Quantitative Market Modeling Specialist Job at EDP (Lisbon)

Models and Methodologies Specialist

Join Barclays as a Models and Methodologies Specialist - Vice President. The Mod...

Location

India , Pune

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Strong blend of technical expertise and relevant experience in valuation function, risk management function, model validation function or trading role in a top tier investment bank
Direct involvement in the development and/or validation of valuation models/methodologies, such as model valuation adjustments and other fair value adjustments, Prudent Valuation Adjustments and IPV methodologies
Strong financial product knowledge and a track record in dealing with Traders and Front Office Quantitative Analysts on valuation-related issues
Strong interpersonal and communication skills
Should be able to articulate well and explain the various concepts clearly to different audiences
MSc and/or PhD in a technical area such as Mathematics, Statistics, Physics, Engineering, Quantitative Finance or a related technical field

Job Responsibility

Drive consistency across asset classes in what regards the validity and appropriateness of models, methodologies and their associated documentation
Supporting Finance teams in the identification of their inventory of quantitative and qualitative models and quantitative processes
Support the enhancement of models and methodologies to ensure ongoing compliance with the accounting standards and with the regulatory requirements, as well as in line with best market practices
Enhance the valuation control standards and ensure these are kept in line with the relevant regulatory requirements and the model governance standards
Engagement with the models owners such as Valuation Control (VC) and Front Office Quants teams, as required, to challenge and enhance valuation models/methodologies and its associated documentation
Perform the role of Subject Matter Experts (SMEs) in the model validation of Qualitative (valuation) models, in line with the firm’s model validation and approval framework, whilst collaborating with Model Risk Management, and provide assistance on the validation of Quantitative (valuation) models, when required
Collaborate with Model Risk Management to influence, support and enhance the firm’s model governance framework
Design and implementation of tools and processes that enable the ongoing, transparent monitoring of the appropriateness of models and methodologies, in collaboration with the model owners
Support responses to Regulatory feedback on the aforementioned themes and develop solutions/remediations when required

Fulltime

Models and Methodologies Specialist - Vice President

Join Barclays as a Models and Methodologies Specialist - Vice President. The Mod...

Location

India , Pune

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Strong blend of technical expertise and relevant experience in valuation function, risk management function, model validation function or trading role in a top tier investment bank
Direct involvement in the development and/or validation of valuation models/methodologies, such as model valuation adjustments and other fair value adjustments, Prudent Valuation Adjustments and IPV methodologies, among others
Strong financial product knowledge and a track record in dealing with Traders and Front Office Quantitative Analysts on valuation-related issues
Strong interpersonal and communication skills are important for the role, as well as being a team player and working collaboratively in a constructive environment
Should be able to articulate well and explain the various concepts clearly to different audiences, from senior management to technical experts, as required
The ideal candidate should have a MSc and/or PhD in a technical area such as Mathematics, Statistics, Physics, Engineering, Quantitative Finance or a related technical field.

Job Responsibility

Drive consistency across asset classes in what regards the validity and appropriateness of models, methodologies and their associated documentation
Supporting Finance teams in the identification of their inventory of quantitative and qualitative models and quantitative processes
Support the enhancement of models and methodologies to ensure ongoing compliance with the accounting standards and with the regulatory requirements, as well as in line with best market practices
Enhance the valuation control standards and ensure these are kept in line with the relevant regulatory requirements and the model governance standards
Engagement with the models owners such as Valuation Control (VC) and Front Office Quants teams, as required, to challenge and enhance valuation models/methodologies and its associated documentation
Perform the role of Subject Matter Experts (SMEs) in the model validation of Qualitative (valuation) models, in line with the firm’s model validation and approval framework, whilst collaborating with Model Risk Management, and provide assistance on the validation of Quantitative (valuation) models, when required
Collaborate with Model Risk Management to influence, support and enhance the firm’s model governance framework
Design and implementation of tools and processes that enable the ongoing, transparent monitoring of the appropriateness of models and methodologies, in collaboration with the model owners
Support responses to Regulatory feedback on the aforementioned themes and develop solutions/remediations when required.

What we offer

Hybrid working
Structured approach to hybrid working with fixed 'anchor' days
Supportive and inclusive culture and environment
Opportunities to innovate, collaborate, and deliver great outcomes
Welcoming and inclusive culture that supports you to bring your whole self to work
State-of-the-art technology hub with excellent facilities for work, socialising and leisure.

