quantitative analyst

Eksim Enerji

<div>
 <p>
  <strong>
   Want to Get to Know Us Better? Who We Are:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  Our journey began in 1986 with foreign trade, and today, we continue to grow with pioneering initiatives and a commitment to sustainability in the sectors of Energy, Food, Electricity Distribution, and Electric Vehicle Charging Systems. With more than 10,000 colleagues across over 20 locations in T&uuml;rkiye and abroad, we operate as one big family.
 </p>
 <p>
  <br/>
 </p>
 <p>
  With a strong foundation of ethical values, environmental awareness, a proactive approach, and a focus on sustainability, we generate value-added investments in food, electricity distribution, renewable energy, technology, and venture capital&mdash;contributing to our nation&rsquo;s economic growth. With more than 20 subsidiaries and approximately 10,000 employees, we are proud to be one of T&uuml;rkiye&rsquo;s leading group companies.
 </p>
 <p>
  <br/>
 </p>
 <p>
  In line with our strategic goals in the food industry, we brought T&uuml;rkiye&rsquo;s first packaged flour brand,
  <strong>
   Sinangil
  </strong>
  , under the roof of
  <strong>
   Eksun G&inodot;da
  </strong>
  . Additionally, to complete the supply chain from raw material production to the end consumer, we acquired
  <strong>
   Asl&inodot; B&ouml;rek
  </strong>
  , a well-established brand in the retail food sector. With a refreshed store concept tailored to consumer needs, the brand now continues its journey under the name
  <strong>
   &ldquo;Asl&inodot;.&rdquo;
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  Adapting swiftly to changing dynamics in T&uuml;rkiye and the global economy, we&rsquo;ve expanded into new investment areas. Placing people and the environment at the center of our strategy, we&rsquo;ve pioneered the development of the renewable energy sector in T&uuml;rkiye. Through our group company
  <strong>
   Eksim Enerji
  </strong>
  , which produces only 100% renewable energy, we manage a broad clean energy portfolio both domestically and internationally, including wind, solar, hydroelectric, and biomass power plants.
 </p>
 <p>
  <br/>
 </p>
 <p>
  Of course, we don&rsquo;t just
  <em>
   dream
  </em>
  about an energetic future&mdash;
  <strong>
   we generate T&uuml;rkiye&rsquo;s energy!
  </strong>
 </p>
 <p>
  If you believe in the power of this land and want to be part of Eksim Holding, a company spreading its wings into the global arena, we look forward to your application. Come and create your own success story with us!
 </p>
 <p>
  <br/>
 </p>
 <p>
  Rol ve Sorumluluklar
 </p>
 <p>
  <strong>
   Role Purpose
  </strong>
 </p>
 <p>
  This is a full-time role for a Quantitative Analyst at Eksim Enerji. This role supports power trading in "
  <strong>
   European power exchanges" and the "Turkish power market",
  </strong>
  converts data into signals, builds and maintains forecasting and "back-testing frameworks".
  <strong>
   Continuously mine the "market for new opportunities"
  </strong>
  , with a focus on "CEE/SEE". If numbers and modeling are your strength, you will find a wealth of data to analyze here.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Key Responsibilities
  </strong>
 </p>
 <ul>
  <li>
   <strong>
    Trading Analytics:
   </strong>
   Maintain day ahead and futures forecast models, dashboards, "ad-hoc analysis".
  </li>
  <li>
   <strong>
    Signal Engineering:
   </strong>
   Develop "Python/SQL" pipelines for price, demand, renewable outputs; apply "ML/fundamental" models to improve hit-rate and stability.
  </li>
  <li>
   <strong>
    Market Ops Support:
   </strong>
   Assist with nominations/positions analytics; "ETRM" records; daily limit and compliance checks.
  </li>
  <li>
   <strong>
    Data &amp; Integrations:
   </strong>
   Build connectors to exchanges, APIs; ensure "data quality", "lineage", and auditability.
  </li>
  <li>
   <strong>
    Opportunity Scouting (CEE/SEE):
   </strong>
   Screen cross-border spreads, "JAO/SEECAO", "TE&Idot;A&Scedil;" (TCAT) auctions.
  </li>
  <li>
   <strong>
    Stakeholder Engagement:
   </strong>
   Join strategy meetings; translate analytics into trade ideas; write runbooks and automate repetitive tasks.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Must-Have Qualifications
  </strong>
 </p>
 <ul>
  <li>
   <strong>
    0&ndash;2 years
   </strong>
   in a quantitative role (trading, data science, research, or similar).
  </li>
  <li>
   "Strong
   <strong>
    Python"
   </strong>
   (pandas, NumPy, scikit-learn) and "
   <strong>
    SQL"
   </strong>
   ; clean code and
   <strong>
    Git
   </strong>
   .
  </li>
  <li>
   ML fundamentals for time series: feature engineering, cross-validation, drift &amp; regime awareness, overfit control.
  </li>
  <li>
   <strong>
    Excellent English
   </strong>
   , written/oral communication.
  </li>
  <li>
   Bias-to-action, skeptical/analytical mindset, excellent time management.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Nice-to-Have (Pluses)
  </strong>
 </p>
 <ul>
  <li>
   "Power market literacy": "DA/ID mechanics", "futures, balancing", "ETRM basics".
  </li>
  <li>
   <strong>
    "CEE/SEE markets":
   </strong>
   "TCAT"/"HUPX"/"IBEX"/"ENEX"; "
   <strong>
    SEECAO/JAO
   </strong>
   auctions"; "
   <strong>
    EP&Idot;A&Scedil;"
   </strong>
   and "
   <strong>
    TE&Idot;A&Scedil; (TCAT)"
   </strong>
   .
  </li>
  <li>
   Experience with "REST APIs", and "BI" ("Power BI").
  </li>
 </ul>
 <p>
 </p>
</div>


