Senior Specialist - Quant Analytics - BFSI/IT

Sr quant analytics specialist

Job Description:

Required Qualifications:

- 5-8 years of experience with minimum Masters/Phd in a quantitative field such as applied math, statistics, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis.

- Strong mathematical, statistical, analytical and computational skills.

- Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing.

- Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions.

- Ability to work independently on complex model validations from start to finish.

- Skill in managing relationships with key model stakeholders.

- Eagerness to contribute collaboratively on projects and discussions.

- Perpetual interest in learning something new, but being comfortable with not knowing the all the answers.

- Attention to detail in both analytics and documentation.

- Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective.

- Intellectually curious, who enjoy solving problems.

Desired Skills:

- Hands on industry experience in building large scale end-to-end machine learning systems using a combination of big data tools and programming languages like Scala, Java and/or Python.

- Knowledge of parallel and distributed computing frameworks such as Hadoop, Spark, MPI, using GPUs.

- Experience in machine learning areas such as recommender systems, NLP, pattern recognition, predictive modeling, Artificial Intelligence.

- Experience implementing machine learning algorithms such as support vector machines, decision trees, logistic regression, clustering, neural networks, graphical models etc.

- Data exploration and preparation using SAS, Spark, Python ,SQL or R or any statistical tool.

- Working experience in financial model validation team would be added advantage.

- Prepare detailed documentations for projects for both internal and external that complies regulatory and internal audit requirements.

- Keep updated with the latest in the Data Science community and leverage new capability for the bank.

- Knowledge of banking industry, terminologies and products in at least one of the LOB such as credit cards, mortgage, deposits, loans or wealth management etc.

- Knowledge of any functional area such as risk, marketing, operations or supply chain in banking industry.

- Instrumental in bringing new approaches to the table, create white papers and present in conferences.