Fulltime

Supply Chain Specialist

This position involves planning, scheduling, and coordinating demand/supply mana...

Location

United States , San Jose

Salary:

60800.00 - 140400.00 USD / Year

Hewlett Packard Enterprise

Expiration Date

Until further notice

Requirements

Bachelor's degree in Industrial Engineering, Statistics, Mathematics, Supply Chain Management, Management Science, Business Administration, or related field and 2+ years of experience in supply chain/demand planning
Demonstrated understanding of supply chain processes (plan, source, make deliver)
Strong analytical and data modeling skills
Strong written and verbal communication skills
mastery in English and local language
Strong interpersonal skills
Developed Microsoft Office skills (Excel, PowerPoint, etc.) and other analytical aids to help manage the operation
Developing Project Management Skills
Demonstrated business acumen and technical knowledge within area of responsibility
Proficient understanding of the company's overall supply chain strategy

Job Responsibility

Develop an understanding of geographical, product lifecycle, market segment, and time-series based trending attributes for Hewlett Packard Enterprise hardware products
Perform quantitative historical trend analysis on shipments, bookings, and backlog as well as qualitative data evaluation on products, markets, and customers
Apply predictive analytics to support a Demand Plan forecast that accurately anticipates customer needs
Consider multiple inputs – historical analysis, customer specific volume, qualitative information to determine most optimal demand plan
Use data science tools to analysis SKU level forecasts and recommend forecast changes given impact on delivery and inventory metrics
Conduct what-if analyses to mitigate supply chain risks and optimize inventory investment in response to significant demand changes
Support transformational Demand Planning initiatives and business planning systems enhancements
Continuously improve processes, tools, and workflows by proposing changes to demand management and BU teams
Develop and maintain automated reports and dashboards to support business needs, creating data pipelines and workflows to drive efficiency and analyze key metrics
Collaborate with Product Line Management, Sales Operation, Finance, and other Supply Chain Operations groups in the generation of the Demand Plan

What we offer

Comprehensive suite of benefits that supports physical, financial and emotional wellbeing
Personal & professional development programs
Inclusive work environment

Fulltime

Quantitative Risk Manager

We are seeking a Quantitative Risk Manager who will play a key role in developin...

Location

Greece , Athens

Salary:

Not provided

Randstad

Expiration Date

May 30, 2026

Requirements

Masters or PhD in a numerate subject
Minimum 5 years of direct experience on quantifying risk developing and enhancing financial and credit models
Minimum 5 years of experience using Python, R or Matlab
Minimum 5 years of experience using and retrieving data from structured datasets (SQL)
Advanced understanding of market and credit risk quantification methods
Advanced understanding of model validation techniques for both credit and market risk models
Experienced in managing and developing a team of quantitative risk analysts and validation specialists
Excellent analytical skills, evidence of statistical/machine learning models and algorithms development
Excellent ability to work under pressure, formulate and articulate solutions and defend assumptions
Excellent ability to solve real world business problems using quantitative and computational techniques

Job Responsibility

Measurement, monitoring and control of credit risk
Creation of a framework for the validation of risk models and strategies
Review and validate existing and new risk models to establish their accuracy and suitability
Review and validate credit risk policies
Conceptualize and define credit risk management reports
Provide expert support and guidance to all risk stakeholders on risk taking
Validate and support risk optimization systems
Provide detailed analysis and documentation of methods, techniques, and findings
Engage in innovative research tasks for risk quantification and model validation

Fulltime

Market Risk Specialist - VP

Location

United States , New York

Salary:

188178.00 - 200000.00 USD / Year

Barclays

Expiration Date

Until further notice

Requirements

Supervise the investigation of changes in the market risk that feed into organizational processes
Supervise system migration projects and risk models stability and evolution from a market risk perspective
Provide additional ad hoc risk valuation reporting and analysis if requested by the management and desk (e.g. P&L analysis arising from market moves)
Supervise agency desk daily risk exposure to document, evaluate and ensure timely signoff on risk, stress and VaR/SVaR figures on a daily basis
Supervise direct reports for accurate and timely production of primary and secondary stress outputs
Manage daily risk exposure and utilization against defined limits
Action on limit excesses and change requests and proceed with necessary steps with limit excess and change requests from business to ensure risk management framework works as intended
Maintain, improve, and create risk reports for both informational and supervisory purposes (e.g. improving stress scenarios through implementing new techniques and investigating abnormal stress figures)

