72 Volatility Jobs in Khambhat

Role Overview: As a Credit Portfolio Analyst II at our company, you will be responsible for conducting credit reviews, credit approval, and monitoring the portfolio to identify credit migration in coordination with the Risk Management team. Your main objective will be to manage Citi's portfolio exposure to clients and counterparties globally. Key Responsibilities: - Conduct risk assessments and client credit analyses with supervision - Review financial results and peer analyses to support the preparation of financial projections - Assist in the preparation of green-light and transaction approval memos - Support due diligence activities and the building of cash flow models and sensitivity analyses - Escalate credit concerns and updates to senior risk and business managers - Support the proposal of risk mitigation actions by staying informed of related developments in the portfolio and industry, and by understanding the credit process, policies, and Citi's risk appetite Qualifications: - 2 to 5 years of experience in credit risk analysis or corporate banking - Experience in financial analysis, accounting, and valuation - Knowledge of accounting and corporate finance, financial modeling, credit and banking products, credit analytics, risk assessment, and transaction execution - Familiarity with data interpretation and ability to challenge decisions based on data analysis - Basic understanding of various risk factors including stress testing, collateral risk and volatility, concentration risks, liquidity, and wrong way risk, with demonstrated experience in reviewing these factors and challenging any discrepancies Note: The company's additional details were not included in the provided job description.,

As an Analyst/Associate in the Credit Risk Data Control (Model Monitoring) team at Morgan Stanley, your role will involve: - Leading data quality enhancements for model inputs used in counterparty credit exposure calculations, including CE, PFE, and EAD metrics. - Maintaining and monitoring the MPoR (Margin Period of Risk) framework to ensure alignment with regulatory standards and exposure methodologies. - Implementing new controls on simulation model parameters such as volatilities, correlations, and risk factors to support Monte Carlo and scenario-based exposure modeling. - Evaluating proposals aimed at optimizing regulatory capital requirements. - Providing ad hoc portfolio analysis and risk insights to credit professionals and senior management, especially during periods of market volatility or regulatory review. - Collaborating with Credit Risk Analytics and IT teams to validate model implementations, conduct impact testing, and ensure consistency across simulation paths and pricing models. - Escalating data integrity issues to the Data Control team and Agile IT squads and supporting remediation efforts through structured diagnostics and stakeholder coordination. Qualifications required for this role include: - Bachelor's degree in Finance, Computer Science, Engineering, or a related quantitative discipline. - Hands-on experience in counterparty credit risk exposure calculations under both IMM and standardized approaches. - Strong product knowledge across OTC derivatives and SFTs, with familiarity in MPoR, WWR (Wrong Way Risk), and collateral margining frameworks. - Advanced proficiency in Python for data analysis, automation, and model validation, including managing GitHub repositories for version control, collaborative development, and code reviews. - Skills in SQL and Microsoft Office for data extraction, reporting, and portfolio diagnostics. - Proven ability to analyze large datasets, identify exposure trends, and communicate findings effectively. - Detail-oriented with strong organizational skills and the ability to manage multiple priorities in a fast-paced environment. - Excellent verbal and written communication skills with a collaborative mindset for cross-functional engagement across geographies. - At least 3 years of relevant experience. At Morgan Stanley, you can expect to work in an environment committed to maintaining first-class service and high standards of excellence. Our values guide our decisions every day, and we are dedicated to providing a supportive and inclusive environment where all individuals can maximize their full potential. Our commitment to diversity and inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. If you are passionate and driven, there are ample opportunities to progress within the business and work alongside talented individuals in a collaborative and empowering environment.,

