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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Recruitment Services |
| Functional Area | General / Other Software |
| EmploymentType | Full-time |
Experience6 15 years including at least 3 years leading peoplePrefer Tier 1 capital markets experience. The candidate can come from a well regarded global company in an industry where technology is critical toResponsibilityContribute thought leadership insight to design a new trading and risk management platform.Co accountable for execution of a new form of fundamentally cross asset class trading platform which will include innovative new forms of risk analytics.Drive financial results for us by making our clients successful, and which enables opportunity for our people.MetricsUltimate responsibility for developing multiple front office trading applications across multiple release cycles.Created quantitatively oriented analytic software including translating business needs into specific algorithms.Created predictive models.Managed at least 8 people for at least 3 years.Evidence of new invention, innovation, or achieving competitive edge through technology.TechnologyStrong with high performance Java. Should have strong experience with languages such as Python or R, and understanding of to C . Exposure to Scala or Clojure is positive. Experience with SAS, SPSS, or Matlab is positive.Data science experience with algorithmsMachine learning understanding sufficient to mentor junior team member on core concepts.Exposure to applying analytics to high volumes of streaming data.Experience applying, or at a minimum understanding concepts, in big data packages such as Hadoop, Spark, and Storm.Prefer expertise with SQL Server, but can be experienced with any major database. They should know how to optimize query and database performance, and guide where to use relational stores relative other data management options.Understand the relationship of infrastructure to software performance, and able to guide infrastructure decisions to achieve high degrees of scalability with low latency.Should have certifications earlier in their career.ProcessShould bring experience with CRISP DM methodology for predictive analytics.Domain expertiseStrong preference for capital markets understanding such as attributes and behaviors of asset classes including fx, options, spread bets, binaries, and contracts for difference. For example, an ideal candidate will have built valuation, hedging, or alpha generating proprietary trading models.AttributesEducational background should include graduate or post graduate training in a quantitative subject from a competitive school. This requirement can be waived if a candidate has a clear and sustained record of designing, building, and operating predictive models, complex quantitative analytics, or machine learning in production in application (s) that are significantly material to the business results of a global company.Experience working in other global financial centers, such as London or New York, is positive.We value intelligence; self sufficient drive to reliably perform high quality tasks with minimal direction; and integrity to treat people well, do what they say, and contribute to a culture based on trust.,
Keyskills :
java agile delivery unctional riskmanagement machinelearning datascience thoughtleadership financialresults bigdata customerrelations datamanagement frontoffice capitalmarkets sqlserver riskanalytics