6 Vars Jobs nearby Vellore

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 member of the Support organization at Oracle, your focus will be on delivering post-sales support and solutions to Oracle's customer base. You will serve as an advocate for customer needs, resolving post-sales non-technical customer inquiries via phone and electronic means, as well as addressing technical questions related to the use of and troubleshooting for Electronic Support Services. Your primary responsibility will be to facilitate customer relationships with Support, providing advice and assistance to both customers and internal Oracle employees on diverse customer situations and escalated issues. - Act as the technical interface to customers, Original Equipment Manufacturers (OEMs), and Value-Added Resellers (VARs) for resolving problems related to the installation, recommended maintenance, and use of Oracle products - Provide level one support to customers contacting the Oracle Solution Center through electronic means - Maintain a high level of customer satisfaction while adhering to guidelines - Proactively monitor system/application alarms, investigate, analyze, resolve, or escalate alarms and service requests - Prioritize and manage work queue in accordance with service level agreements - Document investigation and issue resolution - Troubleshoot by gathering information, shadowing end users, testing workflows, analyzing log files, querying tables, and updating database fields - Bachelor's degree in Information Systems, Computer Science, Computer Engineering, Software Engineering, or related field - At least 4 years of total combined completed higher education and/or related work experience - Good knowledge and hands-on experience with Linux and SQL - At least 1 year of experience in Application Support and SQL - Technical degree preferred, such as BS in Computer Science/Management Information Systems/Science/Engineering/Math/Physics/Chemistry with a 3.0 GPA, or equivalent relevant work experience - Professional certification (i.e., CNE, MCSE, CPA, Oracle, etc.) can substitute for a degree Oracle is a world leader in cloud solutions, utilizing tomorrow's technology to address today's challenges. With over 40 years of experience and a commitment to integrity, Oracle continues to thrive by partnering with industry leaders in various sectors. Oracle values innovation and inclusivity, empowering all employees to contribute and grow in a diverse workforce. Competitive benefits and support for work-life balance, medical, life insurance, and retirement options are offered to employees. Oracle also encourages community involvement through volunteer programs and is committed to including people with disabilities in all stages of the employment process.,

Role Overview: As a seasoned Murex professional joining Mizuho Global Services Pvt Ltd's Capital Markets Technology team, you will have the opportunity to work across Front Office, Middle Office, and Back Office functions. This role will allow you to lead transformative initiatives, collaborate with global teams, and contribute to shaping the future of financial technology. Key Responsibilities: - Configure and provide support for Murex modules within FO/MO/BO workflows. - Collaborate with traders, risk managers, and operations teams to gather requirements and deliver effective solutions. - Manage trade lifecycle processes, including pricing, trade capture, risk analysis, settlements, and reporting. - Lead system integration, testing (SIT/UAT), and offer production support. - Ensure compliance with global regulatory standards such as FRTB, Basel, EMIR, HKMA, and CFTC. - Drive upgrades, cloud migrations, and performance tuning across environments. Required Skills: - 8+ years of hands-on experience with Murex MX.3. - Strong functional knowledge in FX, MM, IRD, Equities, and Fixed Income. - Expertise in modules like E-tradepad, Simulation Viewer, Datamart, MxML Exchange, and Back Office workflows. - Proficiency in SQL, Unix/Linux scripting, XML, and cloud platforms (AWS/Azure). - Excellent communication and stakeholder management skills. Preferred Skills: - Experience with risk metrics (VaR, VA, PFE), regulatory reporting, and familiarity with DevOps/Agile methodologies. - Prior exposure to cloud migration, performance testing, and CI/CD pipelines. What's in it for you - Immense exposure and learning opportunities. - Excellent career growth prospects. - Work alongside highly passionate leaders and mentors. - Ability to be involved in building initiatives from the ground up. Apply Now: If you are prepared to advance your Murex career and be part of a dynamic team, send your resume to mgs.rec@mizuho-cb.com and take the next step towards connecting with us.,

Role Overview: The role of Market Risk (MR) involves supporting onshore market risk managers in providing daily VAR, SVAR, ES monitoring, as well as limit monitoring and exposures for market risk management. You will be liaising with FO, Risk, Technology, and other risk areas for day-to-day risk management. Additionally, part of the role includes automating existing processes and working with technology on implementing new risk reports and associated testing. Key Responsibilities: - Support onshore market risk managers in providing daily VAR, SVAR, and ES monitoring - Assist in limit monitoring and exposures for market risk management - Liaise with FO, Risk, Technology, and other risk areas for day-to-day risk management - Automate existing processes and collaborate with technology on implementing new risk reports and associated testing Qualifications Required: - Strong understanding of market risk concepts and metrics - Experience in generating risk reports for monitoring counterparty credit risk metrics - Proficiency in risk metrics such as Potential Future Exposure (PFE), Derivative Loan Exposure (DLE), and Current exposure - Ability to monitor pre-settlement, settlement, and post-settlement risk effectively,