As a Quantitative Analyst at Hillroute Capital, you will play a crucial role in developing, testing, and refining systematic trading models across global digital asset markets. Your expertise in systematic strategies, options trading, statistical arbitrage, backtesting, or machine learning will be highly valued in this position. **Key Responsibilities:** - **Strategy Development & Backtesting:** Design and rigorously backtest quantitative trading models to ensure predictive reliability and strong risk management. - **Quantitative & Statistical Analysis:** Apply advanced statistical modeling, econometric analysis, or financial mathematics to extract valuable market insights. - **Risk Management:** Actively contribute to robust risk management frameworks by identifying potential risks and implementing effective mitigation strategies. - **Innovation:** Regularly generate and test new ideas and strategies to enhance fund performance by pushing boundaries. **Preferred Qualifications:** - 3-5 years of experience in quantitative analysis, trading, or research roles within finance. - 1-3 years of experience in running quantitative machine learning models. - Advanced degree in quantitative disciplines such as Mathematics, Physics, Statistics, Computer Science, or Engineering. - Strong Python programming skills (NumPy, Pandas) and familiarity with backtesting frameworks like Backtrader and QuantConnect. - Solid knowledge in options pricing, volatility modeling, statistical arbitrage, or systematic strategies. - Familiarity with financial data platforms such as Bloomberg, Refinitiv, or Quandl. - Exposure to cloud computing environments like AWS, GCP, or Azure. - Experience or interest in applying machine learning techniques such as XGBoost, TensorFlow, PyTorch is a plus. **Key Performance Indicators (KPIs):** - Model profitability and risk-adjusted returns. - Backtest reliability and accuracy. - Effectiveness in risk management. - Contribution to innovation and research quality. If you're passionate about quantitative finance and excel in a dynamic, data-driven environment, Hillroute Capital offers competitive compensation and performance-based incentives. You will have the opportunity to pioneer quantitative strategies in the digital asset industry within a collaborative, inclusive, and flexible working environment. Professional growth awaits you in this innovative, fast-paced hedge fund setting. Join our team and be a part of the exciting journey at Hillroute Capital.,

Role Overview: As a Sales Trader (Derivatives) at Equirus, you will be responsible for connecting the trading capabilities with institutional clients, delivering innovative derivative solutions, and managing institutional relationships. Your role will involve expertise in arbitrage, options strategies, special situations trading, and advanced market execution. Key Responsibilities: - Build and maintain strong ties with institutional clients such as domestic mutual funds, hedge funds, asset managers, and proprietary trading desks - Act as a key contact for derivatives-related opportunities, providing tailored trade ideas and market intelligence - Identify and execute arbitrage opportunities across cash, futures, and options markets - Design and execute option strategies including directional, volatility, spreads, and hedging - Engage in special situations trading such as events, corporate actions, and index rebalancing plays - Monitor market conditions, liquidity, and pricing for optimal execution - Ensure trades comply with risk and regulatory frameworks, manage margins, limits, and exchange rules - Expand institutional derivatives client base and collaborate with research and structuring teams to design bespoke derivative products - Partner with proprietary trading desks, research analysts, and structuring teams to deliver trade ideas and enhance in-house trade algorithms Qualification Required: - Master's degree in finance, Economics, Business, or related field - Minimum 5 years of experience in derivatives sales trading, preferably at a broking firm, investment bank, or proprietary trading house - Proven expertise in arbitrage, options trading, special situations strategies, and pairs trading - Strong understanding of equity derivatives, index futures/options, and volatility products - Skills required include exceptional market analysis, trade structuring, proficiency in Bloomberg, Omnesys, derivatives analytics tools, strong quantitative and problem-solving abilities, excellent communication, negotiation, and relationship management skills, in-depth knowledge of risk management and regulatory frameworks for derivatives, expertise in pairs trading, block sourcing, and algorithmic trading development ,

Dozen Diamonds is a leading company in the development of the world's first automated stressless fintech solution, the Kosh App. The company aims to empower retail investors with the Stressless Trading Method (STM) to help them build wealth, create consistent cash flow, boost confidence, and recover losses. Dozen Diamonds is dedicated to simplifying financial journeys and providing trustworthy solutions for financial well-being. In this role, you will be responsible for designing, testing, and optimizing quantitative trading models and portfolio strategies focusing on Indian equities and derivatives. The position involves a combination of quantitative research, financial modeling, and systematic/algorithmic strategy design, necessitating a strong statistical intuition and practical implementation skills. Key Responsibilities: - Develop, backtest, and refine systematic/algorithmic trading strategies based on STM and its variants. - Perform statistical analysis on large-scale price data (ranging from minute to monthly intervals) to identify patterns, volatility regimes, and market periodicities. - Build and maintain simulation pipelines using Python libraries such as NumPy, Numba, Pandas, and Matplotlib. - Model drift, volatility, and mean-reversion using stochastic processes like Brownian Motion and Markov Chain volatility models. - Conduct parameter optimization and sensitivity analysis to ensure model stability. - Contribute to the creation of whitepapers and internal research documentation. - Collaborate with product and engineering teams to implement models in production environments. Qualifications: - Education: Masters degree in Financial Modelling, Physics, or Mathematics from a recognized institution. - Background in quantitative finance, data science, or applied mathematics is advantageous. - Technical Skills: Strong proficiency in Python (NumPy, Pandas, Matplotlib, Numba). - Solid grasp of probability, statistics, and time-series analysis. - Understanding of trading systems, portfolio theory, and backtesting methodologies.,

