130 Var Jobs - Page 4

Project Role : Application Lead Project Role Description : Lead the effort to design, build and configure applications, acting as the primary point of contact. Must have skills : Murex Back Office Workflows Good to have skills : Murex Front Office FinanceMinimum 7.5 year(s) of experience is required Educational Qualification : NA Summary :As an Application Lead, you will lead the effort to design, build, and configure applications, acting as the primary point of contact. Your day will involve overseeing the development process, coordinating with team members, and ensuring project milestones are met. Roles & Responsibilities:- Expected to be an SME- Collaborate and manage the team to perform- Responsible for team decisions- Engage with multiple teams and contribute on key decisions- Provide solutions to problems for their immediate team and across multiple teams- Lead the application development process- Coordinate with team members to ensure project milestones are met Professional & Technical Skills: - Must To Have Skills: Proficiency in Murex Back Office Workflows- Strong understanding of financial systems- Experience in leading application development projects- Knowledge of software development lifecycle- Hands-on experience in configuring applications Additional Information:- The candidate should have a minimum of 7.5 years of experience in Murex Back Office Workflows- This position is based at our Pune office- A degree in a relevant field is required Qualification NA

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 bonds Experience with calculating Risk or Pricing of asset classes

I am hiring this profile for one of our Consulting client. This role can operate from multiple locations like Mumbai, Pune, Chennai, Bangalore & Gurgaon. Role Overview We are seeking a Market Risk Manager with deep expertise in Market Risk Analytics, FRTB, Derivatives Pricing, Treasury Analytics, Regulatory Compliance, and Risk Framework Development. The ideal candidate will have prior consulting experience, a strong grasp of client-facing engagements, and the willingness to travel to the Middle East for short- to medium-term projects. This role involves working closely with financial institutions to support market risk-related projects, assist in regulatory compliance (Basel III/IV, FRTB, ICAAP), and engage in stakeholder collaboration to integrate risk models into decision-making processes. Strong communication skills and a collaborative attitude are critical for success. Role & responsibilities: Market Risk Modelling and Documentation Valuation of financial instruments including Fixed Income, Equity, Structured Products, and Derivatives. Development and enhancement of models for FRTB, market risk capital charge, pricing models, and VaR. Draft and maintain business requirement documentation (BRD) and technical/model documentation. Framework Development & Regulatory Compliance Design and implement market risk frameworks including risk policies, monitoring limits, and risk appetite statements. Support clients in achieving regulatory compliance under Basel III/IV, FRTB, and ICAAP. Develop internal stress testing methodologies aligned with enterprise risk management practices. Client Engagement & Delivery Act as a consultant to financial institutions for model integration, risk reporting, and strategic risk initiatives. Contribute to proposal development, thought leadership, and client presentations. Provide mentorship to junior team members and act as an SME in market risk and model development. Preferred candidate profile: Candidates with Big4 experience will be preferred first Masters or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or related field. Certifications such as CFA, FRM, or Actuarial credentials are an advantage. Minimum 6 years of experience in market risk, with strong preference for candidates with prior consulting experience (Big 4 or equivalent) Exposure to all or some of FRTB, VaR, Derivatives pricing, Treasury management and related Regulatory frameworks o Demonstrate strong verbal and written communication skills during client interactions, documentation, and workshops. Be open to frequent travel to the Middle East to deliver onsite consulting engagements. o Proficiency in Python, R, or SAS for model development and data analytics. Familiarity with platforms such as Murex, Bloomberg, Calypso, or SAS.

