In this role, you will:

• Perform highly complex activities related to creation, implementation, and documentation
• Use highly complex statistical theory to quantify, analyze and manage markets
• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
• Utilize structured securities and provide expertise on theory and mathematics behind the data
• Manage market, credit, and operational risks to forecast losses and compute capital requirements
• Participate in the discussion related to analytical strategies, modeling and forecasting methods
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Required Qualifications:

Essential Skills:

• 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