Job Summary: We are seeking a highly analytical and experienced professional to join our Credit Risk team. This role will focus on developing and optimizing post acquisition credit risk strategies and driving portfolio growth. The ideal candidate will have strong experience in the Credit Card domain in analytics and portfolio management and will work closely
Portfolio Risk Manager – Credit Card – Banking Read More »
Role Overview: You are a strategic thinker passionate about driving solutions in Financial Analytics, Reporting, Business Intelligence, Data Science (EDA and Modelling) and AI / Gen AI. As a Financial Analytics Associate within our Asset and Wealth Management Transformation and Analytics Team, you will define, refine, and deliver strategic goals for our firm by translating
JP Morgan Chase – Financial Analytics Associate – Asset & Wealth Management Read More »
Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)
Univest – Quantitative Research Analyst Read More »
Assistant Vice President – Credit Risk & Portfolio Management Job Description: – Responsible for Portfolio P&L KPIs and ensure closed loop governance with banks & telcos to set and deliver on KPI targets. – Experience in analyzing scorecards. – Develop portfolio tracking metrics and design reports leveraging existing tech team. – Build credit strategy to
Assistant Vice President – Credit Risk & Portfolio Management – Lending Platform Read More »
About the role: You will sit where finance meets data: you will turn large operational datasets into P&L decisions on cost (cost per kg, fleet mix, vendor share), revenue (account and segment profitability) and reporting. You will build the analysis, then automate it so it runs without you. What you will do: – Cost and
Delhivery – Senior Manager – Corporate Finance Read More »
Description: We are hiring for a leading Investment bank based at Mumbai. Experience: 4 – 9 yrs in Model Development/Model Validation for financial Services with good Python programming skills. Education: Masters / MBA; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in Equity pricing models. Responsibilities: – Conduct independent validation
Assistant Manager/Manager/Senior Manager – Model Validation – Market Risk Models Read More »
Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to
Quant Researcher – BFS Read More »
KEY RESPONSIBILITIES: – Work with Quant, Risk and Investment teams to understand quantitative models, analytics and business requirements. – Support Fixed Income and structured-product analytics, including pricing, risk and cash-flow analytics. – Build wrappers, services, APIs and integrations around quantitative/risk models and analytical platforms. – Analyze and explain changes or differences in risk, performance and
Financial Engineer – Quantitative Analytics – Banking/Financial Services Read More »
About the Role: State Street Investment Management (SSIM) is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors. As one of the world’s largest asset managers, State Street Investment Management manages approximately $6.3 trillion in assets under management (AUM) and serves institutional, intermediary, and
State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc Read More »
Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)
Univest – Quantitative Research Analyst Read More »
Role Overview: We are seeking a highly analytical Quantitative Fund Modeler to join our Mumbai-based global Portfolio Management team. This is a hands-on, model-building role focused on developing sophisticated frameworks for fund forecasting, portfolio construction, and investment decision-making within private markets. Key Responsibilities: – Design, build, and maintain end-to-end quantitative models for fund-level and portfolio-level
Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to
Quant Researcher – BFS Read More »
Overview: We are seeking a highly analytical and detail-oriented professional to join our Credit Risk Strategy team. The Risk Strategy Specialist will be responsible for developing data-driven strategies and policies to enhance risk management, evaluate framework effectiveness, manage subject specific dashboards and mentor team members. This role requires strong analytical skills, proficiency in data tools,
EXL Services – Credit Risk Strategy Professional Read More »
Role Overview: As a Credit Risk Model Validation Specialist based in Mumbai, you will play a pivotal role in ensuring the integrity and robustness of the bank’s risk management framework. You will be responsible for independently reviewing and challenging complex credit risk models, including PD, LGD, and EAD frameworks, to ensure they remain fit for
IRB Modeler – Credit Risk Model Validation Specialist – Banking/Financial Services Read More »
Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to
Quant Researcher – BFS Read More »
Role Overview: We are looking for an experienced Risk Model Validation Associate to support the independent validation of complex risk models within a global financial institution. The role will focus on assessing the conceptual soundness, performance, accuracy, and robustness of quantitative models used for Counterparty Credit Risk (CCR), exposure simulation, and CVA/XVA, while ensuring alignment
Risk Model Validation Associate – Counterparty Credit Risk – Banking/Financial Services Read More »
Role Overview: We are looking for a Market Risk Associate with strong quantitative skills and exposure to risk modelling, derivatives pricing, and financial markets. The role will involve supporting the development, validation, analysis, and implementation of market risk and quantitative models, while applying statistical and numerical techniques to complex financial problems. Key Responsibilities: – Support
Market Risk Associate – Quantitative Risk Models – Banking/Financial Services Read More »
Description: As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture
JP Morgan Chase – Associate – Wholesale CRE Portfolio Analytics Read More »
Description: We are hiring for a leading Investment bank based at Mumbai. Experience: 5 – 9 yrs in Model Development/Model Validation for financial Services in treasury models/ with good Python programming skills. Education: Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science from Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models.
Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to
Quant Researcher – BFS Read More »
– Execute end-to-end Internal Audit engagements with a strong focus on audit analytics. – Apply data analytics to risk identification, control assessment and audit testing. – Analyse data from multiple source systems to identify trends, anomalies, control weaknesses and emerging risks. – Support audit activities across scoping, testing, documentation and reporting. – Develop dashboards and
Assistant Vice President – Internal Audit Analytics Read More »
Who we are looking for: A senior research leader to head the Systematic Equity research team in Bangalore (10+ members), covering systematic equity strategies across a wide range of risk profiles, from active to indexing and custom solutions. The role combines strong people leadership and deep quantitative research credibility, with a focus on driving research
State Street – Head/Vice President – Systematic Equity Research – IIM/ISB/MDI/FMS Read More »
About the Role: State Street Investment Management (SSIM) is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors. As one of the world’s largest asset managers, State Street Investment Management manages approximately $6.3 trillion in assets under management (AUM) and serves institutional, intermediary, and
State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc Read More »
Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)
Univest – Quantitative Research Analyst Read More »
Description: Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As an associate in the Wholesale Credit Risk Forecasting Team, candidate
JP Morgan Chase – Wholesale Credit Risk Forecasting Associate Read More »
Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to
Quant Researcher – BFS Read More »
Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)
Univest – Quantitative Research Analyst Read More »
Role Summary: Senior leader accountable for credit underwriting, pricing, verification, account management, line management, and servicing strategy for our Returning Customer channel personal loan business. You will own the end-to-end credit risk lifecycle for existing customersfrom re-underwriting and offer generation through line assignment, pricing, in-life account management, and delinquency/servicing strategyleveraging ML/AI models, alternative data, and
Applied Data Finance – Director – Credit Risk Strategy – Returning Channel Read More »
The CoinDCX Journey: Building the Future of Finance At CoinDCX, our mission is clear – to make crypto and blockchain accessible to every Indian and enable them to participate in the future of finance. As Indias first crypto unicorn valued at $2.45B, we are reshaping the financial ecosystem by building safe, transparent, and scalable products
CoinDCX – Quantitative Researcher – Spot & Futures Market Making Read More »
About the Role: State Street Investment Management (SSIM) is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors. As one of the world’s largest asset managers, State Street Investment Management manages approximately $6.3 trillion in assets under management (AUM) and serves institutional, intermediary, and
State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc Read More »
Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)
Univest – Quantitative Research Analyst Read More »
Designation: Market Risk (FRTB) Consultant/AM Experience: 2 – 6 years Location: Mumbai Roles And Responsibilities: – Develop and/or validate market risk and pricing models, including FRTB (IMA), Value-at-Risk (VaR), Stressed VaR (SVaR), Risk Not in VaR (RNIV), P2A, Counterparty Risk Exposure models, and XVA and stress testing models. – Perform end-to-end model validation, including benchmarking,
Consultant/Assistant Manager – Market Risk – FRTB Read More »
Our client is one of India’s leading diversified financial services groups, offering a range of innovative products and services. Also, they are well established in trading wfor multiple exchanges and expanding their MFT team. They are hiring for seasoned Portfolio Manager with expertise in managing end to end quantitative trading activities for MFT strategies along
Portfolio Manager – Mid Frequency Trading – IIT/NIT Read More »
Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)
Univest – Quantitative Research Analyst Read More »
Our client is one of India’s leading diversified financial services groups, offering a range of innovative products and services. Also, they are well established in trading wfor multiple exchanges and expanding their MFT team. They are hiring for seasoned Portfolio Manager with expertise in managing end to end quantitative trading activities for MFT strategies along
Portfolio Manager – Mid Frequency Trading – IIT/NIT Read More »