Role Overview: You will be responsible for driving GSI Partner and Channel Sales at Denodo by maintaining and expanding relationships with channel, reseller, and systems integrator / consulting partners. Operating at a strategic level, you will create new programs and incentives to grow the partner ecosystem for sales and services. Key Responsibilities: - Proactively recruit new qualifying partners and establish productive relationships with key personnel in assigned partner accounts. - Assess partner needs, gaps, and requirements to ensure ongoing success. - Develop training materials and create presentations for resellers. - Lead solution development efforts that best address end-user needs through coordination with necessary company and partner personnel. - Lead a joint partner planning process to develop mutual performance objectives, financial targets, and critical milestones. - Coordinate with company personnel to meet partner performance objectives and expectations. - Meet assigned targets for profitable sales volume and strategic objectives in assigned territory and partner accounts. - Manage potential channel conflict and ensure partner compliance with partner agreements. - Drive adoption of company programs among assigned partners and monitor partner performance. - Achieve assigned sales quota and profitability targets in the territory. - Complete partner account plans and maintain high partner satisfaction ratings. - Achieve goals for growing Denodo-certified consultants in partner firms. Qualifications Required: - BS/BA or higher degree. - 5+ years of demonstrated experience in indirect sales and channel development for a software company. - Track record of results-oriented sales and partner management with metrics for partner recruiting, enablement, opportunity generation, and revenue. - Excellent knowledge of reseller, systems integrator, and consulting ecosystem. - Excellent verbal and written communication skills. - Professional sales training would be an advantage. - Willingness to travel around 25-50%. - Be a team worker with a positive attitude.,

Role Overview: You are seeking a results-driven Channel Development Manager to join the tractor attachment division. You will be responsible for identifying and recruiting new channel partners in designated regions or markets. Additionally, you will develop and execute channel strategies and business plans to achieve revenue goals and growth objectives. It is crucial to establish productive and professional relationships with key personnel in assigned partner accounts and coordinate the involvement of company personnel to meet partner performance objectives and expectations. Key Responsibilities: - Identify and recruit new channel partners such as distributors, resellers, and VARs in designated regions or markets - Develop and execute channel strategies and business plans to achieve revenue goals and growth objectives - Establish productive and professional relationships with key personnel in assigned partner accounts - Coordinate the involvement of company personnel, including support, service, and management resources, to meet partner performance objectives and expectations Qualifications: - Bachelor's degree in Business Administration, Marketing, or a related field; MBA preferred - 10+ years of experience in channel sales (Note: No additional details about the company were provided in the job description),

As a Risk Analyst- Campus Hire at Deutsche Bank in Mumbai, India, you will be part of the Risk division, where you will play a fundamental role in protecting the bank by managing and controlling credit, market, operational, and reputational risks. You will work with a team of nearly 3,000 employees to achieve the goal of being an industry-leading risk management organization. **Key Responsibilities:** - Undertake accurate and timely credit analysis of counterparties by identifying business and financial risks, preparing cash flow models, and peer analysis. - Write rating reports and credit reviews for recommendation to senior members. - Participate actively in live trades with onshore credit officers by providing recommendations and completing credit write-ups. - Monitor limits/exposure and update relevant data in the credit system. - Identify areas of risk challenges and monitor emerging risks. - Prepare and analyze decision-making materials for effective risk monitoring. - Ensure appropriate messaging in senior management forums based on risk information. - Perform quality assurance on new products and transactions and other risk framework inputs. **Market and Valuation Risk Management:** **Market Risk Analysis & Control (MRAC)** - Production and data analytics of risk metrics at asset and portfolio level. - Impact analysis of change in market data on market risk metric. - Execution of market risk calculation processes and process enhancements. - Market risk and stress testing analytics. - Create/update market data models for VaR calculation. **Valuation Risk (VR)** - Perform Independent Price Verification processes on various financial products. - Analyze and explain outputs, identify variance drivers, and publish results. - Discuss price testing results and model reserves with stakeholders. - Prepare MIS pack presentation and report to senior management. - Take ownership of models and make changes/improvements as necessary. **Enterprise Risk Management (ERM):** - Coordinate accountability of critical risk reports and provide key risk development updates. - Undertake targeted risk reviews, challenge stakeholder input, and articulate recommendations. - Ensure timely delivery of input deliveries across risk types and perform quality control checks. **Your Skills And Experience:** - Relevant professional qualifications such as MSc/MA/MBA/CA/CFA. - Experience/understanding of risk in the financial market/investment banking industry. - Strong analytical skills and knowledge of financial markets and economic trends. - Excellent communication skills and ability to articulate technical topics. - Problem-solving skills and critical thinking ability. - Strong accounting background and financial statement analysis knowledge. At Deutsche Bank, you will receive support through training, coaching, and a culture of continuous learning to aid your career progression. You will work in a positive, fair, and inclusive work environment where you can excel and collaborate with global stakeholders. Note: For details about the company, please visit [Deutsche Bank's website](https://www.db.com/company/company.html).,

