Overview :
This is a new role within quantitative model development and financial risk modeling. The consultant will take the design, build, and optimize advanced statistical / quantitative models from Model team, while leveraging Python, SQL, AWS services, and quantitative risk methodologies. The role requires both data science and financial modeling expertise along with the ability to build production-ready code in a software engineering environment. Developing Models is not the key task, working on the model to predict and analysis is the task.
Must-Have Skills :
- Masters in Statistics Applied Math, Data Science, and 5+ years quantitative modeling experience.
- Must have experience with Monte Carlo simulations, time-series modeling, and risk factor analysis.
- Python proficiency with strong use of NumPy, pandas, SciPy, stats models, scikit-learn, QuantLib.
- SQL expertise with large mortgage / loan datasets.
- Ability to develop production-ready Python / Shell code with Git, unit testing, CI / CD.
- Hands-on with AWS services : S3, Lambda, Batch, Glue, EMR, CloudWatch, IAM, EC2.
- Strong Agile software engineering mindset – data pipelines, reproducible code, automation.
- Good communication skills for both technical and business audiences.
Nice-to-Have Skills :
Knowledge of PFE (Potential Future Exposure) methodologies for counterparty credit risk.Understanding of interest rate modeling and basic derivative pricing / exposure dynamics.Familiarity with mortgage / secondary mortgage market risk models.Experience with NoSQL databases, data lakes, and big data tools (Spark, Hive, Airflow).Exposure to macro risk factor modeling relevant to mortgage portfolios.Certifications in data science, quantitative finance, or cloud (AWS).Please reach out to swarnangshu.chattaraj@artech.com for directly apply on this role.