Requires a degree in Quantitative Finance, Math, Statistics, Computer Science, Physics, Engineering, Economics or a related field of study (Masters/PhD highly preferred) • Strong Quantitative skills • Strong Python coding skills (essential), knowledge of database querying functionalities/languages • Familiarity with statistical modelling, Monte Carlo, Historical Simulation • Knowledge of financial products with Credit factors will be preferred • Two or more years of experience working in a quantitative discipline • Knowledge and broad interest in financial products, markets, and risk management and regulations • Strong skills in communication, critical thinking, problem solving, and collaboration. Bonds, CDS, Traded loans, etc.) • Developing and enhancing models for changing internal risk management needs, new regulatory requirements (e.g., FRTB), or improvements in capturing the risk • Actively participating in code development for the purpose of model implementation, model performance monitoring, and for performing different analyses • Analyzing model performance metrics • Interacting with stakeholders from various departments like Front Office strategists, Market Risk Managers, Model Risk Management and FRM IT • Participating in documentation of model methodologies and implementation • Responding to queries from Model Risk Management, Internal Audit, and regulators.