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Strong bank brand and metro Hyderabad location with mid-level seniority, though niche foundation-model skills moderate competition.
Bank-specific model risk, regulatory collaboration, and capital forecasting create high domain sensitivity across industries.
Explicit 4+ years plus specialized GenAI and distributed GPU skills indicate high shortlisting strictness.
Develop, pre-train, fine-tune, evaluate, and deploy foundation models, large language models, and AI/ML solutions including agentic and generative AI applications at enterprise scale.
Perform complex quantitative analysis to forecast losses, compute capital requirements, and manage market, credit, and operational risks.
Collaborate with cross-functional teams and liaise with regulators and auditors on analytical strategies, model evaluation, and risk management.
4+ years of Quantitative Analytics experience or equivalent (work experience, training, military experience, education).
Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science.
Experience in AI/ML model development, including foundation models and generative AI applications (4+ years in desired qualifications).
Notice period: Not explicitly mentioned in the JD.
Experienced in hands-on AI development with strong expertise in foundation models, multi-agent workflows, and retrieval-augmented generation.
Skilled in distributed GPU training, efficient model tuning (e.g. LoRA, PEFT), and optimization techniques like distillation and quantization.
Able to operate in highly technical, research-oriented environments with strong quantitative and analytical skills, capable of collaborating across multiple business and technical groups including regulators.