30 Vars Jobs nearby Mysore

Sr. Automation Testing                No of Pos - 12  8-12 Yrs, Budget - 28.5 LPA (including 9% var ) Work locations -  Bangalore, Chennai, Gurgaon Hybrid Mode  :3 Days from office                  Notice period : October month Joiners only  Best Regards, Shivani Kishor Ingawale| Executive Talent Acquisition.   IT Services | IT Staffing Services Intellics Global Services Pvt. Ltd. ( Formerly ITSource Global Services Pvt. Ltd )  | Cell: +91. 9307744678   shivanii@intellicsglobal.com  

As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will play a crucial role in implementing the next generation risk analytics platform. The main goal of the QRMC team is to construct models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will support QRMC group's activities globally, collaborating closely with Front Office and Market Risk functions to create tools and utilities for model development and risk management. Your responsibilities will include: - Working on implementing the next generation risk analytics platform - Evaluating model performance - Conducting back testing analysis and P&L attribution - Enhancing the performance and scalability of analytics algorithms - Developing mathematical models for VaR/Stress/FRTB - Assessing the adequacy of quantitative models and associated risks - Designing efficient numerical algorithms - Creating software frameworks for analytics delivery to systems and applications To qualify for this role, you should: - Hold an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, or related fields - Have at least 3 years of relevant experience in Python and/or C++ - Possess proficiency in data structures, standard algorithms, and object-oriented design - Have a basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG - Be interested in applying agile development practices - Demonstrate strong quantitative and problem-solving skills, research skills, knowledge of basic mathematics like statistics and probability theory - Have good interpersonal and communication skills, and the ability to work in a team - Possess attention to detail and adaptability Preferred qualifications include: - Experience with statistical and/or machine learning techniques in the financial industry - Knowledge of options pricing theory, trading algorithms, or financial regulations - Experience with multi-threading, GPU, MPI, grid, or other HPC technologies - Excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy - Familiarity with advanced mathematics such as stochastic calculus - Understanding of front-end technologies like HTML, React, and integration with large data sets,

You are seeking an exciting opportunity to be part of a dynamic and growing team in a fast-paced and challenging environment. This unique role offers you the chance to collaborate with the Business team in providing a comprehensive perspective. As a Data Scientist Analyst in Asset and Wealth Management Risk within our AWM Risk team, you will play a key role in innovating and implementing data-driven risk analytics solutions through advanced data science and machine learning techniques. Your contributions will enable us to enhance our operations, strengthen our core values, and expand our analytical capabilities to support the growth of Newton's platform. JPMorgan Asset & Wealth Management Risk (AWM) is looking for a skilled Risk professional with quantitative analysis expertise to join our AWM Risk Analytics team. This team, part of AWM Risk Management, consists of innovative professionals focused on quantitative and market risk. You will be involved in developing risk measurement methodologies, analytics calculations, and maintaining the AWM Risk System (Newton) used by AWM Risk Management and Front Office stakeholders. Responsibilities: - Collaborate with peers and stakeholders to identify opportunities for using Data Science to drive value and enhance security and portfolio risk analytics. - Lead enhancements in AI/ML and statistical techniques for data and analytics validation. - Design and deliver scalable solutions using cutting-edge technologies like AI and LLMs. - Analyze large data sets, follow best practices for data model and architecture, and contribute to risk methodology enhancement. Required Qualifications: - Minimum 6 months of experience as a Data Scientist or in a related quantitative role. - Strong quantitative skills, attention to detail, ability to multitask, and work independently. - Excellent communication skills. - Proficiency in statistics, AI/ML techniques, and problem-solving. - Knowledge of programming languages such as SQL, Python, ML, AWS Sagemaker, TensorFlow, etc. Preferred Qualifications: - Experience in financial markets or quantitative analysis within Risk Management or Front Office. - Familiarity with asset pricing, VaR backtesting, and model performance testing.,

