Vice President, Data Scientist
Reads like a ML Engineer role: putting models into production.
Pune, MH, India
- Pay
- Pay not listed
- Work setting
- Not stated
- Employment
Full-time — employment source
Employment type in the employer’s posting: Full time
From the employer’s posting
What you’ll work on
Full postingDesign and develop Python-based margin and collateral optimization solutions
Build optimization algorithms for collateral allocation, substitution and funding cost reduction
Extend a rule engine for eligibility, concentration limits and liquidity add-ons
Develop analytics for IM, VM, SIMM, haircuts and liquidity optimization
Integrate pricing, risk and collateral platforms through APIs and distributed processing
From the employer’s posting
Design and develop Python-based margin and collateral optimization solutions.
Build optimization algorithms for collateral allocation, substitution, and funding cost reduction.
Extend rule engine for rules related to eligibility, concentration limits, and liquidity addon etc.
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.
Tools in this posting
- Python
- SQL
- Docker
- Kubernetes
- NumPy
- pandas
Source — Tool mentions in context
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:
To be successful in this role, we’re seeking the following: * 10+ years of Python development experience in Capital Markets. * Strong 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. * Good 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
Posting record
Report an errorActively hiringFirst seen by us 13 days ago, still listed, and not a repost of an earlier posting.
- Status in our records
- Live
- First seen by us
- Oct 16, 2026 · 13 days ago
- Recorded sightings
- 85
- Last seen by us
- Oct 29, 2026
These dates show when we found the posting. Check the employer’s website to confirm it is still accepting applications.
Your next step
- Have your resume and examples of relevant work ready.
- Check the listed location, eligibility and core experience before starting.
- Ask the employer about the pay range before committing time to the process.
Complete your application on eofe.fa.us2.oraclecloud.com. The employer’s form will show what is required.
Already applied? Track this application
Job 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.
* Strong 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.
* Good 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.
Source details
Source notes
Source excerptsSelected passages from the saved posting. Check the full description for conditions and exceptions.
- Pay
No pay amount identified in the saved description.
- Location & working pattern
Pune, MH, India
Working pattern and location restrictions need checking in the full posting.
- Work authorization
No clear work-authorization passage found. Eligibility is unconfirmed.
See how this role fits your experience
Add your resume to compare the role’s scope, tools and requirements with your experience.