As a Digital Forensic Analyst, your role involves conducting forensic analyses of digital and other multimedia evidence using appropriate scientific methodologies, forensic techniques, and quality assurance practices to support criminal and administrative investigations. Key Responsibilities: - Conduct forensic examinations of digital and multimedia evidence by applying scientific practices for recognition, collection, analysis, and interpretation of digital evidence. - Analyze and draw conclusions from opinions, and produce reports using a wide range of electronic search methods and forensic examination techniques. Qualifications Required: - Masters" degree or Bachelors degree in Computer Science, IT, Forensic Science, Information Security, or a related discipline degree - Approximately 1 - 2 years of related work experience - Certification in EnCE, ACE, or CHFI You should have practical knowledge in forensics tools such as EnCase, Forensic ToolKit (FTK), X-Ways Forensics, UFED Cellebrite, Oxygen Forensics, XRY, hardware tools like Tableau or Logicube, as well as open-source tools such as Autopsy, Helix3, CAINE, and Volatility.,

As a Quantitative Analyst at Hillroute Capital, you will be responsible for developing, testing, and refining systematic trading models across global digital asset markets. You will have the flexibility to approach this role with expertise in systematic strategies, options trading, statistical arbitrage, backtesting, or machine learning. **Key Responsibilities:** - **Strategy Development & Backtesting:** Design and rigorously backtest quantitative trading models to ensure predictive reliability and strong risk management. - **Quantitative & Statistical Analysis:** Apply advanced statistical modeling, econometric analysis, or financial mathematics to extract market insights. - **Risk Management:** Actively contribute to robust risk management frameworks by identifying potential risks and implementing mitigation strategies. - **Innovation:** Regularly generate and test new ideas and strategies to enhance fund performance by pushing boundaries. **Preferred Qualifications:** - 3-5 years of experience in quantitative analysis, trading, or research roles within finance. - 1-3 years of experience in running quantitative machine learning models. - Advanced degree in quantitative disciplines such as Mathematics, Physics, Statistics, Computer Science, or Engineering. - Strong Python programming skills (NumPy, Pandas) and familiarity with backtesting frameworks like Backtrader and QuantConnect. - Solid knowledge in options pricing, volatility modeling, statistical arbitrage, or systematic strategies. - Familiarity with financial data platforms such as Bloomberg, Refinitiv, or Quandl. - Exposure to cloud computing environments like AWS, GCP, or Azure. - Experience or interest in applying machine learning techniques like XGBoost, TensorFlow, PyTorch is a plus. - Participation in Kaggle or similar platforms is beneficial but not required. As a Quantitative Analyst at Hillroute Capital, your performance will be measured based on: **Key Performance Indicators (KPIs):** - Model profitability and risk-adjusted returns. - Backtest reliability and accuracy. - Effectiveness in risk management. - Contribution to innovation and research quality. At Hillroute Capital, we offer: - Competitive compensation and performance-based incentives. - The opportunity to pioneer quantitative strategies in the dynamic digital asset industry. - A collaborative, inclusive, and flexible working environment. - Professional growth in an innovative, fast-paced hedge fund setting. If you are passionate about quantitative finance and thrive in a dynamic, data-driven environment, we invite you to join our team at Hillroute Capital.,

