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 libraries and forecasting tools for capital adequacy and ECL
Domain
Corporate Banking / Financial Risk Management
Deliverable
production ML models | product features
Required skills
Python (production coding), C++, SQL, probability, linear algebra, statistics, optimization
Preferred skills
Econometrics, data science, banking products, credit risk, regulatory capital, ECL, financial resource management
Technologies
Python, C++, Oracle, MySQL
Responsibilities
Develop analytics and forecasting tools for capital and ECL; 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
Seniority
Associate, hands-on IC