As an experienced Calypso Consultant with 7-10 years of hands-on experience, your role will involve implementing, configuring, and maintaining Calypso systems for various asset classes such as Fixed Income, Money Market, Interest Rate, FX, Credit Derivatives, and Non-linear Derivatives. You will play a critical role in front-to-back implementation of Calypso, including risk management systems with ERS implementation of Limit and VaR. **Key Responsibilities:** - Extensive knowledge of Calypso architecture, APIs, and modules - Hands-on experience in Java development with key concepts like OOPS, Collection, and Multithreading - Understanding of Oracle PLSQL and Calypso data model - Experience with application servers like JBoss and build tools like Gradle - Integration experience with trade and market data interfaces such as Bloomberg SAPI, TOMS, Reuters feed, and Deal tracker - Analysis and System Implementation with a focus on trading platforms - Setup and configuration of Calypso workstations for front and back office operations - Knowledge of position configuration, official P&L, accounting setup, curve, and market data setup in Calypso - Understanding of Calypso integration patterns like Open API/Open Banking - Ability to troubleshoot network/server-level interactions of Calypso modules **Qualifications Required:** - Degree or Postgraduate in Computer Science or related field - Minimum 7-10 years of experience in implementing Calypso systems - Strong understanding of Calypso architecture and APIs from the latest version (Minimum V15.2) - Hands-on experience with Java 1.7 or higher - Familiarity with Oracle PLSQL, JBoss, Gradle, and integration patterns - Soft skills including the ability to influence multiple teams, self-motivation, and excellent interpersonal skills If you have the technical expertise, functional skills, and soft skills required for this role, and you are ready to take ownership of driving projects and collaborating effectively with teams across the organization, we encourage you to apply for this challenging and rewarding position.,