As an experienced Market Analyst at Enurgy Financial Services, you will be responsible for analyzing derivatives, F&O, and commodities with a focus on market structure, data analysis, and multi-timeframe chart reading. Your key responsibilities will include: - Performing daily chart analysis using Price Action, Volume, and SMC - Analyzing OI, IV, PCR, and overall market structure - Conducting deep derivatives analysis for both Index and Commodities - Identifying trends, liquidity zones, and market bias - Preparing pre-market and post-market research reports - Handling risk assessment and market behavior studies - Combining technical and derivative data to provide actionable insights - Supporting the research team with accurate and timely analysis To be successful in this role, you must possess the following qualifications: - Strong chart reading and technical analysis ability - Deep understanding of Open Interest and Implied Volatility - Experience in Derivatives, F&O, and Commodities - Knowledge of Smart Money Concepts (SMC) - Ability to interpret market sentiment and liquidity behavior - Data-driven mindset and analytical approach - Discipline, consistency, and strong research skills Enurgy Financial Services offers a professional research-focused work environment with significant learning and growth opportunities. You will have hands-on market exposure and a long-term career path. If you are interested in joining our team, please DM to apply. As an experienced Market Analyst at Enurgy Financial Services, you will be responsible for analyzing derivatives, F&O, and commodities with a focus on market structure, data analysis, and multi-timeframe chart reading. Your key responsibilities will include: - Performing daily chart analysis using Price Action, Volume, and SMC - Analyzing OI, IV, PCR, and overall market structure - Conducting deep derivatives analysis for both Index and Commodities - Identifying trends, liquidity zones, and market bias - Preparing pre-market and post-market research reports - Handling risk assessment and market behavior studies - Combining technical and derivative data to provide actionable insights - Supporting the research team with accurate and timely analysis To be successful in this role, you must possess the following qualifications: - Strong chart reading and technical analysis ability - Deep understanding of Open Interest and Implied Volatility - Experience in Derivatives, F&O, and Commodities - Knowledge of Smart Money Concepts (SMC) - Ability to interpret market sentiment and liquidity behavior - Data-driven mindset and analytical approach - Discipline, consistency, and strong research skills Enurgy Financial Services offers a professional research-focused work environment with significant learning and growth opportunities. You will have hands-on market exposure and a long-term career path. If you are interested in joining our team, please DM to apply.

Role Overview: Evalueserve is a global leader in providing innovative solutions to clients worldwide, including Fortune 500 companies. With a team of over 4,500 professionals in multiple countries, we focus on leveraging technology and expertise to enhance business impact and decision-making. The Risk and Quant Solutions (RQS) practice at Evalueserve is rapidly growing, addressing financial challenges with proven technology solutions. Key Responsibilities: - Review and validate derivative pricing and risk models across asset classes. - Develop and validate risk modelling frameworks for market risk and counterparty credit risk. - Implement benchmark models and methodologies using programming languages like C++, Python, and R. - Conduct independent model testing and assess model assumptions and limitations. - Develop, implement, and backtest regulatory models such as IRRBB, FRTB, RNIV, and VaR/ES. - Lead and mentor a team of Analysts. - Provide technical expertise in client meetings and presentations. - Manage proof of concepts and projects, including analysis, presentations, and product demonstrations. - Deliver detailed presentations and workshops to prospects and articulate solution offerings in RFIs/RFPs. Qualifications Required: - Master's in Financial Engineering, Statistics, Economics, Mathematics, or B.Tech./MBA in Finance from a tier 1 college. - Certifications such as CFA, FRM, CQF, IIQF are a plus. Additional Details: Evalueserve offers a dynamic, growth-oriented culture that emphasizes continuous learning, work-life balance, and equal opportunities for all. Recognized as a Great Place to Work in multiple countries, we prioritize skill development and meritocracy. Your accuracy and authenticity in providing information are crucial for your candidacy, as we verify employment, education, and personal details during the Background Verification Process. Your Talent Acquisition SPOC is available for any assistance needed.,