As a Lead Expert - Market Risk in the investment banking sector located in Bengaluru, your role will be crucial in ensuring the accuracy of daily P&L reporting, risk certification, and control processes for various asset classes such as Equities, Vanilla & Exotic Derivatives, and Hybrid Desks. **Key Responsibilities:** - Daily production of P&L for asset classes including Equities, Vanilla & Exotics, Hybrid Desks. - Reporting and analyzing daily risk attributed P&L, providing commentary on key drivers. - Conducting daily analysis and substantiation of new trading activity for reporting. - Discussing Daily P&L with the Trading Desk and obtaining their approval. - Ensuring accurate and timely transaction flow to the Sub ledger, liaising with relevant teams if needed. - Maintaining controls and reviews for Daily P&L production, core reconciliations. - Performing data quality checks on internal pricing systems, managing errors, and updates. - Certifying valuation across VAR/SVAR/STT applications for all asset classes. - Conducting manual checks for variations in VAR/SVAR/STT levels and providing analysis. - Intimating front office on limit breaches, analyzing and closing breaches if valid. - Reporting and resolving manual adjustments and breaks driven by various reasons. - Supporting change project initiatives and conducting user acceptance testing for system enhancements. **Qualifications Required:** - Proficiency in MS Office Tools, especially MS Excel. - Minimum 5 years of experience in a similar role. - Strong knowledge of Financial Products used in Investment Banks. - Good understanding of accounting for various investment bank products. - Experience in working on the certification process. - Demonstrated organizational and team management skills. - Effective problem-solving and analytical skills. - Detail-oriented, proactive, with critical thinking abilities. Joining this team will offer you the opportunity to work in a diverse and inclusive workplace that values precision, collaboration, and continuous improvement. If you are ready to make a meaningful impact in the finance industry, apply now or reach out directly to learn more.,

As a Quant Modelling Vice President in QR Markets Capital (QRMC) team's team, you will play a pivotal role by implementing the next generation of risk analytics platform. The QR Markets Capital (QRMC) team's mission is to build the models and infrastructure used for the risk management of Market Risk such as of Value at Risk(VAR)/Stress/ Fundamental Review of the Trading Book( FRTB). The QRMC team in India will therefore play a critical role and support the activities of QRMC group globally. We also work closely with Front Office and Market Risk functions to develop tools and utilities for model development and risk management purposes. - Work on the implementation of the next generation of risk analytics platform; - Assess model performance, perform back testing analysis and P&L attribution; - Improve performance and scalability of analytics algorithms; - Develop and enhance mathematical models for VaR/Stress/FRTB; - Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk; - Design efficient numerical algorithms and implementing high performance computing solutions; - Design and develop software frameworks for analytics and their delivery to systems and applications. - Advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.; - 3+ years of relevant experience in Python and/or C++ along with proficiency in data structures, standard algorithms and object oriented design; - Basic understanding of product knowledge across a range of asset classes Credit, Rates, Equities, Commodities, FX & SPG; - Interest in applying agile development practices; - Demonstrated quantitative and problem-solving skills as well as research skills; - Understanding of basic mathematics such as statistics, probability theory; - Demonstrated good interpersonal and communication skills, ability to work in a group; - Attention to detail and easily adaptable. - Experience applying statistical and/or machine learning techniques in the financial industry; - Knowledge of options pricing theory, trading algorithms or financial regulations; - Experience using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus; - Excellent knowledge on data analysis tools in python like Pandas, Numpy, Scipy etc; - Knowledge of advanced mathematics such as stochastic calculus; - Knowledge of front-end technologies like HTML, React and integration with large data sets.,

Role Overview: As a Channel Account Manager (CAM), your main responsibility will be to build and maintain strong relationships with channel partners, such as resellers, distributors, and system integrators. Your goal will be to drive sales growth through indirect sales channels by providing support, training, and enablement programs to ensure effective selling of the companys products and services. Key Responsibilities: - Identify, onboard, and manage relationships with resellers, distributors, VARs, and system integrators. - Develop and execute partner enablement programs to enhance partner sales capabilities. - Act as the primary point of contact for channel partners and address any escalations. - Drive revenue growth through channel partners by setting and achieving sales targets. - Collaborate with partners to create joint business plans and go-to-market strategies. - Discover new sales opportunities within existing partnerships. - Provide ongoing sales and technical training to ensure partners comprehend the product portfolio. - Create marketing and sales collateral to support partners in their sales efforts. - Organize webinars, workshops, and partner events to boost engagement. - Monitor and analyze partner performance metrics such as sales pipeline, revenue, and deal closures. - Deliver regular sales forecasts and reports to senior management. - Enhance channel programs and incentive structures to motivate partners. - Collaborate with sales, marketing, and product teams to align strategies. - Offer partner feedback to enhance products, pricing, and market positioning. - Assist partners in closing deals through joint sales calls, negotiations, and product demos. - Identify new partner recruitment opportunities to expand the channel ecosystem. - Stay informed on industry trends and competitor strategies to provide insights for business growth. Qualification Required: - Relevant experience of 6-10 years in channel partner management or a related field. - Strong communication and interpersonal skills to build and maintain relationships. - Proven track record of driving sales growth through indirect sales channels. - Ability to analyze and interpret sales performance metrics for strategic decision-making. - Experience in conducting training sessions and developing enablement programs for partners. - Knowledge of market expansion strategies and competitive analysis in the industry.,

