At least 3-6 years of experience in implementing statistical/machine learning algorithms (regression, decision trees, SVM) and statistical programming tools (R/Matlab/Octave/Weka)
Proficiency in programming: R/Python/VBA
Strong background in statistics and probability
Knowledge on BASEL, Monte-Carlo Simulation would be preferred.
Experience in handling large structured and unstructured datasets
PGDM/Masters degree in /other quantitative disciplines
CFA/FRM Degree will be a plus.
Knowledge and experience in structured finance products (securitization structures) would be a plus