Quantitative Analyst

Ascella Technologies

<div><p>We are seeking a driven, experienced, and detail-oriented <b>Quantitative Financial Analyst</b> to join a critical, financially-focused federal agency dedicated to maintaining the integrety of the capital markets. This is a unique opportunity to directly support the agency's enforcement mission by leveraging advanced data analysis techniques to deterect and investigate potential trading violations and market abuse. The ideal candidate has a deep appreciation for financial services compliance and a proven ability to turn complex, high-volume trading data into actionable intelligence.</p>
<h2 class="jobSectionHeader"><b>
Key Responsibilities:</b></h2>
<ul><li>Perform in-depth data analysis on corporate and trading data extracts to identify anomalies, patterns, and behaviors indicative of potential securities law violations (e.g., insider trading, market manipulation)</li>
<li>Ingest, transform, and manipulate large, complex data sets, ensuring data quality and readiness for sophisticated analysis</li>
<li>Work collaboratively with legal, compliance, and enforcement teams to provide clear, well-supported analysis and findings</li>
<li>Develop and refine data models and queries to enhance the efficiency and effectiveness of surveillance programs</li>
</ul><h2 class="jobSectionHeader"><b>What you </b><b><i>need</i></b><b> to be considered for this role (required)</b></h2>
<ul><li>Bachelor&rsquo;s degree in Finance, Statistics, Mathematics, Financial Engineering, Computer Science, or a related quantitative field</li>
<li>5+ years of progressive, related work experience within the financial services industry</li>
<li>Prior experience working for an asset management firm, a capital markets compliance or surveillance team, a regulatory body, or similar</li>
<li>Deep familiarity with a variety of security types (e.g., equities, fixed income, derivatives) and a strong understanding of how trading and settlement are conducted in capital markets</li>
<li>Expertise with MS Excel for complex analysis and proficiency in using the Bloomberg Terminal or similar financial data platforms</li>
<li>Proven ability to analyze, synthesize, and make sense of complex, high-volume data; demonstrable ability to use multiple financial toolkits for data analysis</li>
<li>Exceptional attention to detail, a strong work ethic, a proven ability to manage multiple priorities and meet deadlines independently, and strong verbal/written communication skills</li>
<li><b><i>U.S. Citizenship is required (dual nationals are not eligible)</i></b></li>
<li><b><i>Position requires the ability to successfully obtain and maintain a Public Trust background investigation</i></b></li>
</ul><h2 class="jobSectionHeader"><b>What makes you stand out from the crowd (desired)</b></h2>
<ul><li>Advanced Degree (Master&rsquo;s or higher) in Financial Engineering, Finance, or a quantitative discipline</li>
<li>Strong working knowledge of databases, SQL, APIs, and a programming language like Python for data manipulation and statistical analysis</li>
<li>Experience in Securities Operations or a dedicated Data Forensics role</li>
</ul><h2 class="jobSectionHeader"><b>About Us</b></h2>
<p>
Ascella Technologies develops and implements innovative technology solutions to deliver business outcomes and help clients manage risk. Our senior consultants and software engineers bring extensive experience in our clients&rsquo; specialized business domains, applications, and technologies. With this experience, Ascella has helped Federal, State, and local government agencies achieve success in their most critical missions. Founded in 2002, Ascella is continuously growing and looking for team members who can help us continue to deliver value-added technology-based solutions.</p>
<p>
