Quant Research- Wholesale Credit (Goregaon)

JOB DESCRIPTION Are you looking for an exciting chance to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As a Quantitative Research Data Engineering Associate within our Wholesale Credit Data QR team, you will be part of a mission to design, analyze, and deliver firm-wide data to support the firms Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves models. In this role, you will focus on data model definition, evolution of Data Dictionary to enable deep dive Data Analysis and Analytical explorations. You will work on the evolution of our frameworks, underlying data platforms and related tools to enhance ease of integration of pricing and forecast models, improve flexibility and extendibility of the framework as well as improve scalability and performance. This role will provide you with the opportunity to work with other experienced Wholesale Credit model developers and business partners, enhancing your quantitative as well as business skills. Responsibilities: - Work as data engineer, to create or build data pipeline, define API to source data from different systems, perform complex transformation or enhancements to data and optimize end to end run. - Write business requirements in the form of JIRA epics & user stories to develop data and system requirements for credit risk modelling platform - Perform data analysis to support model development and analytics - Liaise with various lines of business and risk modelers, thoroughly understand various models for BASEL, CCAR, CECL and other credit risk models - Work with multiple stakeholders to elicit, analyze, refine and document business process and data requirements - Perform user acceptance testing and deliver demos to stakeholders by SQL queries or Python scripts Required qualifications, capabilities, and skills - Bachelors or Masters in Comp .