Work in a team and collaborate with model developers and validators to design and deliver advanced modeling platforms and automation solutions
Design and build integrated model development and validation platform, with automated and configurable model testing capability for a wide variety of modeling methodologies
Design digitized and automated ongoing monitoring workflow, and partner with Tech to build database and dashboard to facilitate streamlined ongoing monitor reviews
Establish modern documentation infrastructure for typesetting, inventory and change management
Construct systematic data flow between multiple tiers and system components
Explore opportunities to enable risk management innovation with latest technology
Requirements:
Education: Degree in a quantitative field such as Computer Science, Engineering, Physics, Mathematics, Operation Research, Quantitative Finance, or Data Science from Top tier – IITs, NITs, Indian Statistical Institutes etc.
Certifications if any: Technical certifications in Python, SAS, SQL
Experience Range: 4+ years
Foundational skills:
Strong business knowledge of Model Risk Management processes and experience in risk analysis and business process re-engineering / continuous improvement
Proficiency in Python and object-oriented programming, advanced skills to write concise and production-quality code and build modular and well-structured code library
Proficiency in relational database/SQL experience, as well as strong NoSQL databases experience especially using MongoDB
Experience building RESTful web APIs using Python frameworks especially FastAPI
Familiarity with agile software development tools, such as JIRA, Git/Bitbucket, Jenkins
Self-starter and ability to work a high degree of independence
Desired Skills:
Experience with Software Development Life Cycle (SDLC) with Continuous Integration (CI) and Continuous Delivery (CD)
Experience with User Interface development and tools (e.g. Angular)
Experience building APIS using GraphQL
Proficient in LaTeX and documentation management
Creative and analytical thinking skills - with ability to comprehend, document, evaluate and improve complex business processes
Proven delivery of Operational Excellence and a continuous improvement mindset