Ascella&rsquo;s continued success is a reflection of our passion for people. We hire individuals with valuable experiences, and we strive to place people in roles that let them fully utilize their talents and flourish. We also maintain an entrepreneurial culture in which each person&rsquo;s contribution makes a visible impact on our company and is recognized accordingly.</p>
<h2 class="jobSectionHeader"><b>
What makes Ascella employees great</b></h2>
<ul><li><b><i>Innovative Thinkers:</i></b><b> </b>From small suggestions to large goals, employee voices are heard and acknowledged. We encourage employees to come up with creative ideas and give everyone the opportunity to help us define how we do things. You will have the opportunity to solve real business problems and be challenged to come up with innovative solutions.</li>
<li><b><i>Lifelong learners:</i></b> We value lifelong learners who are excited about professional development and personal growth. At Ascella, employees are part of a company and a culture that encourages continuous improvement of both the organization and our employees. You will work in a collaborative environment with an experienced, highly capable team that learns from each other, and you will be both challenged and supported in your efforts to learn and grow.</li>
<li><b><i>Customer-Centric:</i></b> Ascella is committed to complete customer satisfaction on every project. Our employees provide our customers with excellent service, proactively coming up with solutions to current and anticipated needs. The customer experience is an integral part of our mission and values, and you will work alongside people who are focused and dedicated to complete customer satisfaction.</li>
<li><b><i>Open Communicators:</i></b><b> </b>Transparency and communication are important to us at Ascella. We have an &ldquo;open door&rdquo; policy, and our employees ask questions and share information on a regular basis. We believe in aligning employee work with overall company objectives and being open about our strategic plan and what we are trying to achieve. We encourage regular feedback and appreciate employee input on what&rsquo;s working and what&rsquo;s not so we can initiate discussions about how to improve our processes.</li>
<li><b><i>Inclusive:</i></b> At Ascella, we encourage and embrace diversity in our workforce. We are committed to being an inclusive organization where all employees feel valued, respected, and engaged. Our employees have an array of talents, ideas, and experiences that help foster creativity and innovation and drive our success.</li>
</ul>
<p>*******************************************************</p>
<p><b>
Position:</b> Quantitative Financial Analyst<br>
<b>Location: </b>Washington, DC / Chicago, IL / New York, NY (Fully remote)<br>
<b>Base Compensation:</b> We offer a competitive salary and benefits package, and we are open to discussing compensation based on your qualifications and experience<br>
<b>Other Compensation:</b> 4% contribution to 401(k), performance bonus, profit-sharing<br>
<b>Paid Time Off: </b>16 days PTO/year, 11 holidays/year<br>
<b>Benefits:</b> Medical, Dental, Vision, Life, Disability, 401(k)&hellip;and more<br>
Position is open until filled; applications are accepted on an ongoing basis.</p>
<p>
*******************************************************</p>
<p><b>
Equal Employment Opportunity Statement</b><br>
<i>Ascella Technologies is an Affirmative Action/Equal Opportunity Employer. We believe that no one should be discriminated against because of their differences, such as age, disability, ethnicity, gender, gender identity and expression, religion or sexual orientation. We provide equal employment opportunities to all qualified candidates without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status or any other characteristic protected by law. Ascella Technologies is committed to providing veteran employment opportunities to our service men and women.</i></p></div>

