Analyst/Associate/Vice President - Quant Research - Wholesale Credit Model Frameworks - Banking

Opening for Quant Research - Wholesale Credit Model Frameworks - Analyst/Associate/VP for Mumbai Location

- The successful candidate will be a key member of the Core Analytics Implementation and Execution team within Wholesale Credit Quantitative Research.

- The team focuses on the design, implementation, delivery and support of models for the firms Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves models.

- In particular, for this role, the team focuses on the development, delivery and maintenance of high performance analytics frameworks and libraries.

- The successful candidate will work on the evolution of our frameworks and related tools to enhance ease of integration of pricing and forecast models, improve flexibility and extendibility of the framework as well as improve scalability and performance. 

- This will require the candidates to work with other more experienced Wholesale Credit model developers and business partners and enhance their quantitative as well as business skills.

The primary responsibilities for this role will include:

- The successful candidate will work on the design and implementation state of the art forecast and valuation models in Wholesale Credit. She/He will be responsible for development, enhancement and support of our valuation and forecasting modeling frameworks and their delivery via our library. Focus will be on the end-to-end analytics infrastructure aspects.

- Work with technology and the business on the implementation and integration of models into the firms delivery platforms

- Work on designing, implementing, testing, releasing and supporting the groups analytics library

- Work on the design and implementation of the firm's next generation stress and risk analytics platform for Wholesale Credit alongside Technology and the Business.

- This position will require the candidate to work with other experienced modelers and business partners to enhance quantitative as well as business skills.

Essential skills, experience, and qualifications:

- Ph.D or MS in a numerate subject (e.g. Applied Math, Physics, Computational Biology, Engineering, Math Finance, etc)

- Excellent quantitative programming skills in Python; C++ a plus

- Strong quantitative problem solving skills and experience applying them to model implementations

- Focus on functional and numerical testing through entire model development software cycle

- Must be self-motivated, pro-active, responsible and driven to deliver

Proficient working in a Linux/UNIX environment.

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail :

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