Quantitative Research Wholesale Credit Implementation - VP
Mumbai, India
We are looking for an experienced developer to lead the QR team supporting Wholesale Credit Implementation in Mumbai, India. The Wholesale Credit Implementation QR team\'s mission is to design, implement, deliver and support the firm\'s Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves models. In particular, for this role, the team focuses on the development, delivery and maintenance of high performance analytics frameworks and libraries. The successful candidate will work on the evolution of our frameworks and related tools to enhance ease of integration of pricing and forecast models, improve flexibility and extendibility of the framework as well as improve scalability and performance. This will require the candidates to work with other more experienced Wholesale Credit model developers and business partners and enhance their quantitative as well as business skills, while managing and mentoring the local team.
You\'ll contribute to the firm\'s product innovation, effective risk management, financial risk controls. Specially, you\'ll have the chance to:
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