About the role
Experienced candidate to be part of Analytics team within Corporate Treasury, developing solutions around Portfolio Management and Balance Sheet Management. Hybrid role with technical skills in quantitative analysis, machine learning, and knowledge of markets.
BankingHybrid
Key Responsibilities
- Research, develop, and operationalise algorithms/models for Portfolio Management & Balance Sheet Management
- Develop quantitative models and strategies around asset allocation & portfolio optimisation, specifically in forecasting and projections
- Understand business requirements from stakeholders and develop solutions through experimentation and study of algorithms/machine learning models
- Leverage Generative AI and LLMs for analysis and developing solutions
- Operationalize model pipelines into re-usable libraries for the team
- Automate models by leveraging existing tools and frameworks
Requirements
- 7-10 years of experience in applied statistical learning, machine learning and data science with actual outcomes
- Experience in quantitative strategies, research & markets is strongly preferred
- In-depth knowledge and hands-on experience in generative AI, LLMs & deep learning
- Deep understanding of statistics, math and optimisation theory
- Excellent written and communication skills
- A keen learner who desires to learn and acquire new knowledge