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

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

Position Purpose Provide a daily Economic, Step Reval and Risk Based PNL to each desk and to the Banks management. Ensure that the PNL is calculated from the reference positions and that these positions are real and checked. Escalate any unusual PL to the desk and management that may indicate a wrong position or transaction in the FO system. Run all the required controls on key elements of the PNL Responsibilities Direct Responsibilities Document all exceptional PNL moves and adjustments for Management. Produce accurate daily analysis of PLs to Trading desks and bank's management. This includes the 3 different PL analysis required by the internal Valuation Policy and Regulators: Economic PL (cash + PV) for Management and Accounting PL reconciliation (performed by Finance) Step Reval PL for VaR back-testing feeds and contribution to Regulatory ratios (used in the Dodd Franck and French Banking Law ratio calculations) Risk based PL to validate the FO risk and models. Responsible for daily and monthly controls on key elements (positions, market data, adjustments, reserves) and liaise with internal departments in case of issues. Perform FO/MO reconciliations between Trading PL estimations at T and Official MO PL at T+ 1 and both explain and investigate PL breaks to FO if any. Adjust the PL if necessary to secure correct PL reporting and document each Monitor daily Funding and fees. Interact daily with traders to explain the results of their PLs and seek their daily sign-off. Report, Comment and Validate the PLs into the Official Reporting tool Monitor and reconcile monthly R-IM and VRC reserves during EOM process. Active follow up on updating documentation. Organize a monthly meeting with trading to go through all PL issues during the last month. Escalate issues to management on the fly and via Orus. Confirm PV to dependent team/business. Contributing Responsibilities Participate to global projects related to MO or PL processes improvements. Participate to local projects related to systems migrations. Participate to the improvement of the productivity within the team by proposing initiatives Technical Behavioral Competencies Strong products knowledge including its models and valuations Competency with MS Suite, especially Excel Communication Skills Decision Making Adaptability Change Management: Ability to develop and leverage networks Ability to develop and adapt a process Result oriented approach Collaborate with remote teams Specific Qualifications (if required) Attention to detail: Ability to notice any abnormal processes as well as any unusual dividends or prices for instance when monitoring and reconciling the various market data. Adaptability Change Management: Ability to easily adapt to new situations (new booking systems, new products, new activities to manage) as this is a constant changing environment Strong Client Focus: Capacity to work with various clients, especially FO. Need to be sensitive about the rationale of their requests and be proactive when replying to them. Work as partnership while consistently keeping an independent mindset. Escalation Reporting process: Internal rules of reporting and escalation to Ops and FO need to be known applied. The team member also needs to report any sensitive information/issues and escalate immediately to their management to allow proper time resolution Skills Referential Behavioural Skills : (Please select up to 4 skills) Ability to collaborate / Teamwork Critical thinking Creativity Innovation / Problem solving Resilience Transversal Skills: (Please select up to 5 skills) Ability to set up relevant performance indicators Ability to develop others improve their skills Analytical Ability Ability to develop others improve their skills Ability to understand, explain and support change Education Level: Bachelor Degree or equivalent Experience Level At least 2 years Other/Specific Qualifications (if required) CA/CFA, FRM or equivalent

About The Role JOB DESCRIPTION: ROLE: Market Risk Manager FUNCTIONS: The candidate will: Work as a key resource for the management of Market Risk of the Bank (portfolios include Fixed Income, Foreign Exchange, Derivatives, Commodities etc) and Operational Risk (for Treasury Department) Perform continuous identification, assessment, monitoring and mitigation of the Market Risk in the Bank"™s Treasury portfolio and monitor the market environment. Provide periodic and timely analysis of risk, highlight emerging risks and recommend risk mitigation steps. Periodic risk updates to ALCO, Risk Management Committee etc in the form of presentations, Notes etc. Analyse and explain the daily changes in trading results (P&L), risk sensitivities and Value-at-Risk of all portfolios. Make necessary modifications in calculations/methodologies. Ensure correctness of valuation and risk models. Supervise the Rate Scan & Market Surveillance functions performed by Treasury Middle Office. Stress testing & Scenario Analysis of the Bank"™s Treasury portfolios. Evaluate new treasury products and processes, identify risks, recommend valuation methodologies, and risk mitigation steps. Drive automation and process improvement in risk monitoring tools. Ensure compliance with market risk regulations. Participate in IT project implementations from the Market Risk side. Prescribe all requirements from Market Risk side and ensure correct implementation. Participate in Operational Risk Management functions for Treasury Liaison with Audit and Regulators for Market Risk Qualifications & Skills : CA or MBA (Finance) or Masters in Markets/Finance or CFA/FRM/CQF or Bachelors in Engineering, Mathematics, Statistics or related field Progress in FRM/PRM/CFA/CQF etc. would be viewed favourably Good understanding of financial markets Strong analytical and problem-solving skills Ability to analyse, summarize and present analysis Proficiency in Excel, VBA and at least one programming language such as Python will be preferable. Experience : At least 3 years of experience in Market Risk Management or similar functions (Structuring/Trading/Quant etc) preferably in a bank, investment firm or financial services organization.

