Design, Develop various new modules and models involved in the Market and Credit risk projects
Work with Risk management, quants and methodology team to understand the business requirements and create a scalable application design.
Articulate technical design and solutions to non-technical / business users.
Own the project during phases from initiation, development, unit testing to QA, UAT, Staging and Production
Fluent in Python and related technologies (Pandas, NumPy)
Bachelor degree, Master’s preferred in Statistics/Engineering/Computer Science
Strong Analytical and problem solving skills
Experience with pricing and risk calculations of various asset classes
Experience working within the Spark/Hadoop or any big data distributed ecosystem