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Strong bank brand and Mumbai location increase competition, though quant specialization narrows candidate pool.
Role requires banking capital and credit risk domain expertise, limiting transferability across industries.
Mandatory Python/C++ skills, regulatory domain knowledge, and explicit years requirement make filters strict.
Develop and maintain quantitative analytics and forecasting tools for capital management, expected credit loss, risk-weighted assets, and financial resource management.
Translate business and regulatory requirements into scalable, controlled implementations primarily using Python and C++.
Collaborate with global Front Office, Credit Risk, Finance, and Technology teams to deliver solutions, support model calibration, and contribute to platform modernization and production support.
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 such as object-oriented programming, pointers, and data structures.
Experience with relational databases and SQL; knowledge of Oracle or MySQL database design preferred.
Experience or understanding of banking products, credit risk, regulatory capital, expected credit loss, or financial resource management.
Capability to decompose complex problems into analytical tasks and deliver reliable solutions under fast-moving environment.
Proven ability to engage with multiple global stakeholders across business, risk, finance, and technology functions to deliver agreed outcomes.