In this role as an Associate in the Legal Entity Market Risk team at J.P. Morgan, you will be responsible for managing the interface and relationship with local regulators around Market Risks. Your key responsibilities will include: - Providing leadership on India Legal Entity Market Risk strategy and understanding the Legal Entity requirements around Market Risk in India or APAC region. - Effectively handling Legal Entity onsite and offsite inspections/examinations and establishing & ensuring a robust risk governance framework. - Establishing and monitoring risk limits for the legal entity, providing commentary and analysis as required. - Assisting in limit escalations, monitoring key control processes, and identifying material risks, concentrations, and tail risks to ensure no surprise. - Conducting ad hoc risk scenario analysis and responding to urgent requests from senior risk and trading management. - Actively engaging with location trading desk managers to remain current on risks, business activity, exposures, material trade approvals, limits, etc. - Participating in the location Risk Committee meetings, covering changes in and understanding of risk profiles and any market risk issues arising. - Improving risk transparency, methodologies, and reports by conducting deep-dives on various basis risks, curve risks, specific structure risks, etc. - Coordinating with FO, MO, Finance, and Technology on projects relating to FRBT, VaR, stress, risk reporting, and interacting extensively with technology support teams. - Supporting the APAC legal entity team resiliency initiatives, including supporting the rest of the Asia Legal Entities in regulatory deliverables and commitments. Your qualifications, capabilities, and skills should include: - Minimum Bachelors degree - Strong knowledge of local financial markets and products, including derivatives. - Strong analytical skills and highly numerate. - Familiarity with Market Risk Management related to local regulations. - Strong knowledge of risk control processes and governance. - Excellent written and spoken communication skills; experienced in presenting to auditors and regulators. - Deep sense of accountability and ability to work independently with limited supervision. - Ability to work well under pressure with a commitment to deliver under tight deadlines. - Excellent interpersonal and influencing skills to drive cross-functional initiatives and solve complex issues. Preferred qualifications, capabilities, and skills: - At least 8 years of experience in financial markets, with previous trading or market risk management experience preferred. - Prior managerial experience is preferred. In this role as an Associate in the Legal Entity Market Risk team at J.P. Morgan, you will be responsible for managing the interface and relationship with local regulators around Market Risks. Your key responsibilities will include: - Providing leadership on India Legal Entity Market Risk strategy and understanding the Legal Entity requirements around Market Risk in India or APAC region. - Effectively handling Legal Entity onsite and offsite inspections/examinations and establishing & ensuring a robust risk governance framework. - Establishing and monitoring risk limits for the legal entity, providing commentary and analysis as required. - Assisting in limit escalations, monitoring key control processes, and identifying material risks, concentrations, and tail risks to ensure no surprise. - Conducting ad hoc risk scenario analysis and responding to urgent requests from senior risk and trading management. - Actively engaging with location trading desk managers to remain current on risks, business activity, exposures, material trade approvals, limits, etc. - Participating in the location Risk Committee meetings, covering changes in and understanding of risk profiles and any market risk issues arising. - Improving risk transparency, methodologies, and reports by conducting deep-dives on various basis risks, curve risks, specific structure risks, etc. - Coordinating with FO, MO, Finance, and Technology on projects relating to FRBT, VaR, stress, risk reporting, and interacting extensively with technology support teams. - Supporting the APAC legal entity team resiliency initiatives, including supporting the rest of the Asia Legal Entities in regulatory deliverables and commitments. Your qualifications, capabilities, and skills should include: - Minimum Bachelors degree - Strong knowledge of local financial markets and products, including derivatives. - Strong analytical skills and highly numerate. - Familiarity with Market Risk Management related to local regulations. - Strong knowledge of risk control processes and governance. - Excellent written and spoken communication skills; experienced in presenting to auditors and regulators. - Deep sense of accountability and ability to work independently with limited supervision. - Ability to work well under pressure with a commitment

As a NetSuite Techno Functional Consultant at our company, you will play a crucial role in leading the implementation and onboarding of new clients within the RSM Accounting Financial Consulting (AFC) practice. Your responsibilities will include performing solution design, leading client-facing training sessions, overseeing and mentoring team members, and collaborating with cross-functional teams to achieve business goals. Key Responsibilities: - Lead the implementation and onboarding of new clients within the RSM AFC practice. - Perform solution design for the implementation of the FaaS-AFC technology stack, including NetSuite, BILL, Tallie, and BlackLine. - Lead client-facing training sessions on AFC technology solutions. - Oversee and mentor team members. - Collaborate with cross-functional teams to achieve business goals. - Define and document repeatable methodologies for future projects. - Identify opportunities to enhance customer onboarding experience and implement improvements. - Assist with project-based initiatives, including quality control review and technology/process optimization. - Optimize the use of Oracle NetSuite system through various activities such as business process evaluation, procedure development, system process flow, QA planning, and user training. - Creation and oversight of documentation related to standard operating procedures. - Provide technical support to end-users to resolve issues with Oracle NetSuite use. - Ensure proper communication and integration across the entirety of AFC practice and technology partners. Qualification Required: - Bachelors degree in accounting, Finance, MIS or IT. - 5+ years of Oracle NetSuite experience in either an IAP or VAR practice. - Oracle NetSuite SuiteFoundation Certified. - Oracle NetSuite Certified Administrator. - Experience with SuiteFlow. - Expertise in process analysis and redesign of business processes. - Excellent communication and presentation skills. - Strong time management and organizational skills. - Ability to prioritize and stay organized in a dynamic environment. - Strong technology skills and dedication to lifelong learning. - Strong Microsoft Office skills. Preferred Qualifications: - Oracle NetSuite Certified ERP Consultant. - Oracle NetSuite Certified Financial User. - Experience with SuiteScript and SuiteCommerce. - Experience with NetSuite OneWorld, Advanced Revenue Management, and Inventory Management. - Experience with BILL, Tallie, BlackLine. - Experience in public accounting firm, consulting firm, or professional services environment. - Experience in an outsourced accounting role. - CA, CPA, MBA Finance. Join us and be a part of our dynamic team where you can contribute to the success of our clients and projects while continuously learning and growing in your career.,