Quantitative Financial Analyst (Capital Markets)

Clearwater Analytics (CWAN)

<div><div>Quantitative Business Analyst &ndash; Risk &amp; Valuation Team (Bengaluru)</div><div>
Location: Bengaluru, India (Onsite)</div><div></div><div>
About the role<br>
Clearwater Analytics is seeking a Quantitative Financial Analyst to join our Risk &amp; Valuation team, supporting hedge fund clients. This is a hands-on role at the intersection of product, software development, and client success. You will work closely with experienced analysts, developers, and client teams to enhance and support analytics in the Enfusion by CWAN system, an industry leading OEMS/PMS platform with extensive risk and valuation capabilities.</div><div>
In this position, you will work on the design, validation, and enhancement of risk &amp; pricing analytics, and trade capture processes, ensuring analytics are accurate and relevant for complex hedge fund portfolios across derivatives, structured products, and alternative assets.</div><div></div><div>
Responsibilities</div><ul><li>
Act as a specialist subject matter resource for hedge fund valuation, pricing methodologies, and risk analytics.</li><li>
Research and develop enhanced approaches for financial product setups, pricing and associated market data inputs.</li><li>
Contribute detailed specifications for model design and enhancements.</li><li>
Design, maintain, and execute detailed test plans for pricing models and risk measurement features.</li><li>
Validate asset valuations, risk metrics, and trade capture workflows for accuracy and alignment with client requirements and market conventions.</li><li>
Investigate discrepancies in automated pricing or risk outputs, and propose corrective actions.</li><li>
Identify potential extensions to Clearwater&rsquo;s risk and valuation capabilities in the hedge fund space.</li><li>
Collaborate with other SMEs, quantitative developers, and business analysts to refine and implement analytic methodology.</li><li>
Regularly assists developers in analyzing unexpected regressions for a code change.</li><li>
Support client discussions on complex valuation topics, providing clear explanations of valuation methodologies.</li><li>
Provide demonstrations and training for support teams.</li></ul><div>
Requirements</div><ul><li>
Bachelor&rsquo;s or Master&rsquo;s degree in Finance, Economics, Engineering, Mathematics or related field, or at least 5 years of relevant experience.</li><li>
Knowledge of hedge fund strategies and traded products.</li><li>
Strong fluency in valuation models and understanding of risk modeling concepts including greeks, duration, convexity, shocks, liquidity tiers, and scenario analysis.</li><li>
Comfortable reading Java/Python/SQL and working closely with quantitative developers to implement analytics.</li><li>
Exceptional written and verbal communication skills; able to translate technical content into clear specifications.</li><li>
Highly organized, self-driven, quick learner, and able to work in a fast-paced environment where they showcase critical thinking and confidence in the application of their knowledge.</li></ul><div>
Desired Experience / Skills</div><ul><li>
Proficiency with platforms such as Numerix, FinCAD, Murex or similar pricing/valuation systems.</li><li>
Experience with investment management software like Bloomberg is a plus.</li><li>
Experience in derivatives pricing models, cash flow analysis, and numerical methods.</li><li>
Solid SQL/database skills.</li><li>
Prior experience supporting hedge fund risk and valuation analytics.</li></ul><div>
What we offer</div><ul><li>
Collaborative, high performance&#8209; work culture.</li><li>
Exposure to advanced investment and risk analytics technology.</li><li>
Opportunities to work on complex valuation scenarios and specialist projects.</li><li>
Competitive compensation and locally appropriate benefits.</li><li>
Career growth pathways for high-impact&#8209; contributors.</li></ul></div><div></div>

