GBM - Systematic Credit - Quantitative Engineering - VP - Bengaluru
Bengaluru, Karnataka, India
INR 4000K-5199K (estimate) Executive-level Full Time
Tasks
- Architect data pipeline for credit datasets
- Build AI self service signal backtesting platform
- Collaborate to build backtesting engines and simulation frameworks
- Conduct statistical research for alpha generation
- Design standardized point in time simulation
- Develop production grade analytics libraries
- Develop systematic credit strategies
- Ingest clean normalize credit datasets
- Mentor junior researchers and guide research platform architecture
- Optimize research code for high performance computing
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | C++ | ClickHouse | Decision Trees | High Performance | High-Performance Computing | Java | KDB+ | Machine Learning | Neural Networks | NumPy | Pandas | Performance Computing | Python | Q | Regression | SQL | SciPy | Scikit-learn | Series analysis | Simulation Frameworks | Time Series | Time Series Analysis
Education
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