistics, linear algebra, stochastic calculus ???? Exposure to financial markets, risk systems, or trading tech is a plus ???? Exemplary education (STEM degrees strongly preferred) Join a team of brilliant minds solving complex probl...

Are you prepared for an exciting opportunity to become part of a dynamic team in a challenging setting As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will have a crucial role in implementing the next generation of the risk analytics platform. The mission 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 have a significant impact, supporting the activities of the QRMC group globally. Collaboration with Front Office and Market Risk functions is essential to develop tools and utilities for model development and r...

Are you searching for an exciting opportunity to become part of a dynamic and expanding team in a fast-paced and challenging environment This unique chance allows you to collaborate with the Business team to provide a comprehensive view. As a Risk & Compliance, Quantitative Research Associate within our team, your primary objective will involve developing and maintaining advanced mathematical models, cutting-edge methodologies, and infrastructure necessary for valuing and hedging financial transactions. You will engage with trading desks, product managers, and technology teams to craft analytical tools and quantitative trading models. Furthermore, you will work alongside various control func...

As a Senior/Lead Analyst at Evalueserve, you will be a part of the Risk and Quant Solutions (RQS) department, which is a rapidly growing practice within the organization. Your role will involve independently or collaboratively performing various model validation tasks aimed at addressing the financial needs of some of the world's largest institutions with innovative technology-driven solutions. Your responsibilities will include creating approach notes and testing plans for model validation, developing challenger models for benchmarking, reviewing model implementation, conducting model risk analysis, stress testing, and drafting validation reports with detailed findings and recommendations. ...

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services leveraging deep industry experience with strong functional capability and product knowledge. FSO practice offe...

Are you prepared for an exciting opportunity to be part of a dynamic team in a challenging setting As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will have 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 play a significant role in supporting 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 res...

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging area As a quant professional, you will develop quantitative models across various asset classes including Rates, FX, Equities, Commodities, XVAs, and Credit. These models play a crucial role in calibrations, stressed valuations, quantifying model limitations, and other adjustments. They are primarily used for Independent Price Verification and fair value adjustments to ensure accurate recording of the firm's assets and liabilities. You are expected to work independently and lead the Quantitative Research agendas with multiple stakeholders such as Trading, Control Functions, IT, and ...

: Job Title Model Validation Analyst - 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 Model Validation team as part of MoRM is responsible for the independent ...

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 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 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...

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...