Job Responsibility

Supervise the investigation of changes in the market risk that feed into organizational processes
Supervise system migration projects and risk models stability and evolution from a market risk perspective
Provide additional ad hoc risk valuation reporting and analysis if requested by the management and desk (e.g. P&L analysis arising from market moves)
Supervise agency desk daily risk exposure to document, evaluate and ensure timely signoff on risk, stress and VaR/SVaR figures on a daily basis
Supervise direct reports for accurate and timely production of primary and secondary stress outputs
Manage daily risk exposure and utilization against defined limits
Action on limit excesses and change requests and proceed with necessary steps with limit excess and change requests from business to ensure risk management framework works as intended
Maintain, improve, and create risk reports for both informational and supervisory purposes (e.g. improving stress scenarios through implementing new techniques and investigating abnormal stress figures)
Collection and analysis of market data from various sources and ensuring risk is correctly captured, modelled and capitalised
Escalation of critical risk issues or breaches to Traders and senior Risk Management Leadership teams for timely action, as may be required

What we offer

Incentives pursuant to Barclays Employee Referral Program
fitness centre
health centre with primary and urgent care, wellness exams, health coaching, and vaccinations
colleague restaurant and private executive dining room

Fulltime

Associate - Renewable Energy Strategy Consulting

You will contribute to strategic advisory projects, guide junior team members, a...

Location

Japan , Tokyo

Salary:

Not provided

Airswift Sweden

Expiration Date

Until further notice

Requirements

3+ years of experience in consulting, finance, energy, or research
Strong academic background (Bachelor's degree or higher)
Experience managing tasks or small workstreams
Ability to interpret complex data and communicate clearly
Proactive, collaborative, and motivated to grow the business

Job Responsibility

Conduct quantitative and qualitative analysis for client projects
Collaborate with modelling specialists to interpret economic and market data
Monitor policy and market trends in the energy sector
Engage with clients to understand challenges and propose solutions
Present insights at meetings, workshops, and internal sessions
Support the development of new service offerings

Fulltime

Lead Securities Quantitative Analytics Specialist

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist.

Location

India , Bengaluru

Salary:

Not provided

Wells Fargo

Expiration Date

July 07, 2026

Requirements

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
A master’s or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.
Min 5+ years of relevant experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Min 5+ years' experience in Rates Quant
Excellent verbal, written, presentation and interpersonal communication skills
Hands-on experience in programming in JAVA-8(functional programming)
Good writing skills
5+ years' experience coding in Java or C++

Job Responsibility

Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
Use quantitative and technological techniques to solve complex business problems
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
Resolve issues and achieve goals
Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
Influence and lead the broader work team to meet deliverables and drive new initiatives
Lead projects, teams, or serve as a peer mentor
Collaborate and consult with peers, colleagues, and mid-level to senior managers

Fulltime

Ad Effectiveness Specialist

Advertising at Uber is about more than just impressions; it’s about proving real...

Location

Mexico , Mexico City

Salary:

Not provided

Uber

Expiration Date

Until further notice

Requirements

Quantitative background: Bachelor’s degree in a quantitative or business-focused field.
Industry experience: 3+ years of ads measurement experience within an advertising platform, media agency, or research firm.
Vendor proficiency: Direct experience working with third-party measurement providers such as Kantar, Circana, or Happydemics.
Technical knowledge: A deep understanding of attribution modeling, market mix modeling, and brand/conversion lift methodologies.
Ecosystem expertise: Strong familiarity with the digital advertising landscape and measurement tactics for verticals like CPG, Retail, or Tech.

Job Responsibility

Lead measurement strategy by performing feasibility checks and defining campaign success metrics for premium clients during the pre-sale phase.
Own the execution of brand and sales lift studies, including drafting survey questionnaires and managing the end-to-end recruitment process.
Navigate complex vendor relationships with partners like Kantar, Circana, and Happydemics to ensure high-quality data transfer and study integrity.
Identify optimization opportunities mid-campaign, providing actionable reporting that helps clients pivot and maximizes their returns.
Translate statistical fundamentals and measurement concepts into clear, impactful narratives for senior stakeholders at both Uber and client organizations.
Scale regional impact by identifying new measurement opportunities and operationalizing product developments specifically tailored to the LatAm markets.
Empower the sales team by hosting office hours, attending sales pod meetings, and providing the documentation needed to prove measurement value and drive renewals.

Fulltime

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Quantitative Market Modeling Specialist

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