As an Investment Risk Manager, AVP at DWS in Mumbai, India, you will be a crucial part of the Investment Risk team responsible for overseeing investment risk for DWS fiduciary portfolios. Your role will involve conducting portfolio risk monitoring, analysis, and reporting across various risk types and asset classes. You will also support data quality management processes, develop reports on investment risk, review product risk profiles, and contribute to global and local projects within the Liquid Investment Risk Management Team. Key Responsibilities: - Conduct portfolio risk monitoring, analysis, and reporting across various risk types (market risk, liquidity risk, counterparty risk, and sustainability risk) and asset classes (e.g. equity, fixed income, commodities). - Support and execute data quality management and escalation processes for different risk metrics. - Develop reports, dashboards, and memos on investment risk for management and oversight bodies. - Review new/existing product risk profiles and portfolio positions to identify potential sources of investment risk. - Assist in developing systems and tools for automating risk limitation, measurement, monitoring, and escalation processes. - Contribute to global and local projects within the Liquid Investment Risk Management Team. Qualifications Required: - University degree in Finance or a quantitative field, Chartered Financial Analyst or Financial Risk Manager designations are a plus. - Minimum of 5 years of experience in the financial services industry with exposure to various risk functions (market, counterparty, credit, liquidity, sustainability), preferably in a buy-side firm. - Proficiency in analyzing VaR metrics and analytical models for financial instruments. - Previous experience with BlackRock Solutions Aladdin is preferred. - Strong knowledge of risk management across different instrument types, business mandates, and risk disciplines (market risk, liquidity risk, counterparty risk, sustainability risk). - Excellent verbal and written communication skills with the ability to communicate effectively with management. - Proactive mindset to implement process improvements and new solutions. - Strong organizational skills and ability to manage competing priorities. - Proficiency in MS Excel, PowerPoint, VBA, SQL, and Python.,

Role Overview: You should hold a Masters or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field to ensure a strong foundation in complex financial modeling. With 10+ years of experience in market risk model development/validation, proficiency in programming languages such as Python, R, and strong analytical skills will be essential for effective data interpretation and model analysis. Your excellent verbal and written communication skills will allow you to articulate complex quantitative concepts effectively and collaborate with other analysts, risk managers, and IT professionals in team environments. Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA - Model development experience will be preferred, and FRM/CQF/CFA certification would be a plus. Key Responsibilities: - Develop or validate market risk models covering Value at Risk (VaR), Stress VaR, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis, modeling dependence, term structure models of interest rates, and volatility modeling - Have a deep understanding of the Fundamental Review of the Trading Book (FRTB) regulations, specifically expertise in the Internal Models Approach (IMA) and the Standardized Approach (SA) - Preferably have IMA & CVA Experience - Demonstrate experience in developing or validating quantitative models within the banking sector aligned with FRTB standards, especially in market risk modeling - Be familiar with risk factor modellability concepts and be adept in calculating capital requirements under FRTB guidelines - Perform back tests of the distribution of simulated risk factors - Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies - Stay up to date with industry trends, regulations, and best practices related to market risk management Qualifications Required: - Mandatory skill sets include Market Risk Quant - Preferred skill sets include Model Development / Validation and FRTB - You should have a minimum of 3+ years of experience - Education qualification required is a Masters or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field,

As an experienced market risk professional with 3-8 years of experience in market risk measurement within an investment bank or other financial institution, you must have previous VaR or Credit Risk experience. Your knowledge in Asset Classes should include at least 1-2 of the following: Equity, Fixed Income, FX, Commodities, Derivatives & Structured Products. Your role will require experience and knowledge of Fixed Income and Derivatives, especially Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA etc. It is essential to have a basic understanding of pricing and valuation of these products. You should also have an understanding of key risk/profitability concepts such as Probability of Default, Event of Default, Jump to Default, Present Value of basis point, Mark to Market, volatility, Yield curve, parallel and point shifts in yield curve etc. Ideally, you should hold a higher degree in finance or a related area, or a professional qualification such as CFA, FRM, PRIMA. General knowledge of risk issues and investment products, along with some programming skills, would be desirable. Your ability to work well in a team, build relationships, produce high-quality work under pressure and tight deadlines, question the status quo, and provide alternative approaches will be crucial in this role.,

