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Strong Tier-1 brand and Mumbai metro increase competition, but niche quant/C++ skills limit generic applicant pool.
Strong finance and regulatory capital domain knowledge required reduces cross-industry transferability.
Explicit Python years and mandatory quantitative and C++ skills make screening strict.
Develop and maintain quantitative analytics and forecasting tools for capital, expected credit loss, financial resource management, and performance decision-making.
Translate business and regulatory requirements into robust Python and C++ implementations with strong control, data quality, and documentation standards.
Collaborate with global stakeholders across Front Office, Credit Risk Management, Finance, and Technology to gather requirements, resolve issues, and support automation and platform modernization.
At least 2 years of hands-on Python development experience including data analysis and production-quality coding.
Working knowledge of C++ concepts such as object-oriented programming, pointers, and common data structures.
Experience with relational databases and SQL; familiarity with Oracle or MySQL preferred.
Strong academic background in engineering, computer science, mathematics, statistics, physics, finance, economics, or another quantitative discipline.
Experienced in building scalable financial analytics or risk management tools combining programming (Python, C++) and quantitative expertise.
Comfortable working across business, risk, finance, and technology teams in a global environment with structured problem-solving approach.
Knowledgeable about banking products, credit risk, regulatory capital, expected credit loss or financial resource management for strategic domain fit.