Talent Scout1 at Winfort Services
Views:1531 Applications:23 Rec. Actions:Recruiter Actions:8
Deputy Manager/Manager - Data Scientist - Quant Modelling/Pricing Model Development - BFSI (11-16 yrs)
A leading Global Insurance and Financial Services organisation is looking for candidates into Quant Model / Pricing Model Development.
The Job Responsibilities include:-
- Good understanding of financial markets, economics, developing financial models such as yield optimizers as well as an understanding of how data science techniques work.
- Ability to understand a business problem statement and translate it into a data science or quantitative investment problem independently or with minimal supervision
- Ability to understand results of data science models, evaluate them financially and wherever possible challenge the results to reduce bias/ confounding/ overfitting from a financial perspective
- Acting as an interface between investment specialists/ fund managers and data scientists to help each team understand, appreciate and start building on/ utilizing the work done by the other.
- Work and collaborate with colleagues and senior stakeholders in understanding and translating business problems into machine learning / modelling problems and to deliver cutting edge solutions
- To develop a range of quantitative, machine learning and statistical models to solve actual business cases within the M&G Plc universe
- Ability to influence and manage large virtual teams in a matrix structure
- 5 - 8 years experience of Quant Modelling / Data Scientist (using Machine Learning techniques) / financial modelling
- Advanced quantitative/ financial programming skills with at least one data related scripting language (e.g. Python is must ).
- Expertise in quantitative finance/ econometric techniques eg Portfolio Optimization, Stochastic modelling, Cash flow modelling, VAR, Statistics and machine learning techniques
- Keen mindset for financial analysis, economics and understanding markets, investment opportunities to build use-cases where data science led techniques could benefit the investment process
- Domain knowledge of Asset management / Investment Management industry
- Advanced knowledge of OOP will be an advantage
- Experience with version control (git) and Agile software release cycle
- Hands on experience in executing and leading end to end projects for eg Interest Rate Modelling / Yield optimisation / Delinquency Modelling
- Experience in designing, experimenting with and evaluating highly innovative techniques for investment/ monitoring/ risk across business units such as Fixed Income, Equities and Real Estate
- Experience in working closely with business staff to optimize various business operations
- Experience in researching and implementing novel quantitative financial, machine learning and statistical approaches
- Business & Data Domain Knowledge (understanding of financial services)
- Experience with distributed computing frameworks such as Dask and/or Spark
- Experience with PyTorch, Tensorflow and/or other Deep Learning frameworks
- Experience using dockerized Python applications in production
- Demonstrable strong Machine learning/AI experience along with expertise in analytical tools like R and Python, SQL, Spark
- Track record of delivering results and strong ownership
- Working/ Research papers in the field of economics/ finance/ data science
- Experience working within BigData/Cloud environments (preferably Azure or AWS)
Qualifications: ( any one of the below )
- PhD level Academic qualifications (or similar work experience) in Investment Management
- BE / BTECH + CFA
- Masters Degree in Finance / economics from reputed institute
- Computer Science & Economics/ Econometrics or in a highly quantitative field
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.