About the role
AI summarisedJoin the Analytics team within Corporate Treasury to develop advanced solutions for Portfolio Management and Balance Sheet Management. This role requires deep technical expertise in quantitative analysis, machine learning, and practical experience applying these skills to complex financial market problems.
BankingHybrid
Key Responsibilities
- Research, develop, and operationalize algorithms/models to address business problems in Portfolio Management & Balance Sheet Management.
- Develop quantitative models and strategies for asset allocation and portfolio optimization, including forecasting and projections.
- Translate key business requirements from stakeholders into technical solutions through experimentation and in-depth study of algorithms/ML models.
- Leverage Generative AI and LLMs for advanced analysis and solution development.
- Operationalize model pipelines into reusable 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 demonstrable outcomes.
- In-depth knowledge and hands-on experience in Generative AI, LLMs, and deep learning.
- Deep understanding of statistics, mathematics, and optimization theory.
- Excellent written and verbal communication skills, capable of explaining ML models and statistical algorithms to various audiences.
- Extremely proficient in software development with in-depth knowledge of analytical toolkits and libraries in Python.
- Strong interest and natural curiosity in exploring technical domains like optimization and machine learning.