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Tier-1 brand, mid-level experience requirement, and metro Hyderabad increase candidate competition despite niche ML specialization.
High — requires specialized foundation-model and regulated banking risk experience, limiting cross-industry transferability.
Explicit 5+ years quantitative, 2+ years leadership, and specialized foundation-model expertise enforce strict resume filters.
Manage and oversee development and deployment of Foundation models, Gen AI, and Agentic AI applications across multiple business lines.
Lead and mentor a team of quantitative analysts and credit risk analysts, allocating resources and guiding talent development.
Drive operational risk mitigation, capital requirement computations, and collaborate on strategy, policies, and controls related to models and analytics.
5+ years of quantitative analytical experience (or equivalent through education, work, training, or military experience).
2+ years of leadership experience managing teams.
Master's degree or higher in quantitative disciplines such as mathematics, statistics, engineering, physics, or computer science.
Experience with AI/ML model development, including Foundation Models and Gen AI applications is preferred but not strictly mandatory.
Experienced in building and deploying Foundation Models, Gen AI, and Agentic AI applications at scale within enterprise environments.
Skilled in advanced AI/ML training methodologies (e.g., RLHF, PPO), distributed computing, and optimization techniques (e.g., LoRA, PEFT).
Capable of managing multi-agent architectures and working with cloud AI infrastructure for production model monitoring and risk management.