As a Quantitative Systems Architect specializing in Options and Futures market structure, your primary role will be to design the core logic for derivatives exchange engines. This includes order management, trade lifecycle events, pricing models, volatility surfaces, and risk controls. You will ensure that all quantitative models are mathematically robust and technically feasible for implementation. Key Responsibilities: - Design and formalize core logic for Options and Futures engines, covering order management, order matching, and trade lifecycle events. - Define pricing models, volatility surfaces, and Greeks calculations for derivatives instruments. - Build and maintain margin and collateral logic, encompassing isolated and cross-margin systems, portfolio margin, and risk offsets. - Develop and document PnL computation, exposure tracking, and real-time risk management logic. - Architect mark price, index price, and liquidation logic in alignment with institutional-grade exchange standards. - Collaborate with backend teams to translate quantitative models into deterministic, scalable, and auditable system components. - Analyze order book microstructure and define logic for matching priority, tick size, and price-time sequencing. - Validate stress testing, backtesting, and risk simulation frameworks for reliability under extreme market conditions. - Define and review risk engine parameters, including leverage tiers, maintenance margin ratios, and liquidation thresholds. - Contribute to detailed functional specifications and documentation for audits, compliance, and developer reference. Required Skills & Experience: - Strong understanding of Options and Futures markets, pricing theory, margin models, and risk frameworks. - Proven experience in exchange or brokerage systems, particularly in building or validating matching, margin, or risk engines. - Deep knowledge of derivatives PnL, Greeks, implied volatility modeling, and exposure management. - Experience defining exchange system logic, including order types, matching priority, and clearing workflows. - Excellent ability to translate mathematical models into production-ready logic understandable by engineering teams. Desirable Experience: - Exposure to crypto derivatives exchanges or traditional futures markets (Binance, Deribit, CME, etc.). - Understanding of perpetual swap funding, liquidation queues, and auto-deleveraging systems (ADL). - Experience in portfolio margining, VaR models, and real-time risk monitoring.,

Role Overview: As a Systematic Portfolio Manager focusing on Equity Arbitrage, Market Neutral, and Quantitative Equity in Mumbai, India, you will have the opportunity to lead within the dynamic and high-growth equity markets. We are looking for individuals who have expertise in systematic volatility strategies and a deep understanding of the local market's unique volatility and regulatory environment. Your role will involve developing and implementing innovative trading strategies that can scale and have a significant impact on the rapidly evolving financial landscape. Key Responsibilities: - Solve complex, market-specific challenges by adapting to regulatory changes and high volatility. - Systematically trade Indian equities to generate alpha and manage risks effectively. - Develop models that exploit local market microstructure and anomalies to drive profitability. - Build and manage automated trading systems for local exchanges. - Lead and mentor high-performing teams to achieve measurable profitability and success in the Indian market. - Translate complex quantitative models into clear investment theses and strategies. - Analyze local market data using advanced statistical methodologies to make informed decisions. - Utilize languages like Python, R, or C++ for high-performance computing. - Work with relevant financial data platforms and exchange APIs specific to India. - Demonstrate a strong understanding of derivatives, futures, and options in the Indian market. Qualification Required: - Strong academic background in a quantitative field such as Engineering, Computer Science, or Finance. - Relevant certifications from local regulatory bodies like SEBI are highly valued. - An advanced degree (M.S. or Ph.D.) is a significant advantage. Additional Company Details: If you are a collaborative leader with a passion for building highly skilled and motivated teams, driven by intellectual curiosity and an entrepreneurial spirit, then this role is for you. We are looking for individuals who are self-starters with a strong sense of ownership, adaptable, resilient, and view market volatility as an opportunity for strategic application. If you are ready to lead with conviction and contribute to something enduring in the Indian market, we encourage you to apply or connect with us directly for discreet conversations. Contact: Email: info@aaaglobal.co.uk Website: www.aaaglobal.co.uk,

As an ideal candidate for the position at A.P.T. Portfolio, you will be responsible for analyzing market data to identify volatility trading opportunities. Your role will involve developing and implementing trading strategies, monitoring and managing risk associated with volatility trades, as well as collaborating with the team to optimize trading strategies. Additionally, you will need to stay updated on market trends and regulatory changes to ensure informed decision-making. Key Responsibilities: - Analyzing market data to identify volatility trading opportunities - Developing and implementing trading strategies - Monitoring and managing risk associated with volatility trades - Collaborating with the team to optimize trading strategies - Staying updated on market trends and regulatory changes Qualifications Required: - Undergrad degree from a premier institute (IIT) with a rank under 2000 and a CGPA of 8.5 or above - Strong Python programming skills - Solid understanding of options theory and pricing models - Exceptional analytical and problem-solving abilities - Strong quantitative aptitude - Keen interest in financial markets, particularly volatility trading,