Role Overview: As an Investment Risk - Risk Manager at DWS, you will have the opportunity to be part of a leading firm with a global presence, where you can innovate, invest responsibly, and drive change in the industry. You will play a crucial role in finding investment solutions to ensure the financial future of clients while working alongside industry thought leaders. Key Responsibilities: - Conduct portfolio risk monitoring, analysis, and reporting across various risk types and asset classes - Support data quality management and escalation processes of different risk metrics - Develop reports, dashboards, and memos on investment risk for management and oversight bodies - Review product risk profiles and portfolio positions to identify potential sources of investment risk - Assist in developing systems and tools for risk limitation, measurement, monitoring, and escalation - Contribute to global and local projects in the Liquid Investment Risk Management Team Qualifications Required: - University degree in Finance or quantitative field, Chartered Financial Analyst or Financial Risk Manager designations are a plus - Minimum 4 years of experience in the financial services industry, preferably in different risk functions within a buy-side firm - Proficiency in analyzing VaR metrics and using analytical models for financial instruments - Familiarity with BlackRock Solutions Aladdin is preferred - Strong knowledge of risk management across various instrument types and risk disciplines - Excellent verbal and written communication skills - Proactive mindset for implementing process improvements and new solutions - Strong organizational skills and ability to manage competing priorities - Proficiency in MS Word, Excel, PowerPoint, SQL, and Python Additional Company Details: DWS, as a part of Deutsche Bank Group, aims to create a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration. They value a positive, fair, and inclusive work environment where success is shared and celebrated among all employees. The company focuses on continuous learning, training, and development to support career progression. For more information about DWS and Deutsche Bank Group, you can visit their company website: [DWS Company Website](https://www.db.com/company/company.htm),

Role Overview: In an ever-changing financial landscape, the Risk division plays a crucial role in reinforcing Deutsche Bank's resilience. As the Regional Head of Exposure Management Group (EMG) for APAC in Mumbai, you will lead a team responsible for analyzing pre-deal credit exposures across derivative products. Your role will involve managing and mitigating risk in market, operational, and credit areas, in alignment with the bank's strategies and regulatory requirements. You will work closely with teams in London and Jacksonville to ensure consistency in approaches and meet business objectives. Key Responsibilities: - Lead the EMG Mumbai team to achieve business objectives and uphold the bank's values. - Analyze credit risk of individual derivative trades across various asset classes for transaction approval and counterparty portfolio assessment. - Calculate initial margin for derivatives and collateral haircuts for complex financings. - Engage daily with credit officers and front office teams to discuss trade structures. - Conduct ad-hoc scenario analyses and stress tests for counterparties and business lines. - Manage escalations related to Initial Margin requirements. - Collaborate with global colleagues on transactions, methodology/tool development, and strategic initiatives. Qualification Required: - Strong mathematical and statistical background with the ability to simplify complex concepts for a non-technical audience. - Comprehensive knowledge of derivative products across asset classes, financial markets, and risk concepts. - Understanding of counterparty credit risk at trade and portfolio levels. - Experience in developing methodologies for financial products and translating technical documents for non-technical audiences. - Proficiency in various pricing models. - Excellent interpersonal, analytical, and communication skills. - Ability to multitask, prioritize resources, and work effectively across different time zones. - Strong team-working and management skills. Additional Details: Deutsche Bank offers a range of benefits to support your well-being and career growth, including best-in-class leave policy, gender-neutral parental leaves, reimbursement for childcare assistance, sponsorship for industry certifications, comprehensive insurance coverage, and health screening. The company promotes a culture of empowerment, responsibility, collaboration, and continuous learning, fostering a positive and inclusive work environment. For more information about Deutsche Bank and its values, please visit the company website at: [https://www.db.com/company/company.html](https://www.db.com/company/company.html),

Role Overview: As a DWS Risk Manager - Investment Risk Models, AVP at DWS in Pune, India, you will have the opportunity to be part of an industry-leading firm with a global presence. You will play a crucial role in overseeing investment risk of DWS fiduciary portfolios by designing and executing risk programs to identify, measure, control, and manage market, liquidity, sustainability, and counterparty risk. Your contributions will be instrumental in providing the best possible foundation for our clients" financial future. Key Responsibilities: - Develop, test, and document in-house and vendor-provided models for DWS - Design and implement compensating controls to address identified model weaknesses - Maintain and enhance existing risk models to deliver high-quality analytics and insights for the Investment and Product Divisions - Coordinate and document model development activities, including new releases and updates, collaborating with model vendors and key stakeholders - Contribute to the development and continuous improvement of the Model Risk Program for Investment Risk in liquid products, ensuring robust model risk governance Qualifications Required: - Masters degree in mathematics, Statistics, Quantitative Finance, Physics, or a related field; PhD is a plus - Minimum of 5 years of proven experience in the financial industry, ideally in Model Development, Model Validation, Valuation, Risk Management, or Portfolio Management - Demonstrated expertise in developing and applying analytical models for financial instruments - Familiarity with regulatory frameworks related to model risk in the asset management industry is a plus - Strong understanding of liquidity risk models and market risk models such as Value at Risk (VaR) and Stress Testing - Proficient in programming languages such as Python, MATLAB, or R, and experienced with databases (SQL) - Prior experience with BlackRock Solutions Aladdin is preferred - Excellent verbal and written communication skills, with the ability to proactively and effectively communicate with management - Proactive mindset with a focus on process improvement and innovative solution development - Strong organizational skills and the ability to manage multiple priorities effectively Additional Details: DWS, as part of the Chief Risk Office, is committed to protecting the business and supporting sustainable growth. The Investment Risk team plays a critical role in overseeing the risk of fiduciary portfolios, ensuring the best possible foundation for clients" financial future. As part of DWS, you will have access to a range of benefits including leave policies, parental leaves, reimbursement under childcare assistance benefit, sponsorship for certifications, and comprehensive insurance coverage for you and your dependents. The company promotes a culture of continuous learning, collaboration, and empowerment to excel together every day. For more information about DWS and Deutsche Bank Group, you can visit their company website: [DWS Company Website](https://www.db.com/company/company.htm),

