Vice President - Quant Model Developer - BFSI

What we- re looking for:

- Excellent technical skills: SQL (Teradata and SQL Server), as well as R or Python

- Strong quantitative and analytical skills; degree(s) in a quantitative discipline such as Computer Science, Mathematics or Engineering

- Comfortable with handling data, able to create scripts to extract and transform required output

- Significant experience with data management/architecture / reporting within a financial institution

Skills that will help you in the role:

- Experience with the Latex document preparation system

- Domain expertise in Wholesale PD, LGD, EAD

- Knowledge of IFRS9 and Stress Testing