As a Senior Derivative Sales Trader in the Equity Derivatives (Institutional) department located in Prabhadevi, your role involves building and maintaining relationships with clients to understand their needs and provide solutions on execution. You will be required to analyze market trends, volatility, and liquidity to offer valuable insights to clients. It is essential to develop and maintain industry expertise, staying updated on new operational and regulatory developments. Additionally, having strong interpersonal skills is crucial, and preferably being adept at selling research ideas, deals, corporate access events, and more. Key Responsibilities: - Build and maintain relationships with clients, understanding their needs and providing solutions on execution. - Analyze market trends, volatility, and liquidity to provide insights to clients. - Develop and maintain industry expertise, staying on top of new operational and regulatory developments. - Utilize strong interpersonal skills to sell research ideas, deals, corporate access events, etc. Qualifications Required: - Proven experience (preferably 8-12 years) in derivative sales or trading, with a strong understanding of financial markets. - Strong knowledge of derivative products, including options and futures. - Ability to analyze complex market data and provide insights to clients. - Excellent communication and interpersonal skills, with the ability to build relationships with clients. - Strong sales skills, with the capability to identify and pursue new business opportunities. - Strong client service skills, with the ability to understand and meet client needs.,

Role Overview: As a Finance Transition Services Associate Manager at Accenture, you will be responsible for working on various deal profiles related to financial analysis. You can expect to handle both organic and inorganic deals, including large new contracts, poorly performing financial contracts, and finance integration activities on Ventures and Acquisitions/Divestitures. Your role will involve financial planning and analysis, budgeting, revenue recognition, and implementing tools and processes for financial analysis. Key Responsibilities: - Work on organic deals, such as large new contracts in the start-up phase, poorly performing financial contracts with enhanced complexity or risk, and short-term CFM Delivery roles - Handle inorganic deals, including finance integration activities on Ventures and Acquisitions/Divestitures - Design and implement tools and processes for financial analysis, assessing materiality and volatility of financial statement line items, and utilizing financial ratios to determine the financial health of the company Qualifications Required: - Master of Business Administration in Finance - Chartered Accountant (CA) or Certified Management Accountant (CMA) Additional Details: Accenture is a global professional services company with leading capabilities in digital, cloud, and security. With over 699,000 employees serving clients in more than 120 countries, we offer Strategy and Consulting, Technology and Operations services powered by the world's largest network of Advanced Technology and Intelligent Operations centers. Embracing the power of change, we create value and shared success for our clients, people, shareholders, partners, and communities. Visit us at www.accenture.com.,

**Role Overview:** As a Procurement Manager, you will play a crucial role in strategic sourcing, category management, and value creation for key raw materials and packaging materials. Your responsibilities will include developing category strategies, onboarding cost-efficient suppliers, driving cost optimization programs, and fostering strong relationships with suppliers to ensure operational excellence. Additionally, you will lead and coach a high-performing procurement team while promoting a culture of accountability and collaboration across functional teams. **Key Responsibilities:** - Develop and execute category strategies for key raw materials and packaging materials aligned with brand growth, innovation, and cost targets. - Identify and onboard cost-efficient, agile, and innovation-oriented suppliers across India and emerging global markets. - Lead annual sourcing plans, supplier negotiations, and cost benchmarking initiatives to deliver sustainable savings. - Partner with R&D and Manufacturing to ensure speed-to-market for new product developments and reformulations. - Drive cost optimization programs through alternate sourcing, process improvement, and value engineering. - Conduct regular cost structure analysis to manage volatility in raw materials and packaging materials. - Build strategic relationships with key suppliers to unlock long-term cost advantages and innovation. - Develop a robust local supplier base capable of delivering on quality, agility, and compliance standards. - Mentor suppliers on quality systems, sustainability, and reliability improvement initiatives. - Lead supplier evaluations, audits, and performance reviews using a structured Supplier Scorecard framework. - Drive digital tools and analytics for better visibility on spend, supplier performance, and lead time tracking. - Ensure compliance with legal, regulatory, and sustainability norms without compromising speed or flexibility. - Lead and coach a high-performing procurement team; build functional depth and business partnership capability. - Encourage a culture of accountability, speed, and collaboration across categories and cross-functional teams. - Identify and groom successors for key category and sourcing roles. **Qualifications Required:** - Entrepreneurial mindset with a bias for action and results. - Excellent stakeholder management from plant operations to finance and R&D. - Agility under pressure: thrives in fast decision-making environments. - Natural influencer who drives cost discipline without slowing business. - Commitment to sustainability, supplier partnership, and ethical sourcing.,