Senior Quantitative Financial Analyst - Risk and Valuation

Bank of America

<div><p><b>Job Description:</b></p><p></p><p>
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day.<br>
<br>
Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates&rsquo; physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.<br>
<br>
Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.<br>
<br>
At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!</p><p><b><br>
Job Description:</b><br>
This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.</p><p></p><p>
The Senior Technology Infrastructure Systems Administrator must be a self-starter with strong Linux &amp; Netapp Storage skills who is comfortable working hands-on with with critical trading systems. This position will work with a team responsible for architecting, building &amp; maintaining a heterogeneous technology platform, including, but not limited to, Linux compute clusters &amp; NetaApp filers.</p><p></p><p><b>
Responsibilities:</b></p><ul><li>
Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers</li><li>
Supports the planning related to setting quantitative work priorities in line with the bank&rsquo;s overall strategy and prioritization</li><li>
Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation</li><li>
Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite</li><li>
Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk</li><li>
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes</li><li>
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches</li></ul><p></p><p><b>
Required Qualifications:</b></p><ul><li>
Minimum of 5 years' <i>strong experience</i> with RedHat Linux</li><li>
Experience with Netapp NAS storage</li><li>
Scripting and automation experience</li><li>
Ability to work well in a cooperative, time-sensitive, market-driven environment</li><li>
Ability to manage multiple priorities with minimal supervision</li><li>
Analytical skills, critical thinking and strong desire to learn</li></ul><p></p><p><b>
Desired Qualifications:</b></p><ul><li>
Bachelor's or Master's degree (preferably in Information Technology, Computer Science)</li><li>
Working knowledge of general bank policies, programs, and procedures</li><li>
Big Data, Data Management &amp; Data Analytic experience: SAS, Hadoop, Vertica, Spark, Oracle DB, SQL DB</li></ul><p></p><p><b>
Skills:</b></p><ul><li>
Critical Thinking</li><li>
Quantitative Development</li><li>
Risk Analytics</li><li>
Risk Modeling</li><li>
Technical Documentation</li><li>
Adaptability</li><li>
Collaboration</li><li>
Problem Solving</li><li>
Risk Management</li><li>
Test Engineering</li><li>
Data Modeling</li><li>
Data and Trend Analysis</li><li>
Process Performance Measurement</li><li>
Research</li><li>
Written Communications</li></ul><p></p><p><b>
Shift:</b></p>
1st shift (United States of America)<p></p><p><b>
Hours Per Week:</b></p>
40</div>

CFO Quantitative Finance Analyst - Non-Registered (Infrastructure)