As a member of the Market Risk team at Infosys Limited, your role will involve expanding the team's presence in India to support activities in data management, risk operations, product, and research. Your expertise in working with real-world data and conducting statistical analyses will be crucial for the team's success. We are seeking individuals who are motivated self-starters, team players, eager collaborators, continuous learners, and committed to going the extra mile for our internal and external clients. Key Responsibilities: - Possess at least 3-8 years of experience in market risk measurement within an investment bank or financial institution, with previous exposure to VaR or Credit Risk. - Demonstrate knowledge in Asset Classes, specializing in any 1-2 of the following: Equity, Fixed Income, FX, Commodities, Derivatives, Structured Products. - Exhibit experience and knowledge in Fixed Income and Derivatives, particularly in Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA, etc. - Showcase a basic understanding of pricing and valuation of financial products. - Understand key risk and profitability concepts including Probability of Default, Event of Default, Jump to Default, Present Value of basis point, Mark to Market, volatility, Yield curve parallel and point shifts, etc. - Demonstrate the ability to analyze the price of a security into its various constituent components such as interest rate curves and relevant term structure sensitivity. - Possess a higher degree in finance or related fields, or a professional qualification like CFA, FRM, PRIMA would be advantageous. - Have a general knowledge of risk issues, investment products, and some programming skills. - Ability to work effectively in a team, build strong relationships, and deliver high-quality, accurate work under pressure and tight deadlines. - Willingness to challenge the status quo, question assumptions, and provide alternative approaches. Preferred Skills: - Domain expertise in Financial Risk Management, specifically in Credit Risk Management and Market Risk Measurement & Control.,

As an Associate Consultant at Northern Trust's Bangalore Centre, you will be a part of the Capital Markets Credit Risk Team, playing a crucial role in delivering key risk functions for the bank's Capital Markets business. This role offers high visibility and the opportunity to collaborate on key regulatory projects while interacting with business partners globally. Key Responsibilities: - Deliver various risk functions related to Counterparty Credit Risk monitoring, Market Risk monitoring for Global Securities Lending, Global Foreign Exchange, and Treasury activities of the bank - Engage with risk organization and Capital Markets businesses to address credit issues such as limit excesses and reallocation of limits between products - Support new business products by providing insights from a credit risk perspective and operationalizing new business products/processes - Present explanations for trends and issues related to Capital Markets business risks to oversight risk committees - Conduct risk analysis for Securities Finance counterparty portfolios as per Credit Risk Management Policies, including VaR model execution and presentation to Committees - Collaborate with auditors on Counterparty Credit and Regulatory process topics - Own credit committee tasks, create meeting materials, action logs, and overall ownership for committee materials - Communicate effectively with senior management and partners on risk-related concepts, business processes, and reporting requirements - Ensure strong controls over data, reports, and analysis, including automation, reconciliation, and testing - Adapt to risk systems and technology to support accurate and timely reporting - Document procedures and controls to enable accurate and timely reporting Qualifications: - MBA and relevant industry experience - 3+ years of experience in areas such as Credit and Counterparty risk in financial services - Strong knowledge of financial services and understanding of regulations like Basel RWA Calculation, SCCL - Familiarity with financial products like derivatives, repo-style transactions, securitization - Excellent written and verbal communication skills - Experience with industry products like Adenza, Murex, MSCI Risk Manager, Cognos, Power BI, etc. - Strong data, analytical, and problem-solving skills - Hands-on experience with advanced Excel Apply today to be part of an organization committed to assisting the communities it serves and offers a flexible and collaborative work culture. Join a workplace with a greater purpose and explore new ideas with Northern Trust!,