Role Overview: As a Measurement and Reporting Associate at Accenture, you will be aligned with the Finance Operations vertical. Your primary responsibility will be to determine financial outcomes by collecting operational data and reports, conducting analysis, and reconciling transactions. You will be involved in general accounting practices and will design and implement tools and processes to enable clients to perform financial analysis of their statements. This will include assessing the materiality and volatility of financial statement line items and key metrics using financial ratios to determine the financial health of the company. Key Responsibilities: - Managing multiple stakeholders effectively - Utilizing strong analytical skills to analyze financial data - Demonstrating excellent written and verbal communication skills - Applying problem-solving skills to address financial challenges - Ensuring commitment to quality in all financial analysis tasks - Proficiency in Microsoft Excel for data analysis - Ability to perform Excel Analytics for financial reporting - Knowledge of Structured Query Language (SQL) for data manipulation - Familiarity with Tableau for data visualization Qualifications Required: - Graduation in any field - 1 to 3 years of relevant experience in finance and accounting Please note that this role may require you to work in rotational shifts.,

As an EQD Structured Pricing and Trading Analyst, you will be responsible for: - Performing risk analytics on Equity Exotics Trading Books, ensuring accurate tracking of exposures and sensitivities. - Managing and maintaining market marks including dividends, repo, forwards, volatility, and correlation inputs across exotic instruments. - Leading structured product ideation, pricing, and execution focused on the European target market, ensuring alignment with client needs and market conditions. - Overseeing transaction execution and monitoring through European close, ensuring smooth operational flow and timely issue resolution. - Supporting and monitoring hedging strategies during European hours in close coordination with AEJ and US trading desks, ensuring effective risk mitigation. - Liaising with the European Sales team to enhance client engagement and maximize franchise value. - Designing and developing robust, scalable analytical toolsets to streamline daily workflows and optimize trading strategies. - Proactively identifying process gaps, driving enhancements in controls, and contributing to the continuous improvement of trading infrastructure and analytics. Qualifications required for this role include: - Deep understanding of Equity Derivatives, Structured Products, Greeks, and hedging strategies across complex instruments. - Strong market awareness, including competitor offerings, pricing dynamics, and product innovation trends. - Exceptional analytical, problem-solving, and troubleshooting capabilities to navigate dynamic market scenarios. - Impeccable attention to detail and commitment to high-quality execution and risk control. - Proven ability to collaborate effectively within trading, quant, and technology teams. - Excellent communication skills to convey complex concepts clearly across stakeholders. - Demonstrated strong work ethics, reliability, and accountability under pressure. - Capable of multitasking and thriving in high-intensity, fast-paced trading environments. - Strong programming skills and comfort with technology, with the ability to contribute to or lead automation and infrastructure design initiatives.,

As an experienced Risk Management Professional, you have the opportunity to make a significant impact at a Clearing House based in Mumbai. With your expertise in Risk Management (10+ years), you will be responsible for leading and strengthening the Risk Management Function. **Key Responsibilities:** - Establish and execute risk frameworks in alignment with global CCP standards and SEBI regulations. - Supervise liquidity, operational, market, and credit risk systems. - Oversee risk models, including scenario analysis, stress testing, and back-testing. - Coordinate with clearing members, regulators, and MIIs on risk-related initiatives. - Monitor macroeconomic developments, market volatility, and trends. - Facilitate strategic decision-making through incisive reporting and analytics. **Key Skills & Qualifications:** - Solid understanding of risk models, regulatory frameworks, and CCP operations. - Proficiency in margin systems, collateral management, and quantitative risk modeling. - Knowledge of financial analytics and risk monitoring technologies. - Postgraduate degree in Engineering, Finance, Economics, Statistics, or related field. - Certifications like FRM, PRM, CFA, or CA are highly desirable. If you possess a strong background in Risk Management & Clearing Operations, we encourage you to apply for this role by sending your CV to esha@thepremierconsultants.com.,

