Statistics

JP Morgan Chase – Financial Analytics Associate – Asset & Wealth Management

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

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Assistant Manager/Manager/Senior Manager – Model Validation – Market Risk Models

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

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Quant Researcher – BFS

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

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State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc

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

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Senior Associate/Senior Quantitative Fund Modeler – Private Markets – Banking/Financial Services

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

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Quant Researcher – BFS

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

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IRB Modeler – Credit Risk Model Validation Specialist – Banking/Financial Services

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

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Quant Researcher – BFS

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

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Head – Pricing – Insurance

Roles and Responsibilities: – Work closely with Senior Actuarial professionals and Product Development professionals to aid in product development and pricing. – Undertake profitability reviews of key products on a regular basis to aid in overall organisational profit objectives meet with the pricing adequacy of the products. – Build and lead a team of motivated

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Assistant Vice President/Associate – Market Risk Model Validation – Banking/Financial Services

Divisional Overview: The Risk Management Division encompasses the firm’s comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firm’s risk – return profile which ensures the efficient deployment of the firm’s capital. It is one of the firm’s core competencies and

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Quant Researcher – BFS

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

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State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc

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

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Quant Researcher – BFS

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

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Associate – Risk Management – Model Validation – Securitised Products

Roles and Responsibilities: – Serve in a Global Model Validation Group role, responsible for validating models used across the Agency mortgage and securitized products businesses. – Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use. – Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration

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Associate – Risk Management – Model Validation – Securitised Products

Roles and Responsibilities: – Serve in a Global Model Validation Group role, responsible for validating models used across the Agency mortgage and securitized products businesses. – Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use. – Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration

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State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc

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

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