As an MRM (Market Risk Management) Trainee, your role involves gaining practical experience in market risk management. Your key responsibilities include: - Utilizing technical skills in programming, with proficiency in Python and/or Java being mandatory. - Demonstrating expertise in data visualization, such as using tools like Tableau or Power BI. - Having a basic understanding of automation, as mentioned in some profiles. - Using Excel or other analytical tools for risk calculations. - Applying domain knowledge in Credit Risk, VaR (Value at Risk), and Stress Testing. - Communicating clearly and concisely, as this is vital for effective performance. The company expects immediate joiners who are adept at hands-on coding. Candidates who rely on ChatGPT or lack practical coding ability may not be considered. Additionally, duplicate entries in the candidate list should be avoided. Currently, the company is seeking profiles with a balanced mix of the following skills: - Strong coding skills in Python or Java. - Good communication abilities. - Preferably some exposure to data visualization. - Understanding of risk concepts such as Credit Risk, VaR, and Stress Testing would be a bonus.,

As a Data Scientist at mPokket, your role involves working with the data science team, planning projects, and building analytics models. You should possess a strong problem-solving ability and a knack for statistical analysis. Your main objective will be to align data products with business goals to enhance products and business decisions through effective data utilization. **Key Responsibilities:** - Overseeing the data scientists" team and data specialists. - Teaching, leading, and counseling colleagues on new techniques or solutions. - Collaborating with data and software engineers for deploying sciences and technologies across the company's ecosystem. - Conceiving, planning, and prioritizing data projects. - Building analytic systems and predictive models, while experimenting with new techniques. - Ensuring data projects align with organizational goals. **Qualifications Required:** - Master's degree in Computer Science, Operations Research, Econometrics, Statistics, or related technical field. - 2+ years of experience in solving analytical problems using quantitative approaches. - Proficiency in communicating quantitative analysis results. - Knowledge of relational databases and SQL. - Development experience in any scripting language (e.g., PHP, Python, Perl). - Familiarity with statistics (e.g., hypothesis testing, regressions). - Experience manipulating data sets through statistical software (e.g., R, SAS) or other methods. **Technical Skills - Must Have:** - Programming: Python (Preferred) / R. - ML Models: Regression (Linear, Logistic, Multinomial, Mixed effect), Classification (Random Forest, Decision tree, SVM), Clustering (K-Means, hierarchical, DB-Scan), Time series (ARIMA, SARIMA, ARIMAX, Holt-Winters, Multi TS), Neural Networks (Deep learning), Naive Bayes, Excel, SQL. - Dimensionality Reduction: PCA, SVD, etc. - Optimization Techniques: Linear programming, Gradient Descent, Genetic Algorithm. - Cloud: Understanding of Azure / AWS offerings, setting up an ML pipeline in the cloud. **Good To Have:** - Visualization: Tableau / Power BI / Looker / QlikView. - Data Management: HDFS, Spark, Advanced Excel. - Agile Tools: Azure DevOps, JIRA, Pyspark, Big Data / Hive Database. - IDE: PyCharm. Please note that this job posting was by Debapti Roy from mPokket.,

As a Quantitative Risk Intern at CME Group, you will be part of a team responsible for developing Risk/Pricing Models to evaluate counterparty exposures to the Clearing House. Your role will involve working on models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, and Regulatory Capital. Additionally, you will be developing tools for Portfolio Analytics. You will collaborate with the team to perform back testing and statistical analysis to ensure the adequacy of margin coverage and justify model assumptions. **Principal Accountabilities:** - Conduct empirical studies and provide recommendations on margin levels, modeling issues, and risk-mitigation measures. - Ensure that models are updated with the latest proven theories in the field. - Deploy, test, and continuously improve models within the Production Infrastructure of CME. - Present results to Senior Management and/or Risk Committees. - Enhance existing risk models and design/prototype new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.). **Skills & Software Requirements:** - Experience with programming languages such as C++/C#, R, VBA, and SQL is required. **Education:** - A Bachelor's degree in a technical discipline is required, while a Master's degree is preferred in disciplines like Math Finance, Applied Mathematics, Financial Engineering, or Software Engineering. At CME Group, individuals like you can impact global markets, transform industries, and shape tomorrow. You will be part of a team of experts who inspire you to grow. The company values diversity and inclusivity, ensuring that every employee's unique experiences and skills are acknowledged and valued. CME Group is an equal-opportunity employer, considering all potential employees without regard to any protected characteristic. Please be aware of recruitment fraud, as scammers may use misleading promises of job offers to solicit money and personal information from job seekers. CME Group follows established procedures to maintain trust, confidence, and security throughout the recruitment process.,