As a Network Planner, your primary responsibility is to create an optimized supply plan on a monthly basis for the medium- & long-term horizon. This plan should ensure continuous and efficient supply of finished goods (FG) products to customers while using minimal inventory to maximize efficiency targets, minimize working capital costs, and conserve cash by managing stock levels. Your key responsibilities include: - Creating an optimized E2E global supply plan for mAbs and/or Insulins on a monthly basis for the medium- and/or long-term horizon. - Ensuring continuous and efficient supply of finished goods products to customers by using minimum inventory to maximize efficiency targets. - Managing risks and opportunities related to demand variation, capacity, and material constraints. - Providing input into longer-term capacity investment and sourcing decisions. To achieve an optimized global supply plan, you will need to: - Balance monthly supply-demand to improve service and revenue. - Analyze the supply network to make end-to-end trade-off decisions. - Align manufacturing, warehousing, and suppliers to create a clear supply network plan. - Define and analyze multiple feasible scenarios of supply, including medium-term capacity constraints. - Evaluate financial impacts associated with risks and opportunities. - Optimize costs, reduce write-offs, and improve inventory management. - Empower yourself to make changes to the network supply plan when necessary over the medium- or long-term horizon. In addition, you will be involved in Long Range Planning & Strategy Planning as a key leader in Global SC Planning for LRP activities. This will include preparing and presenting the Global Long-Range Planning & Strategy Planning, providing capacity enhancement proposals, and presenting the final Strat Supply Plan to Leadership in Global SCM & Operations. Furthermore, you will be responsible for Supply Chain Technology and Automation, owning the IBP Planning tool and identifying opportunities for implementing IT & Automation in Supply Chain processes to improve visibility. Qualifications Required: - BE/ B-Tech degree in Mechanical, Electrical, Metallurgy, IT, or Production - MBA in Operations SCM mandatory, preferably with a second specialization in IT systems Experience Required: - 8-12 years of experience Knowledge and Skills Required: - Knowledge of production capabilities, manufacturing planning parameters, production constraints, and costs - Understanding of supply network requirements, inventory replenishment, capacity availability, and lead times - Familiarity with the portfolio of products being planned, market volatility, and Supply Chain dynamics - Experience with SAP, SAP IBP/APO, JDA, and Kinaxis in Supply Planning Your expertise in supply planning, strategic planning, and technology implementation will be crucial in ensuring an efficient and effective supply chain process.,

As a Treasury Professional responsible for Currency management at Siemens Ltd and other Group companies in India, your role will involve the following key responsibilities: - Support the Currency Manager in identifying foreign currency risks and advising on mitigation strategies through effective hedging planning - Coordinate with group companies in India to consolidate exposures and provide timely inputs to FX traders for hedging open exposures - Manage FX operations, including verifying underlying exposure, ensuring adequate documentation, and providing timely inputs to FX traders for booking, rollover, or cancellation of hedges - Offer advice on hedge accounting to businesses to prevent P&L volatility, and provide monthly inputs to the accounting team for posting hedge book impacts for Siemens Ltd and group companies - Monitor FX risk periodically for all group companies to ensure alignment with Siemens internal risk management policy - Prepare quarterly reports on net foreign currency position and hedge book status for management and board review, and handle internal reporting related to FX and commodity line items for global consolidation - Drive automation and digital initiatives with a focus on AI to transform treasury activities, implement global best practices, tools, and methodologies for India businesses - Manage stakeholders effectively to build transparency and trust, collaborate with business teams and other regional currency managers Qualifications required for this role include: - Qualified Chartered Accountant, Cost Accountant, or hold a university master's degree in business administration with a specialization in finance or a similar field - Minimum of 7+ years of professional experience in a corporate treasury/finance environment, preferably in foreign exchange risk management and/or business commercial/project finance - Experience in optimizing processes, particularly within a digitalization and automation context - Project management experience in delivering small projects independently beyond daily operational tasks - Ability to manage expectations of multiple partners and collaborate intensively with the business - Basic knowledge of accounting, including hedge accounting, and proficiency in SAP and MS Office suite Siemens is committed to equality, and all employment decisions are based on qualifications, merit, and business needs. Join Siemens and be part of a global team shaping the future, with opportunities to work in various locations across India and the globe. Discover more about Siemens and explore career opportunities at www.siemens.com/careers.,