5 Financial Mathematics Jobs

As a Data Scientist at Standard Chartered, you will leverage your domain expertise to identify opportunities where Artificial Intelligence (AI) can enhance operations, reduce costs, boost productivity, and personalize client experiences. We are seeking individuals with a strong foundation in AI, mathematics, engineering, sciences, or related disciplines, who are intellectually curious, analytical, and eager to learn. In collaboration with stakeholders such as the sales team, relationship managers, traders, and leadership, you will analyze business needs to define AI requirements with measurable success criteria. You will be responsible for extracting insights from extensive datasets, improving data collection methods, recommending AI solutions, and developing self-service dashboards for reporting purposes. Key Responsibilities: - Collaborate with various stakeholders to identify areas where AI can optimize business processes. - Define AI business requirements with clear success metrics. - Analyze large datasets to uncover trends and insights. - Improve data collection methods and recommend AI solutions. - Develop self-service dashboards for reporting. - Utilize data visualization tools to translate analytics into actionable insights. - Implement a framework for continuous monitoring of deployed AI models. Skills and Experience: - 2-5 years of experience in AI, Mathematics, Engineering, or related fields. - Proficiency in predictive models, machine learning algorithms, and data visualization tools. - Knowledge of Natural Language Processing (NLP) and Python programming. - Familiarity with financial mathematics, time series analysis, data governance, and AI regulatory compliance. - Experience with AI techniques including quantum machine learning. Competencies: - Action Oriented - Collaborates - Customer Focus - Gives Clarity & Guidance - Manages Ambiguity - Develops Talent - Drives Vision & Purpose - Nimble Learning - Decision Quality - Courage - Instills Trust - Strategic Mindset Join us at Standard Chartered, an international bank committed to driving commerce and prosperity through our unique diversity. We value inclusivity, innovation, and continuous learning, offering a supportive work environment with opportunities for growth and development. If you are passionate about making a positive impact and thrive on challenges, we invite you to explore a rewarding career with us. Visit our careers website to learn more about opportunities at Standard Chartered.,

Candidates with a teaching interest and key research strengths in one or more of the following subject areas are invited to apply: Financial Management, Corporate Finance, Investment Management, Financial Planning and Investment Analysis, Banking and Credit, Fixed Income Securities, Multinational Finance, Financial Mathematics, Management of Financial Institutions, Financial Forecasting, Financial Risk Management, Seminar in Finance, Business Valuation, Internet Banking and Finance, and FinTech. Successful candidates are expected to hold a B.Com/ M.Com or any other relevant degree in a related discipline. Additionally, candidates should demonstrate a commitment to excellence in undergraduate or postgraduate teaching. Preference will be given to candidates with experience in the banking sector or in teaching banking and finance. This position is based in Nagpur. To apply, please send your resume to vaibhav.ghurde@globaledu.net.in or contact 7972882556.,

Millennium is a top tier global hedge fund that is dedicated to leveraging innovations in technology and data science to address complex business challenges. We are in the process of building a robust technology team to create our next generation in-house risk and analytics tools. The primary focus of this team will be on developing and maintaining the in-house VaR systems that will support risk management and trading across Equities, Fixed Income, Commodities, Credit, and FX business at Millennium. Working at Millennium offers a dynamic and fast-paced environment with exceptional growth opportunities. As a member of our technology team, your responsibilities will include collaborating closely with quants, risk managers, and other technologists in New York, London, Tel Aviv, and Miami. Together, you will be tasked with developing multi-asset analytics, stress testing, and VaR for our in-house risk and guidelines platform. Mandatory Requirements: - Possess strong analytical and mathematical skills, with a keen interest and/or exposure to quantitative finance. - Hold at least a BSc in Computer Science or a related field in financial engineering. - Have significant experience working with modern C++ or Java. - Proficient in using Git/GitHub. - Experienced in Multi-threading, Client-Server, and Distributed computing. - Familiarity with working in a Linux environment. - Solid understanding of various Design Patterns, Algorithms, and Data structures. - Proficient in SQL Database development. - Detail-oriented, organized, demonstrating thoroughness, and taking strong ownership of work. - Previous experience working in a production environment. Preferred Requirements: - Experience with financial mathematics and statistics. - Proficiency in Java programming. - Familiarity with Docker/Kubernetes. - Experience with at least one cloud provider (AWS Preferred). - Knowledge of NoSQL databases like MongoDB. - Familiarity with Caching technologies such as Redis. - Experience with Messaging libraries/systems like Kafka/Solace.,

