Corporate Banking Capital Strats
Core
Develop quantitative analytics, forecasting tools, and scalable solutions for capital, expected credit loss, and financial resource management in Corporate Banking.
Role type
Associate quantitative analyst (capital & risk analytics)
Builds
Production analytics tools and data pipelines for capital adequacy and risk management
Domain
Banking / Capital Markets / Regulatory Compliance
Deliverable
production ML models | product features
Required skills
Python development, C++ programming, SQL, relational database design, probability, linear algebra, statistics, optimization
Preferred skills
Econometrics, data science, banking products, credit risk, regulatory capital, expected credit loss
Technologies
Python, C++, Oracle, MySQL
Responsibilities
Develop analytics and forecasting tools for capital and risk-weighted assets; Build, enhance, test, and maintain scalable applications and analytical libraries; Source, analyze, and validate financial and risk data; Support model development, calibration, and scenario analysis; Collaborate with global stakeholders to gather requirements and deliver outcomes; Contribute to automation, platform modernization, and production support.