Role & responsibilities Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include: Independently built and managed quantitative market and counterparty risk analytical models Strong experience/knowledge in at least some of the following areas (in quant space) Counterparty Credit Risk (PFE, CVA, XVA) Pricing and valuation - Derivatives (across one or more asset classes) Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks) Market Risk Scenarios and Stress Testing Development, prototyping and back-testing of Monte Carlo Credit Exposure Models Incremental default risk, specific risk charge and stressed VaR Worked on multiple Market Risk Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool Strong experience/knowledge in at least some of the following areas (business knowledge) Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculationso Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc. Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc. Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational Preferred candidate profile

Role & responsibilities Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include: Independently built and managed quantitative market and counterparty risk analytical models Strong experience/knowledge in at least some of the following areas (in quant space) Counterparty Credit Risk (PFE, CVA, XVA) Pricing and valuation - Derivatives (across one or more asset classes) Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks) Market Risk Scenarios and Stress Testing Development, prototyping and back-testing of Monte Carlo Credit Exposure Models Incremental default risk, specific risk charge and stressed VaR Worked on multiple Market Risk Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool Strong experience/knowledge in at least some of the following areas (business knowledge) Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculationso Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc. Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc. Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational Preferred candidate profile

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 bonds Experience with calculating Risk or Pricing of asset classes

The Apex Group was established in Bermuda in 2003 and is now one of the worlds largest fund administration and middle office solutions providers. Our business is unique in its ability to reach globally, service locally and provide cross-jurisdictional services. With our clients at the heart of everything we do, our hard-working team has successfully delivered on an unprecedented growth and transformation journey, and we are now represented by over circa 13,000 employees across 112 offices worldwide.Your career with us should reflect your energy and passion. Thats why, at Apex Group, we will do more than simply empower you. We will work to supercharge your unique skills and experience. Take the lead and well give you the support you need to be at the top of your game. And we offer you the freedom to be a positive disrupter and turn big ideas into bold, industry-changing realities. For our business, for clients, and for you / Qualifications: Education and Knowledge : Bachelor and / or a Master degree in Finance, Engineering, Economics or equivalents; Participating in CFA / FRM programs would be considered an advantage; Sound understanding of risk measurement concepts such as VaR, Sensitivity and Stress testing; Extensive knowledge of financial instruments and their pricing methodology (equities, bonds, derivatives, structured products); Knowledge of MSCI Risk Metrics, Bloomberg or other data providers would be considered an advantage; Knowledge of VBA would be an advantage. Working Experience Prior experience as a risk manager or in a similar role; Experience with data quality checks and data manipulation in relation to financial assets. DisclaimerUnsolicited CVs sent to Apex (Talent Acquisition Team or Hiring Managers) by recruitment agencies will not be accepted for this position. Apex operates a direct sourcing model and where agency assistance is required, the Talent Acquisition team will engage directly with our exclusive recruitment partners.

Primary Skills 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD) Market data (Volatilities, Curves,), Sensitivities Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, ) Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI Project cycle methodology Strong technical skills in tests methodology Strong organizational skills Strong ability to analyze and summarize Secondary Skills Liaise with IT business lines contacts for clarification and understanding of requirements. Analyze functional impacts considering technical constraints with technical leads help Prepare and present functional aspects of changes/evolutions to developers Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts Support the technical development team in any functional aspects. Organize and keep up to date detailed functional documentation Conduct continuous testing in development environment for development monitoring