You will be responsible for participating in the development and maintenance of regulatory and internal risk models such as IMM, VaR, IRC, CRM, and Regulatory CVA. Your tasks will include theoretical modeling, empirical testing, historical back-testing, statistical analysis of market data, numerical implementations, model documentation, supporting risk applications, and providing analytical assistance to Risk Managers. In addition, you will be managing a local team to ensure smooth integration and strong cross-regional engagement with global teams. Your key accountabilities will involve applying cutting-edge quantitative risk methodologies to enhance Market and Counterparty credit risk monitoring, developing computational methods and mathematical models, researching and implementing quantitative solutions for financial product pricing and risk management, performing computations and assessing numerical implementations, validating pricing models, implementing analytics models within Python library, building optimization tools, defining data requirements, and collaborating effectively with colleagues across different time zones. You must possess strong communication and presentation skills to effectively engage with stakeholders and colleagues. Your decision-making and problem-solving abilities will be crucial in evaluating alternatives, making decisions about the best approach, and achieving consensus. As a quantitative analyst, you will need to be a strong leader, excellent communicator, team player, and creative thinker. Essential qualifications for this role include a Masters degree, PhD, or foreign equivalents in Mathematics, Computer Science, Physics, Statistics, or a related quantitative field, along with 7-10 years of experience in a financial quantitative analyst or financial software developer/engineer role. Desirable skills include experience in counterparty/market risk development, knowledge of financial products, analytic skills, programming skills, and familiarity with VaR-type models, statistics, and pricing models. Your main purpose will be to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. Collaborating with technology, developing high-performing analytics solutions, implementing models, providing ongoing support, and ensuring compliance with risk management policies are some of the key responsibilities associated with this role. As a Director, you will manage a business function, contribute to strategic initiatives, lead a team, provide expert advice, manage resourcing and budgeting, escalate policy breaches, ensure compliance, and focus on external relationships. Your leadership behaviors will be crucial in creating an environment for colleagues to excel, following the LEAD principles of Listening, Energizing, Aligning, and Developing others. Demonstrating Barclays Values and Mindset will also be expected from all team members.,

We are currently looking for an Equity Derivatives & STS Structurer to join our Asia Structuring team based in Bangalore. The role would entail working across flow and exotic equity and fund derivatives as well as systematic trading strategies to produce structured solutions for our APAC clients. This Bangalore based Analyst level role offers a wide range of learning opportunities and provides exposure to the investment needs of a broad client range including financial institutions, private banks, asset managers, insurance companies and sovereigns. The ideal candidate will have a strong interest in financial markets, strong analytical skills, and the ability to thrive in a fast-paced environment. The role provides an excellent opportunity by providing exposure to both EQ Derivatives and Systematic Trading Strategies businesses. Primary Responsibilities: Work with global teams to design, document and implement trading strategies and trade ideas while also pricing equity derivatives and hybrid structures. Assist in trade executions and post trade servicing for clients. Take ownership to market structured investment solutions like trading strategies, trade ideas, payoff structures. Help the team in various bespoke analytics, like liquidity in instruments, historical back testing, internal business performance reporting etc. Drive projects related to expansion of business lines by working on newer strategies, payoff structures. Liaise with the rest of structuring teams globally to be up to date with the latest products / ideas / initiatives. Playing key roles in managing and coordinating global automation and efficiency improvement initiatives with Technology, Operations and other such relevant teams. Experience / Skills Strong academic background; ideally in quantitative subject such as (financial) mathematics, statistics, engineering. Having an MBA (specially in finance) will be preferred. Preferable to have 1-2 years experience in the industry (preferably an Investment Bank) in Structuring Roles. Good understanding of securities business and products with exotic derivatives. Candidate needs to have a commercial mindset; a good understanding of the cost and revenue side of the business will be developed, and the candidate is supposed to act as an entrepreneur within the setup of STS and Eq Derivatives structuring. Inquisitive, enthusiastic flexible self-starter with a strong analytical mind-set and capability able to work well under pressure Strong interpersonal and communication (written and verbal) skills and ability to interact with global stakeholders Ability to work in a team-based environment, and adapt to a dynamic and changing organization Self-motivated team player, ownership, accountability, organizational/prioritization skills, proactive, ability to multitask, independent, focus on meeting deadlines Proficient in programming languages (preference for Python and/or C-based languages) as well as using spreadsheets and preparing presentation material/pitch books.