As a Quantitative Developer at Millennium in Bangalore within the Enterprise Risk Technology team, you will play a crucial role in leveraging innovations in technology and data science to solve complex problems for the business. Your responsibility will involve working closely with quants, risk managers, and other technologists globally to develop multi-asset analytics, stress testing, and VaR for the in-house risk platform. You will be developing micro-services using Python, analyzing data with Pandas/Polars, creating and managing cloud applications on AWS, and utilizing GIT and appropriate DBMS solutions. Key Responsibilities: - Work closely with quants, risk managers, and other technologists globally to develop multi-asset analytics, stress testing, and VaR for the in-house risk platform. - Develop micro-services using Python and analyze data with Pandas/Polars. - Create and manage cloud applications on AWS. - Utilize GIT and appropriate DBMS solutions. Qualifications Required: - Strong analytical skills & problem-solving capabilities. - Experience working with Python and data analysis libraries (Pandas/Polars). - Experience with REST APIs and cloud services. - Relational SQL database development experience. - Unix/Linux command-line experience. Desirable Skills/experience: - AWS cloud services: EC2, S3, Aurora, Redshift, etc. - Identity and Access Management: Kerberos, OAuth 2.0, LDAP. - Broad understanding of financial services instruments. - Bachelor's degree in Computer Science & Engineering from Tier 1 colleges. (Note: The additional details of the company were not provided in the job description.),

Role Overview: At EY, you have the opportunity to build a unique career with the support of a global scale, inclusive culture, and advanced technology to become the best version of yourself. Your unique voice and perspective are valued to help EY improve. Join EY to create an exceptional experience for yourself and contribute to building a better working world for all. Key Responsibilities: - Demonstrate deep technical capability and industry knowledge of financial products - Be the technical lead and subject matter expert in areas such as: - Model Risk Management/model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.) - Working knowledge of statistical and numerical techniques (e.g., Monte-Carlo methods, Finite difference methods) - Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory - Pricing derivatives for asset classes such as fixed income, equities, credit, interest rates, FX, and commodities - Programming languages like Python/R/C++ - Advise clients on Financial Services Risk Management issues, focusing on Traded Products Risk and Capital - Participate in Quantitative Risk and Assurance engagements including derivatives pricing, market risk, and counterparty credit risk modeling - Drive business development initiatives, provide sales and pursuit enablement support, and lead expansion of business in various accounts and sectors - Build and maintain long-term relationships, both in the market and within the EY network - Conduct performance reviews, contribute to people initiatives, and maintain an educational program for personal skills development - Develop intellectual capital to support superior outcomes for clients and the firm by providing insights and creating thought leadership articles Qualification Required: - Undergraduate or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 11+ years of relevant industry experience - Professional Qualification (e.g., CQF, CFA, FRM, PRM) preferred - Significant experience in statistical and numerical techniques, Derivative Pricing, Market risk measurement, and CVA methodologies - Modelling background with experience in model development and validation - Excellent communication, problem-solving, and solution development skills - Project management and report writing experience - Ability to drive business development and contribute to EY's growth - Willingness to travel to meet client needs - A self-starter with a can-do attitude, energy, and willingness to try new things Additional Details: At EY, the Financial Services Office (FSO) provides integrated advisory services to financial institutions and other capital markets participants. The Market Risk team within FSO assists clients in implementing strategic changes across risk management, treasury, and other activities related to risk and valuation processes. EY offers a competitive compensation package based on performance, along with a collaborative environment, excellent training and development prospects, and a team of senior colleagues dedicated to managing and varying workloads. EY aims to build a better working world by creating long-term value for clients, people, and society through diverse teams in over 150 countries.,

