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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | anking / Financial Services |
| Functional Area | Testing |
| EmploymentType | Full-time |
Programming core library to support the Wholesale backtesting process to analyze C&I and CRE model performance including: Loss given default, probability of defaults, Exposure at default, prepayment, volume growth, allowances and revenue.Partnering with IBQR modeling, model delivery, technology team, Risk, Finance and business partners to validate the historical portfolio information, forecasting model inputs, in-process and post-process adjustments, performance benchmarks and metrics, final results.Build bespoke risk analytics tools for risk metrics reports, monitors and variance explain. Enhance the pre and post model operation process for fast processing, repeatability and controlsQualifications:3 to 5 year application developer experience as a data scientist, engineer with significant practice of large data projects (manipulating data, building analytics, testing and operating experience).Strong programming in Python, experience with relational database and Linux scripts.Good knowledge of financial instruments and financial risk management principles.Knowledge and experience in big data platform (SPARK/Hadoop/Impala/Kinetica) is preferred.Knowledge of credit risk management concepts, Monte Carlo simulation & numerical methods is preferred.Graduate degree and experience in either computer science or an applied quantitative discipline (e.g. engineering, sciences, computing, statistics, or mathematics), or financial economics with quantitative and/or data analysis background.Skills & Experience:Strong organizational / project management skills with the ability to handle multiple initiatives/ work streams simultaneously.The ability and motivation to take initiative and solve problems independently.Experience in wholesale credit risk, market risk analytics a plus.Excellent communication skills in both oral and written.Proven ability to develop collaborative relationships with key internal partners to achieve objectives.Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.,
Keyskills :
javascriptsalesanalyticsphpmsofficemultipleoperationsinvestmentbankingjavastatisticsmodelingcomputerscienceriskmanagementting