Title : S&C Global Network - AI - CFO & EV - Treasury & EPM Analytics - Manager Job Title - S&C Global Network - AI - CFO & EV - Treasury & EPM Analytics - Manager Management Level: 7-Manager Location: Gurugram, DDC1A, NonSTPI Must-have skills: Treasury Analytics Good to have skills: Experience in financial modeling, valuation techniques, and deal structuring. Job Summary : This role involves driving strategic initiatives, managing business transformations, and leveraging industry expertise to create value-driven solutions. Roles & Responsibilities: Provide strategic advisory services, conduct market research, and develop data-driven recommendations to enhance business performance. Whats In It for You Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the worlds most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. Youll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What You Would Do in This Role Engagement Execution Lead client engagements encompassing model development, validation, governance, strategy, transformation, and end-to-end delivery of EPM, Treasury & Tax for Accentures clients. Advise clients on various EPM, Treasury & Tax initiatives, including advisory work for CXOs to achieve diverse business and operational outcomes. Develop and present Proof of Concept for key clients, where applicable. Practice Enablement Mentor, coach, and guide analysts and consultants. Drive innovations and initiatives to enhance the Practice. Develop thought leadership and disseminate information on emerging trends in EPM, Treasury & Tax. Support sales team efforts by assisting with RFPs, RFI, designing POVs, and GTM collateral. Professional & Technical Skills: - Relevant experience in the required domain. - Strong analytical, problem-solving, and communication skills. - Ability to work in a fast-paced, dynamic environment. Good experience with data, analytics, and AI technologies & tools, with a data-native mindset and a deep understanding of statistics for business applications. Must have functional expertise in treasury management including cash forecasting, Liquidity and Investment Management, Tax Analysis, Risk Management, Cash Management, Foreign Exchange (FX) Management, Debt Management, Treasury Operations, Financial Compliance, Interest Rate Management, Treasury Policies, Financial Strategy. Must have functional expertise in Enterprise Performance Management including cash forecasting, Liquidity and Investment Management, Tax Analysis, Risk Management, Cash Management, Foreign Exchange (FX) Management, Debt Management, Treasury Operations, Financial Compliance, Interest Rate Management, Treasury Policies, Financial Strategy. Must have led teams, driven interactions with senior stakeholders, designed AI-led transformation solutions, overseen program delivery, and value realization. Must be part of prior solutioning and proposal deals. Good to have hands-on experience in building and deployment of AI/ML/Statistical Models -- Statistical Algorithms, Segmentation and Predictive Modeling, ML algorithms, CV / NLP algorithms, Decision Trees, LLM based solutions etc. Good to have experience in multiple industries. Additional Information: - Opportunity to work on innovative projects. - Career growth and leadership exposure. About Our Company | Accenture Qualification Experience: 12-14Years Educational Qualification: Any Degree

Develop deep knowledge Structured Products (RMBS, CMBS, CLO) & Vichara's platform scope out improvements, mitigate risk, troubleshooting. Create/Monitor Daily Monitoring Dashboards on Power BI and in SQL. Required Candidate profile 3+ years of work exp in investment systems and fixed income asset class & analytics and experience working with loan systems (e.g. WSO, Virtus, iLevel) and or Broadridge Sentry OMS & Geneva

About Company Job Description Budgeting: Develop and manage the company's annual budgeting process, collaborating with department heads to ensure alignment with organizational goals and financial targets. Forecasting: Lead the forecasting process, analysing historical data, market trends, and business drivers to provide accurate forecasts for revenue, expenses, and other financial metrics. Variance Analysis: Conduct regular variance analysis to identify discrepancies between actual financial performance and budget/forecast and provide recommendations for corrective actions. MIS Reporting: Preparation of MIS reports, providing timely and insightful financial analysis to the leadership to support strategic decision-making. KPIs Tracking and Reporting: Define key performance indicators (KPIs) relevant to financial performance and track them regularly. Commercial and Business Finance Activities: Manage pricing strategies ensuring profitability while remaining competitive in the market. Oversee revenue recognition. Experience in handling the dealer/distributors. Detailed review of all commercial contracts. Manufacturing Plant : Working closely with Plant finance leads on month end closures, MIS , Costing and forecasting activities Financial Modelling: Develop and maintain financial models to support strategic planning, scenario/ sensitivity analysis and investment decisions Product costing Cross-functional Collaboration: Collaborate with cross-functional teams including Finance, Sales, Operations and Marketing to gather insights, drive process improvements and support business and automation initiatives.

We are looking for a highly skilled and experienced Sr. Associate to join our team in the India office, focusing on Sage Intacct implementation. The ideal candidate will have 3-5 years of experience in implementing Sage Intacct solutions. Roles and Responsibility Provide proficient knowledge and capabilities in Sage Intacct application, including functional configuration, business processes, and technical architecture. Identify client business pains, needs, and requirements, documenting them in project specifications and deliverables. Perform fit/gap analysis and process design for Sage Intacct in various areas such as GL, AR, AP, Order Management, Purchasing, Cash Management, Reporting and Dashboards, Fixed Assets, Inventory, Multi-entity Management, Global Consolidations, Project Accounting, Time and Expense Management, and Revenue Management. Design solutions, conduct system testing, unit testing, guide user acceptance testing (UAT), support user adoption, training, and go-live activities. Offer day-to-day technical application support for client companies. Design dashboards and reports. Job Requirements Bachelor's degree in accounting, finance, MIS, IT, or computer science. 3-5 years of experience in Sage Intacct implementation within an SIAP or VAR practice. Possess expertise in process analysis and redesign of business processes. Demonstrate excellent communication and presentation skills. Exhibit strong time management and organizational skills with sensitivity to timeframes, budgets, and outcomes across multiple clients and projects. Be able to prioritize and stay organized/focused in a dynamic, multi-tasking environment with competing demands. Strong technology skills and the ability to quickly learn and use new technology software applications are essential. Dedication to lifelong learning, including staying abreast of best practices in financial management enabled by technology is expected. Proficient in Microsoft Office.

Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). Some experience in quantitative models and methods. Strong technical expertise in Excel and Bloomberg. BS or MS in Finance / Financial Engineering Strong communication skills, both verbally and written. Proven ability to multi task in support of multiple processes.Position and responsibilities Analyze risk position data validation, calculation & reporting of market risk exposures and metrics. Communicate with clients in support of daily market risk analytics and reporting. Support sales by responding to client questions during the trial period, implementation and on-going.Mandatory Skills: Market risk,quantitative,python,Dv01,Var** work from home option is available

Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR).

About DWS Investment Risk: The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. This includes the regular monitoring, analysis, and reporting of risk to portfolio management and DWS management boards. Your key responsibilities Conduct portfolio risk monitoring, analysis, and reporting across risk types (market risk, liquidity risk, and counterparty risk) and asset classes (e.g. equity, fixed income, and commodities) Support and execute data quality management and escalation processes of different risk metrics Develop and prepare reports, dashboards and memos on investment risk for management and other oversight bodies Review of new / existing product risk profiles and portfolio positions to identify potential sources of investment risk Support the development of systems and tools to automate and operationalize risk limitation, measurement, monitoring and escalation processes Contribute to global and local projects in the Liquid Investment Risk Management Team Your skills and experience University degree in Finance or quantitative field, Chartered Financial Analyst or Financial Risk Manager designations a plus At least 4 years of proven experience in the financial services industry, with experience in different risk functions (market, counterparty, credit, liquidity) preferably within a buy-side firm Proven experience analysing VaR metrics Proven experience with analytical models for financial instruments Previous experience with BlackRock Solutions Aladdin preferred Strong knowledge of risk management across a diverse set of instrument types, business mandates, and risk disciplines (market risk, liquidity risk, counterparty risk) Excellent verbal and written communications skills, with ability to communicate issues to management proactively and effectively Proactive mind-set to implement process improvements and new solutions Strong organizational skills and ability to manage competing priorities Strong working knowledge of MS Word, Excel, PowerPoint, SQL, and Python

Prepare and maintain Basel III and RBI-mandated reports (LCR, NSFR, RWA, LEF, ICAAP). Compile, validate ALCO and Board-level risk dashboards (IRRBB, liquidity positions, credit exposures). Required Candidate profile Graduate/postgraduate in finance, risk, or banking (CA, FRM, CFA, or MBA preferred). 3–6 years of experience in risk reporting, ALM reporting, or Basel compliance within a bank or NBFC.

: In Scope of Position based Promotions (INTERNAL only) Job Title Risk Data Validation & Control (RDV&C) LocationPune, India Corporate TitleAS Role Description Risk Data Validation & Control (RDV&C) team is responsible for quality assurance activities in relation to critical, complex and technical risks and regulatory topics that affect Deutsche Bank (DB). RDV&C are part of the Credit Risk Data Unit (CRDU) team within Group Finance and their key stakeholders include but are not limited to: Business Finance Risk Management (CRM/MRM) Group Reporting Regulatory Policy Adherence Group Production IT Support 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 Completion of required month end Quality assurance controls and to validate variance Credit Risk RWA Exposure Analysis Leverage exposure regulatory metric Other reg metric like CVA, EC, EL, Calculation of the exposure wherever required and posting in relevant platforms Navigate through the complex algorithms built in the risk engine to perform root cause analysis on the exposure calculations. Ultimately the calculated output should reflect the economics of the portfolio. Data Quality proactively manage the investigation and resolution of month end issues on the regulatory metrics Liaising with relevant stakeholder for RCA and reporting Providing subject matter expertise and analytics to support Finance and the Risk team Presentation of the reg metric to senior audience across the globe Participation in CTB initiatives Optimisation Focus on the capital number Your skills and experience Good Knowledge of regulatory requirements like ECB CRR, CRD, Basel requirements Understanding of exposure calculation under different models e.g. SA-CCR and IMM Knowledge of Exposure Metrics like EPE/EE, Statistical Modelling (Monte Carlo Simulation etc.) An analytical mindset and good approach to problem solving Experience of process change Strong interpersonal and communication skills Organized and structured working approach Strong attention to detail Reliable team player who enjoys working in an international environment Preferred IT Skills: Python, Advance Excel(VBA), Microstrategy, MS Access 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 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.

