Mandatory Skills
Responsibilities:
- Utilize extensive financial datasets to drive the bank's Treasury and Market department's data science solutions for pricing, campaign optimization, and customer hyper-personalization.
- Work with quants, traders and dealers to solve complex optimization problems using advanced machine learning and quantitative methods.
- Develop causal models and optimization algorithms to dynamically price financial products and respond to market volatility.
- Strategize, execute, and evaluate marketing campaigns and pricing experiments.
- Conduct research and literature reviews to assess quantitative algorithms and models, ensuring the selection of optimal methodologies.
- Perform hypothesis testing to discover causal drivers for customer and market behaviours.
- Implement and train AI/ML models, optimizing algorithm efficiency through GPU distributed computing and concurrent programming.
- Write and refactor code into reusable libraries/ APIs, deploy machine learning ecosystems, and integrate subsystems as necessary.
Required Experience:
- Masters/ PhD in a quantitative discipline, such as Mathematics/Statistics, Quantitative Finance, Computer Science, Engineering, or equivalent experience.
- Proficient in the data science production life cycle, with a track record of working with structured, semi-structured, and unstructured data.
- Exceptional software skills in Python (Or demonstrable ability to pick up new languages) and SQL variants, with expertise in design patterns, code optimization, and object-oriented programming.
- Experience applying quantitative and machine learning algorithms to pricing and marketing domains.
- Demonstrable expertise in econometrics, statistical modelling, time-series analysis, causal inference, or other relevant domains.
- Solid understanding of foreign exchange markets, including currency pairs, market dynamics, and key drivers.
- Hands-on experience in designing and executing digital campaigns and experimentation methodologies, including A/B testing, bandit-based experiments and multivariate analysis.
Key Skills:
Python, machine learning, causal inference, SQL, experimentation, A/B Testing, Multi-Armed bandit, pricing, econometrics, software design, time-series analysis, research, financial markets, behavioral science, quantitative analysis.
