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Tier-1 brand and metro location raise competition, but niche capital/strats specialization limits broad applicants.
Requires banking capital, credit risk, and regulatory expertise, making skills less transferable across industries.
Explicit 2+ years, mandatory Python/C++ and quantitative banking requirements create moderate shortlisting filters.
Develop and maintain quantitative analytics and forecasting tools for capital, expected credit loss, and financial resource management using Python and C++.
Translate business and regulatory requirements into robust, scalable solutions with strong control, data quality, and documentation standards.
Collaborate with global Front Office, Credit Risk, Finance, and Technology teams to support model development, scenario analysis, and production implementation.
Strong academic background in engineering, computer science, mathematics, statistics, physics, finance, economics, or other quantitative discipline.
At least two years of hands-on Python development experience including data analysis and production-quality coding.
Working knowledge of C++ concepts including object-oriented programming, pointers, and common data structures.
Experience with relational databases and SQL; knowledge of database design using Oracle or MySQL preferred.
Work Experience Required: Minimum 2 years Python development experience explicitly mentioned in the JD.
Experienced in converting complex business and regulatory problems into practical end-to-end technical solutions in financial services.
Comfortable working across multiple global teams including business, risk, finance, and technology in a fast-paced environment with competing priorities.
Strong technical proficiency in Python and C++ combined with a quantitative foundation in statistics, linear algebra, and probability relevant to banking capital and credit risk domains.