The Role:
As a software engineer you will work closely with analysts on our Quantitative Credit Modeling team to develop, implement and document methodologies for analyzing and rating structured credit securities. You will also guide us in defining the technical architecture, design, and platform best suited for our quantitative credit rating algorithms, while partnering with the enterprise IT teams. A successful candidate will demonstrate knowledge of the full life cycle of a credit model from data ETL to model construction and ultimately model validation. This position is based in our Mumbai office.
Responsibilities
Clearly document system and functional specifications of the existing tools currently used by DBRS ratings analyst and recode when necessary by maintaining a robust development environment via strong documentation and version control.
Assist in the transition of research products from the prototype phase to fully-fledged, scalable, and integrable into existing platforms of financial products, such as the tools in DBRS analytics Portal and/or Ratings Engine etc.
Develop, test, document and maintain unified model development library functions that incorporate numerical techniques such as machine learning, statistic models, visualization and validation functionalities.
Collaborate with the other quantitative researchers to build out automated data pipelines which can be used throughout the organization
Minimum Requirements
Preferred Requirements
Keyskills: Unix Computer science Linux Quantitative research Shell scripting Machine learning Agile Credit rating Analytics Python
AdviserLogic is the award-winning and rapidly growing leader in the Adviser CRM and Practice Management software sector. Established 10 years ago, AdviserLogic now has a range of cloud-based and related services purpose-built to assist Financial Advisers to prosper. In 2015, the company launched th...