As a Frontend Developer in the Risk Technology team at Morgan Stanley, you will play a crucial role in building modern, responsive, and intuitive web applications that support the Market Risk Business Ecosystem. Your work will involve collaborating with product owners, scrum masters, backend developers, and UI/UX designers to deliver high-impact tools that enhance the Firm's capabilities. **Role Overview:** You will be responsible for developing and maintaining user-facing features using modern JavaScript frameworks such as Angular, React, or Vue.js. Your tasks will include translating design wireframes and business requirements into functional, scalable web interfaces. Additionally, you will collaborate with backend developers to integrate RESTful / GraphQL APIs and services, optimize applications for performance, accessibility, and cross-browser compatibility, and implement automated testing using frameworks like Jest, Cypress, or Playwright. Participation in code reviews, contribution to frontend architecture decisions, and adherence to Firm UI/UX standards and design systems will also be part of your responsibilities. **Key Responsibilities:** - Develop and maintain user-facing features using modern JavaScript frameworks. - Translate design wireframes and business requirements into functional, scalable web interfaces. - Collaborate with backend developers to integrate RESTful / GraphQL APIs and services. - Optimize applications for performance, accessibility, and cross-browser compatibility. - Implement automated testing using frameworks like Jest, Cypress, or Playwright. - Participate in code reviews and contribute to frontend architecture decisions. - Maintain consistency with Firm UI/UX standards and design systems. - DevOps / CI/CD to deploy and release across environments. **Qualifications Required:** - 5+ years of experience in frontend development. - Proficiency in HTML5, CSS3, JavaScript (ES6+), and one or more modern frameworks (Angular preferred). - Experience with responsive design and cross-browser compatibility. - Familiarity with Git, Webpack, and CI/CD pipelines. - Strong understanding of UI performance optimization and accessibility standards. - Excellent communication and collaboration skills. **Preferred Qualifications:** - Experience in financial services or risk management applications. - Exposure to data visualization libraries (e.g., D3.js, Highcharts). - Experience with Unit, Component, and E2E testing (e.g., Cypress, Playwright). - Experience in dashboard platforms (e.g., Tableau, Power BI). - Understanding of market risk concepts such as VaR, stress testing, and scenario analysis. - Familiarity with DevOps tools like Grafana and SonarQube. - Experience with UX design (e.g., Figma, Axure). - Experience with Micro Frontends (angular element, module federation, web components). In addition to the technical qualifications, Morgan Stanley is committed to maintaining a first-class service and high standard of excellence, guided by values such as putting clients first, diversity and inclusion, and giving back to communities. As an equal opportunities employer, Morgan Stanley provides a supportive and inclusive environment where individuals can maximize their full potential. The company values recruiting, developing, and advancing individuals based on their skills and talents, fostering a culture of inclusion and diversity across its global workforce.,