Role Overview: As a member of our team at AspenTech, you will be responsible for designing, planning, integrating, testing, and commissioning software applications for Advanced Distribution Management Systems (ADMS) and Outage Management Systems (OMS) for utility clients. Your role will involve technical leadership in the ADMS portfolio and implementing control systems at electric utilities to enhance their operational efficiency. Key Responsibilities: - Provide technical leadership for projects in the ADMS portfolio, serving as the face of AspenTech. - Implement control systems at electric utilities to improve operational efficiency and meet contract requirements. - Participate in the design, planning, and execution of ADMS projects. - Install and configure advanced distribution management applications such as Distribution Power Flow (DPF), Fault Location Isolation & Service Restoration (FLISR), and Volt/VAR Control & Optimization (VVC/VVO) and OMS. - Support testing events with customers and collaborate with AspenTech development teams to troubleshoot, prioritize, and test product changes. - Interface with utility Geographic Information System (GIS) teams to extract, translate, and load electrical network models to the Distribution Management System. - Configure and integrate software components to meet contract requirements, specifications, and test them with customers. - Train customers on operating the systems being delivered and provide technical support to troubleshoot and resolve live system issues. Qualifications Required: - Bachelor's degree in Electrical Engineering or related technical field experience. - Minimum 5 years of experience in project engineering or a similar Application Engineering role, with a high level of experience in troubleshooting complex systems and software applications. - Knowledge of system designs, computer systems, engineering practices, and control systems. - Understanding of Electric Distribution Power Systems and modeling, preferably in Load Flow Studies, Coordination Studies, and Arc Flash Studies. - Master's degree in Power Systems Engineering or a related field. - Experience in programming and scripting (C/python), database management (SQL, XML, Mongo, GIS), and operations or engineering at an electric utility. - Industry experience with Outage Management Systems (OMS). - Strong communication skills, both verbal and written, with a proven ability to organize and prioritize work within tight timelines.,

As a Senior Power System Engineer at our company, you will be responsible for leading and managing complex electrical engineering projects in the power and energy sector. Your deep understanding of power systems, relay coordination, single-line diagrams (SLD), system studies, network design, and digital twin modeling will be crucial for guiding a team of 5-6 engineers, interfacing with clients, and driving business development. Your past experience in successfully executing similar projects will be highly valued. **Key Responsibilities:** - Lead advanced power system studies including load flow, short circuit, transient stability, harmonic analysis, Relay Co-ordination study, protection scheme design, Islanding Study, Arc Flash Study, Power evacuation Study, and reactive power compensation. - Guide plant modeling using simulation tools like ETAP, PSCAD, PSSE, Power Factory, or similar software. - Prepare Main SLD (Single Line Diagram) including selection of primary equipment specifications. - Perform dynamic performance studies using offline and online simulation tools. - Support sales team, set up customer training, and conduct technical presentations. - Develop advanced methodologies for control and protection parameter tuning to enhance grid stability. - Stay updated on industry trends and emerging technologies to innovate solutions. - Manage the execution of medium and low voltage industrial system projects, including renewable energy integration. **Qualifications Required:** - Bachelors or Masters degree in Electrical Engineering or related field. - 10+ years of experience in power and energy systems with a focus on industrial applications. - Expertise/Fair knowledge in tools like ETAP, PSCAD, PSSE, Power Factory, and others. - Strong knowledge of renewable energy systems, digital twin technology, and protection coordination. - Proven leadership skills with the ability to manage and mentor a team effectively. - Excellent communication, analytical, and problem-solving skills. At Schneider Electric, our values and behaviors create a great culture supporting business success. We believe in our IMPACT values - Inclusion, Mastery, Purpose, Action, Curiosity, Teamwork. Join us to contribute to achieving a more resilient, efficient, and sustainable world. Apply today to become an IMPACT Maker with Schneider Electric, a company committed to inclusivity, diversity, trust, and ethical standards.,