ExxonMobil

<div></div><div><div><div><div><div>Location:
Bangalore, KA, IN
</div></div></div></div><div><div><div><div>Company: ExxonMobil<br>
</div></div></div></div><p></p><div><div><div><div><p><b>About us</b></p><br>
<p></p>
<p>At ExxonMobil, our vision is to lead in energy innovations that advance modern living and a net-zero future. As one of the world&rsquo;s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled by the pride in what we do and what we stand for.</p><br>
<p></p>
<p>The success of our Upstream, Product Solutions and Low Carbon Solutions businesses is the result of the talent, curiosity and drive of our people. They bring solutions every day to optimize our strategy in energy, chemicals, lubricants and lower-emissions technologies.</p><br>
<p></p>
<p>We invite you to bring your ideas to ExxonMobil to help create sustainable solutions that improve quality of life and meet society&rsquo;s evolving needs. Learn more about <b>our What and our Why</b> and how we can<b> </b>work<b> together</b>.</p>
<div><div><div><h2 class="jobSectionHeader"><b>
What role you will play in our team</b></h2></div><p></p><div><br>
<p>
The Market Risk Quant Analyst within the Global Business Center (GBC) team plays a critical role in supporting Global Trading and Market Risk Quantative Analytic team by supporting ongoing and ad-hoc trading market risk quantitative analysis. Primary responsibilities of the role include supporting the development, implementation, and operational maintenance of market risk quantitative models and libraries. Based at Bangalore ExxonMobil GBC office. Willing to work from early afternoon to late evening (around 10pm) supporting London trading hours.</p></div></div><div><div><h2 class="jobSectionHeader"><b>
What you will do</b></h2></div><p></p><div><br>
<p>
Key Responsibilities:</p><br>
<p></p>
<ul>
<li>Maintain and operate the Trading Market Risk Quant model and generate report on a regular basis</li>
<li>Participate in the development of quantitative risk analytics models and tools for independent verification and replication of models used in ExxonMobil energy trading activities</li>
<li>Document the models and methodologies developed by the Risk Quantitative Analytics Team in accordance with the formal processes and protocols laid out for such activities</li>
<li>Conduct quantitative risk analyses using the models and tools, developed by the Risk Quantitative Analytics Team and produce research artifacts (reports, visualizations, etc.) that help disseminate the key insights across various stakeholders</li>
<li>Responsible for model validation &amp; back-testing of various scenario models</li>
<li>Responsible for trouble shoot and propose resolution on data quality issue impacting risk quant model</li>
<li>Support development, maintenance, analysis of risk management models for Trading Strategies, Risk Management, Real Options Valuation, Value at Risk (VaR), and Simulation of Forward Curves.</li>
<li>Provide proactive tail risk assessment including stress, scenario testing and additional measures.</li>
<li>Support development of market-based asset/trade valuation and optionality evaluation methodology.</li>
<li>Provide recommendations for improvement and enhancement of risk management models.</li>
<li>Collaborate with stakeholders on model implementation, system integration, data analytics, and risk management.</li>
<li>Model and estimate volatilities and correlations, both historical and implied.</li>
<li>Effectively communicate recommendations on complex topics to a variety of constituents, including management, traders, originators and market risk Management.</li>
<li>Work closely with other functions to provide ongoing market risk quant operational support.</li>
</ul></div></div><div><div><h2 class="jobSectionHeader"><b>About You</b></h2></div><p></p><div><br>
<p>
Qualifications and experience:</p><br>
<p></p>
<ul>
<li>Bachelor's degree or above (Master's, MBA, CFA, or Ph.D.) in Quantitative Finance, Mathematics, Statistics, Finance or Accounting.</li>
<li>Preferably 2-5 years of experience in commodity trading or financial institute&rsquo;s&rsquo; quantitative analytic roles.</li>
<li>Strong analytical skills, and knowledge of financial instruments.</li>
<li>Strong leadership, communications skills, and executive presence in discussions with senior management.</li>
<li>Good understanding of decision analysis techniques, statistical modelling and comfort in modelling issues involving risk and uncertainty.</li>
<li>Proficiency with Python is highly desirable, and prior programming knowledge and experience in any programming languages such as JavaScript, R, C , SQL is mandatory.
</li><li>Experience with the Microsoft suite of products: Excel, Word, Access, and PowerPoint.</li>
<li>Good understanding of financial analyses and application to energy / commodity trading.</li></ul></div></div></div><br>
<p></p>
<p>Alternate Location:</p><br>
<p></p>
<p>Nothing herein is intended to override the corporate separateness of local entities. Working relationships discussed herein do not necessarily represent a reporting connection, but may reflect a functional guidance, stewardship, or service relationship.</p><br>
<p></p>
<p>Exxon Mobil Corporation has numerous affiliates, many with names that include ExxonMobil, Exxon, Esso and Mobil. For convenience and simplicity, those terms and terms like corporation, company, our, we and its are sometimes used as abbreviated references to specific affiliates or affiliate groups. Abbreviated references describing global or regional operational organizations and global or regional business lines are also sometimes used for convenience and simplicity. Similarly, ExxonMobil has business relationships with thousands of customers, suppliers, governments, and others. For convenience and simplicity, words like venture, joint venture, partnership, co-venturer, and partner are used to indicate business relationships involving common activities and interests, and those words may not indicate precise legal relationships.</p><br>
</div></div></div></div><p><br>
<b>Job Segment: </b>Sustainability, Risk Management, MBA, CFA, Energy, Finance, Management, Research</p></div>