Job Information Job Opening ID ZR_2032_JOB Date Opened 27/10/2023 Industry Technology Job Type Work Experience 3-5 years Job Title Market Risk City Chennai Province Tamil Nadu Country India Postal Code 600001 Number of Positions 4 Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). check(event) ; career-website-detail-template-2 => apply(record.id,meta)" mousedown="lyte-button => check(event)" final-style="background-color:#2B39C2;border-color:#2B39C2;color:white;" final-class="lyte-button lyteBackgroundColorBtn lyteSuccess" lyte-rendered=""> I'm interested

Job Information Job Opening ID ZR_2127_JOB Date Opened 05/03/2024 Industry Technology Job Type Work Experience 3-5 years Job Title Market Risk Analyst City Chennai Province Tamil Nadu Country India Postal Code 600005 Number of Positions 5 Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). Some experience in quantitative models and methods. Strong technical expertise in Excel and Bloomberg. BS or MS in Finance / Financial Engineering Strong communication skills, both verbally and written. Proven ability to multi task in support of multiple processes.Position and responsibilities Analyze risk position data validation, calculation & reporting of market risk exposures and metrics. Communicate with clients in support of daily market risk analytics and reporting. Support sales by responding to client questions during the trial period, implementation and on-going.Mandatory Skills: Market risk,quantitative,python,Dv01,Var** work from home option is available check(event) ; career-website-detail-template-2 => apply(record.id,meta)" mousedown="lyte-button => check(event)" final-style="background-color:#2B39C2;border-color:#2B39C2;color:white;" final-class="lyte-button lyteBackgroundColorBtn lyteSuccess" lyte-rendered=""> I'm interested

Job Title: Risk and Compliance Manager Management Level: Manager / Consultant Location: Gurgaon, Mumbai, Bangalore, Pune, Hyderabad Experience: 5–12 Years Education: MBA (Finance) from a Tier-1 B-school, or CA/CMA, CFA Certifications (Preferred): FRM, PRM, CFA About the Role Join a Top-Tier Strategy & Consulting Practice , where you will support global clients in building innovative, forward-looking risk management strategies as a Risk and Compliance Manager , where you will support global clients in building innovative, forward-looking risk management strategies. In this role, you will drive consulting projects, partner with deal teams, and help shape the future of risk and compliance across diverse sectors. Key Responsibilities Lead the design and delivery of risk strategy, transformation programs, business cases, and technology solutions in areas such as: Enterprise risk management Portfolio and liquidity risk Market and credit risk modeling Fraud and financial crime risk compliance Advise clients across geographies on risk maturity assessments and regulatory frameworks. Build and manage a pipeline of consulting engagements and business development opportunities. Author thought leadership and whitepapers on emerging risk trends. Collaborate closely with global teams to ensure consistent, high-quality delivery across markets. Contribute to practice development through mentorship, capability building, and knowledge sharing. Must-Have Skills Deep expertise in risk modeling , with hands-on experience in PD, LGD, EAD methodologies. Demonstrated experience in designing and executing credit, market, or liquidity risk frameworks. Proven ability to lead consulting projects or internal risk transformation programs. Strong business acumen with a consultative mindset. Excellent written, verbal, and presentation skills. Familiarity with risk technologies and platforms like Murex, Calypso, SAP HANA, PEGA, JIRA, Bloomberg, etc. Good-to-Have Skills Exposure to areas such as: Credit underwriting frameworks, collections, and counterparty risk FRTB, IBOR transition, stress testing, and capital calculations Risk register development, RCSA, KRI/KCI, fraud analytics Third-party risk consulting and operational risk management Knowledge of regulatory environments in key global markets Experience working with global clients in distributed delivery models Why Join Us Work with G2000 clients on strategic, high-impact projects Collaborate globally with leaders across strategy, tech, and industry Access world-class learning and development opportunities Champion responsible business , inclusion, and equality in everything you do Be part of a culture that supports growth, innovation, and purpose-driven work