Role Overview: You will be joining Digital Grid Management (DGM), an AspenTech Business, as a Technical Leader in the Operations Technology (OT) field. Your role will involve implementing control systems at electric utilities to enhance efficiency in operating the modern grid while meeting contract requirements and specifications. Additionally, you will play a key role in the design, planning, and execution of ADMS projects and work closely with the Aspentech development teams to troubleshoot and test product changes. Key Responsibilities: - Serve as the technical leader and represent Aspentech for projects in the ADMS portfolio. - Implement control systems at electric utilities to enhance efficiency in operating the modern grid while meeting contract requirements and specifications. - Participate in the design, planning, and execution of ADMS projects. - Install and configure advanced distribution management applications such as Distribution Power Flow (DPF), Fault Location Isolation & Service Restoration (FLISR), and Volt/VAR Control & Optimization (VVC/VVO) and OMS. - Support testing events with the customer and troubleshoot, prioritize, and test product changes with the Aspentech development teams. - Interface with the utility's Geographic Information System (GIS) teams to extract, translate, and load the electrical network model to the Distribution Management System. - Configure and integrate software components to meet contract requirement specifications and test with customers. - Train customers on operating the systems being delivered and provide technical support to troubleshoot and resolve issues observed on live systems. Qualifications Required: - Bachelors or Masters degree in Electrical Engineering or related technical field. - 5 to 8 years of experience in SCADA / DMS / OMS software applications or related power systems engineering. - Experience with geo-spatial processing software (GIS) including building tools and models for electrical network is preferred. - Experience in project execution within the electric utilities industry. - Basic knowledge of databases and data warehousing. - Scripting knowledge (Python, JSON, or similar) with strong scripting preferred, but willingness to develop this further is welcome. - Excellent prioritization and organizational skills. - Solid foundation in software engineering principles or systems integration. - Understanding of Electric Distribution Power Systems and modeling is preferred (Load Flow Studies, Coordination Studies, Arc Flash Studies). - Database and data structure knowledge and experience (SQL, XML, Mongo, GIS). - Operations or engineering experience at an electric utility. - Industry experience with Outage Management Systems (OMS). - Experience conducting presentations, product demonstrations, and training. - Ability to perform technical analysis to define customer product requirements. - Flexibility to travel on short notice to customer sites when required.,

As a Channel Partner & Alliances Manager at our AI-based solutions startup, your role will involve architecting and expanding our partner ecosystem focused on AI and cloud services. You will manage alliances with system integrators, VARs, consulting firms, and channel partners specializing in AWS, Azure, and other cloud platforms to accelerate go-to-market and drive client success. Your key responsibilities will include: - Building and growing a versatile partner network, including partners skilled in AWS, Azure, and other cloud platforms. - Developing joint go-to-market strategies and delivering partner-driven revenue growth across diverse cloud ecosystems. - Enabling and supporting partners with training, enablement materials, and active collaboration on client engagements. - Driving client adoption of AI and cloud solutions through partner-led delivery. - Establishing KPIs and tracking partner performance to optimize outcomes and impact. To excel in this role, we are looking for candidates with the following qualifications: - Proven success (57+ years) in channel/alliances roles within AI, SaaS, or cloud services ecosystems, with experience in major providers like AWS, Azure, or others. - Demonstrable experience in taking cloud and AI-based tech products to market through partners. - Strong network and commercial negotiation skills across various cloud and partner ecosystems. - An entrepreneurial spirit and passion for leveraging AI and cloud tech to create client value. In addition to the above, we offer benefits such as health insurance, provident fund, and work from home options. If you have experience building partnerships from the ground up, worked in a startup environment, are willing to relocate to Bengaluru, and have good connections with cloud giants (AWS, Azure, GCP), we would like to hear from you. This is a full-time, permanent position with the opportunity to work in person either in Bangalore or remotely.,

As an Assistant Vice President Traded Risk at HSBC, you will play a crucial role in implementing FRTB IMA within Market Data Management. Your responsibilities will include: - Leading the FRTB IMA implementation and supporting the RFET and NMRF testing initiatives. - Analyzing and explaining scenarios involving the use of Mapping and Proxy Services (MAPS). - Collaborating with Global Risk Analytics and Front Office teams to understand the new models developed for FRTB IMA. - Enhancing transparency in risk management by demonstrating expertise in Scenario and Market Data analysis, impacting VaR/ES. - Ensuring the quality of time series data for risk calculations and reviewing/remediating market data exceptions. - Working closely with Market Risk Managers and other senior stakeholders to understand risk requirements and provide support. - Managing/supporting internal and external audit reviews and remediating audit findings. - Managing and enhancing internal tools developed using Python, Tableau, Power BI, etc., for market data analysis and control. - Reviewing market data quality metrics for risk factors and scenario data, relevant for risk calculations, and automating processes and controls to reduce operational risks. Qualifications required for this role: - Minimum of 7+ years of work experience in the Market Risk domain, preferably with an investment bank. - Good knowledge of Value at Risk models, market risk, and financial instruments. - Prior experience in time series and VaR analysis, as well as FRTB IMA, is preferred. - Strong communication skills, proactive approach, and ability to work independently. - Proficiency in Microsoft Excel and experience in Python or any other coding language is preferred. - Professional certification like FRM, CFA, or CQF can be an added advantage. - Ability to work cross-culturally, with a collaborative and inclusive mindset, committed to equal employment opportunities. - Ability to perform under pressure and tight timelines, quick learning capability, and knowledge transfer proficiency. - Timely response to ad hoc risk enquiries, identifying potential data quality issues, and proactive escalation. You will have the opportunity to make a significant impact at HSBC and contribute to the growth of the organization. Personal data held by the Bank for employment applications will be handled in accordance with the Privacy Statement available on the website.,