Global Trading Market Risk Quant Analyst

Foresight Research Pvt. Ltd.

<p><b>About the Role:</b><br/>We are looking for a <b>Data Analyst</b> with strong quantitative and analytical skills to join our team. The ideal candidate will have hands-on experience with <b>SPSS, Python</b>, and data analysis, and a solid understanding of statistics and research design.</p><p><b>Key Responsibilities:</b></p><ul><li>Analyze large and complex datasets to generate meaningful insights</li><li>Develop and automate analytical reports using SPSS / Python / Excel</li><li>Support market research projects through data cleaning, validation, and statistical analysis</li><li>Work closely with research and client servicing teams to interpret findings</li><li>Contribute to the development of dashboards and advanced analytics tools</li></ul><p><b>Requirements:</b></p><ul><li>Bachelor&rsquo;s or Master&rsquo;s degree in <b>Statistics, Economics, Mathematics, or IT</b></li><li>3&ndash;4 years of experience in <b>quantitative data analysis or market research</b></li><li>Strong command over <b>MS Excel</b>, <b>SPSS, Python (Pandas/Numpy) </b></li><li>Excellent analytical thinking, attention to detail, and problem-solving skills</li><li>Familiarity with data visualization tools (e.g., Power BI, Tableau) is a plus</li></ul><p>Job Type: Full-time</p><p>Pay: Rs65,000.00 - Rs100,000.00 per month</p><p>Work Location: In person</p>

Data Analyst – Quantitative Research

Fuse Energy

<div>
 We are currently seeking a quantitative researcher with a strong background in statistics to join our team. The role will be responsible for developing and implementing models for our energy supply business. As a quant researcher, you will work closely with our engineering team to ensure the accuracy and effectiveness of our models.
 <br/>
 <br/>
 Responsibilities:
 <br/>
 <br/>
 <ul>
  <li>
   Develop and implement models for our energy supply business using Python and other data science tools
  </li>
  <li>
   Identify, analyze, and mitigate credit risk
  </li>
  <li>
   Conduct data analysis and modeling to support risk management decisions
  </li>
  <li>
   Stay current with industry developments and regulations related to credit risk management
   <br/>
   <br/>
  </li>
 </ul>
 <strong>
  Requirements
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   2+ years of experience as a quantitative researcher or data scientist
  </li>
  <li>
   Strong programming skills in Python and experience with data science tools such as Pandas, NumPy, and SciPy
  </li>
  <li>
   Strong statistical and modeling skills
  </li>
  <li>
   Strong communication and collaboration skills
  </li>
  <li>
   Experience in the energy industry is a plus
   <br/>
   <br/>
  </li>
 </ul>
 <strong>
  Benefits
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   Competitive salary and a stock options sign-on bonus
  </li>
  <li>
   Biannual bonus scheme
  </li>
  <li>
   Fully expensed tech to match your needs!
  </li>
  <li>
   28 days paid annual leave per year including public holiday
  </li>
 </ul>
</div>


Quantitative Researcher

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