Vice President, Data Scientist Pune (India)

Description

We’re seeking a future team member for the role of Vice President, Data Scientist to join our AI Hub team. This role is located in Pune.

In this role, you’ll make an impact in the following ways

Design and develop Python-based margin and collateral optimization solutions.

Extend rule engine for rules related to eligibility, concentration limits, and liquidity addon etc.

Build optimization algorithms for collateral allocation, substitution, and funding cost reduction.

Develop analytics for IM, VM, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization.

Integrate pricing, risk, and collateral platforms through APIs and distributed processing frameworks.

Partner with Quant, Risk, and Operations teams to deliver scalable production solutions.

Optimize application performance, automation, and cloud-native deployments.

To be successful in this role, we’re seeking the following

10+ years of Python development experience in Capital Markets.

Robust hands-on experience with Python, Pandas, NumPy, SQL, REST APIs, and Git.

Experience with optimization libraries such as OR-Tools, Pyomo, CVXPY, PuLP, Gurobi, or CPLEX.

Positive understanding of derivatives, collateral management, repo, securities financing, and margin methodologies (SIMM, IM/VM).

Exposure to cloud technologies, Docker/Kubernetes, and distributed processing is preferred.

Preferred Domain Experience

Margin & Collateral Management

Collateral Optimization

Treasury & Liquidity Management

Repo & Securities Lending

OTC Derivatives (IRS, FX, Credit, Equity)

Capital Markets Risk & Analytics

Preferred Background

Candidates from investment banks, custodian banks, CCPs, fintechs, or collateral management platforms with hands-on experience in optimization, quantitative analytics, and Capital Markets technology.