As a Murex ERM Consultant at Bounteous x Accolite, you will be a part of the application development team for the Murex VaR module. Your role involves working closely with Risk & MO users to understand requirements for building new market risk valuation functionality. You will collaborate with various IT teams across infrastructure and other divisions to deliver system solutions for the business. Your responsibilities include analyzing and resolving issues related to system configuration, risk, pricing, P&L, sensitivities, market data, market operations, EOD, and interfaces. Additionally, you will assist in Risk report creation using MRA/MRB, conduct PL impact analysis, and scenarios upload. Your expertise in analyzing the VaR of a portfolio to instrument or deal level will be crucial. You will also be expected to explain the creation and application of scenarios in the Murex market risk module, configure additional MRB reports, and provide support to the market risk team for queries and issues. Furthermore, your role will involve supporting statistical analysis reports and analyzing the Back-testing results. **Key Responsibilities:** - Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and attribution of Risk P&L. - Understanding of Murex VaR module historical simulation, back testing, PL VaR. - Good understanding of Murex VaR Data Model. - Expertise in Murex Risk Modules including MRA, MRE, CRE, and Collateral. - Murex ERM implementation experience for PFE and XVA. - FRTB Implementation experience. - Fluent in using simulations and viewers. - Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations. - Strong domain understanding of Market Risk and FRTB. - Deeper understanding of financial markets from a non-risk and MO perspective. **Qualifications Required:** - Upgrade project in Risk domain. - DevOps on Murex experience (GIT, Jenkins, JIRA). Bounteous x Accolite is a global end-to-end digital transformation consultancy that partners with leading brands worldwide to drive exceptional client outcomes. The company's culture fosters belonging, growth, and accountability, ensuring successful business outcomes for clients. With a diverse team of strategists and technologists across the U.S., Latin America, Asia, and Europe, Bounteous x Accolite delivers award-winning solutions in areas like AI, Data, Digital Commerce, Enterprise Transformation, and Cloud Enablement.,

You will be joining Bounteous x Accolite, a global digital transformation consultancy that collaborates with leading brands to deliver exceptional client outcomes through innovative solutions. By combining co-innovation, technical expertise, and global talent, we create transformative digital solutions addressing current challenges and future opportunities. Our inclusive culture promotes growth, belonging, and accountability, ensuring successful outcomes for our clients. With a diverse team spread across the U.S., Latin America, Asia, and Europe, we excel in areas like AI, Data, Digital Commerce, Cloud Enablement, and more. **Key Responsibilities:** - Work as a Murex ERM consultant within the application development team for Murex VaR module. - Collaborate with Risk & MO users to understand requirements for developing new market risk valuation functionalities. - Engage with various IT teams to deliver system solutions across infrastructure and other divisions. - Analyze and resolve issues related to system configuration, pricing, P&L, market data, EOD, interfaces, etc. - Assist in creating Risk reports using MRA/MRB, conducting PL impact analysis, and scenarios upload. - Analyze VaR of a portfolio down to instrument or deal level. - Configure additional MRB reports and MRA views, supporting the market risk team with queries and issues. - Analyze and provide support for Back-testing results. - Explain the creation and application of scenarios in Murex market risk module. **Qualifications Required:** - Experience in Murex Market Risk Domain including VaR, Greeks, Sensitivities, Stress testing, and Risk P&L attribution. - Understanding of Murex VaR module historical simulation, back testing, and PL VaR. - Proficiency in Murex Risk Modules such as MRA, MRE, CRE, and Collateral. - Murex ERM implementation experience for PFE and XVA. - Knowledge of FRTB Implementation. - Familiarity with using simulations and viewers. - Strong comprehension of Greeks, sensitivities, and trade attributes for Market Risk calculations. - Domain expertise in Market Risk and FRTB. - Deeper understanding of financial markets from a non-risk and MO perspective. **Good to Have:** - Experience in Upgrade projects in the Risk domain. - Familiarity with DevOps on Murex (GIT, Jenkins, JIRA, etc.). Please let me know if you need any further information or clarification.,