As an experienced market risk professional, you will be responsible for measuring market risk within an investment bank or financial institution. Your role will involve previous experience in VaR or Credit Risk, with a strong knowledge of Asset Classes such as Equity, Fixed Income, FX, Commodities, Derivatives, and Structured Products. Key Responsibilities: - Utilize your expertise in Fixed Income and Derivatives, focusing on Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA, etc. - Demonstrate a basic understanding of pricing and valuation for these products. - Apply your knowledge of key risk and profitability concepts, including Probability of Default, Event of Default, Jump to Default, Mark to Market, volatility, Yield curve, and shifts in yield curve. Qualifications Required: - Possess at least 3-8 years of experience in market risk measurement within the financial sector. - Hold a higher degree in finance or a professional qualification such as CFA, FRM, PRIMA. - Have a general understanding of risk issues, investment products, and programming skills. - Exhibit the ability to work effectively in a team, build relationships, and deliver high-quality work under pressure and tight deadlines. - Demonstrate willingness to challenge the status quo and provide alternative approaches. If there are any additional details about the company in the job description, kindly provide them for a more comprehensive understanding of the role.,

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 Risk Analyst at Deutsche Bank in Mumbai, India, you will play a crucial role in the Risk division, which is responsible for protecting the Bank by managing and controlling credit, market, operational, and reputational risks. You will have the opportunity to work with a team of nearly 3,000 employees who aim to be an industry-leading risk management organization. Your responsibilities will include: - Undertaking accurate and timely credit analysis of counterparties by identifying business and financial risks through understanding business models, financial statement analysis, and peer analysis - Writing rating reports and credit reviews/analysis for recommendation to senior members - Actively participating in live trades with onshore credit officers by providing recommendations and completing credit write-ups - Monitoring limits/exposure and updating relevant credit data in the system In the Operational Risk Management (ORM) function, you will: - Identify areas of risk challenges and monitor emerging risks - Prepare and analyze decision-making materials for effective risk monitoring - Perform quality assurance on new products/transactions and other risk framework inputs Within Market and Valuation Risk Management (MVRM), specifically the Market Risk Analysis & Control (MRAC) function, your responsibilities will include: - Producing and analyzing risk metrics at asset and portfolio levels - Conducting impact analysis of changes in market data on market risk metrics - Executing market risk calculation processes, process enhancements, and managing SLAs and KPIs In Valuation Risk (VR), you will: - Perform Independent Price Verification processes on various financial products - Discuss price testing results and fair value with stakeholders - Prepare MIS pack presentations and report to senior management For Enterprise Risk Management (ERM), you will: - Coordinate critical risk reports and undertake targeted risk reviews - Ensure timely delivery of input deliveries across risk types and provide guidance on timelines Your qualifications should include MSc/MA/MBA/CA/CFA, relevant experience/understanding of Risk in the Financial Market/Investment Banking industry, and strong analytical skills. You should also possess excellent communication skills, problem-solving abilities, and be a reliable team player. At Deutsche Bank, you can expect benefits such as best-in-class leave policy, parental leaves, sponsorship for certifications, employee assistance programs, insurance coverage, and more. The company values a culture of continuous learning, teamwork, and inclusivity. For more information about Deutsche Bank, please visit their website: [https://www.db.com/company/company.html](https://www.db.com/company/company.html) As a Risk Analyst at Deutsche Bank in Mumbai, India, you will play a crucial role in the Risk division, which is responsible for protecting the Bank by managing and controlling credit, market, operational, and reputational risks. You will have the opportunity to work with a team of nearly 3,000 employees who aim to be an industry-leading risk management organization. Your responsibilities will include: - Undertaking accurate and timely credit analysis of counterparties by identifying business and financial risks through understanding business models, financial statement analysis, and peer analysis - Writing rating reports and credit reviews/analysis for recommendation to senior members - Actively participating in live trades with onshore credit officers by providing recommendations and completing credit write-ups - Monitoring limits/exposure and updating relevant credit data in the system In the Operational Risk Management (ORM) function, you will: - Identify areas of risk challenges and monitor emerging risks - Prepare and analyze decision-making materials for effective risk monitoring - Perform quality assurance on new products/transactions and other risk framework inputs Within Market and Valuation Risk Management (MVRM), specifically the Market Risk Analysis & Control (MRAC) function, your responsibilities will include: - Producing and analyzing risk metrics at asset and portfolio levels - Conducting impact analysis of changes in market data on market risk metrics - Executing market risk calculation processes, process enhancements, and managing SLAs and KPIs In Valuation Risk (VR), you will: - Perform Independent Price Verification processes on various financial products - Discuss price testing results and fair value with stakeholders - Prepare MIS pack presentations and report to senior management For Enterprise Risk Management (ERM), you will: - Coordinate critical risk reports and undertake targeted risk reviews - Ensure timely delivery of input deliveries across risk types and provide guidance on timelines Your qualifications should include MSc/MA/MBA/CA/CFA, relevant experience/understanding of Risk in the Financial Market/Investment Banking industry, and strong analy