Senior AI Engineer - Wholesale Credit Risk Analytics

Overview

Lead the architecture, hands-on development and team leadership of an agentic generative AI platform that augments quantitative modelers in the end-to-end credit risk model development lifecycle.

What you'll do

• Collaborate closely with quantitative model developers, Model Risk Management (MRM), and business leaders to understand their pain points and translate them into a technical vision and product roadmap.
• Identify, scope, and prioritize use cases for the agentic workflow platform, ensuring they deliver measurable value and align with strategic objectives.
• Serve as the primary technical liaison between the engineering team and its users, ensuring a tight feedback loop and continuous alignment.
• Lead the architectural design of a scalable, robust, and secure agentic AI platform, including core components for orchestration, knowledge retrieval (e.g. RAG), and tool integration.
• Engage in hands-on software development to build foundational components, create proofs-of-concept, and tackle the most complex technical challenges.
• Design and implement secure integrations with internal data sources, external APIs, and various LLMs, ensuring compliance with all data governance and security policies.
• Establish the CI/CD, testing, logging, and monitoring frameworks required for a mission-critical enterprise application.
• Lead, mentor, and inspire a team of software engineers, fostering a culture of technical excellence, innovation, and collaboration.
• Guide the team's architectural decisions, enforce best practices for code quality, and oversee the agile development process.
• Manage project timelines, resource allocation, and delivery of key platform milestones.

What you'll need

• 10+ years of hands-on experience designing, building, and shipping complex, scalable software systems to production.
• Demonstrable experience in AI Agentic solutions such as for ad hoc data analysis, documentation and workflow orchestration.
• Proven experience leading a software development team, including providing technical mentorship, architectural guidance, and project oversight.
• Deep proficiency in Python and its ecosystem of libraries for backend development and data processing, and modern AI frameworks such as LangChain.
• Demonstrable, hands-on experience building applications using Large Language Models (LLMs), including a strong understanding of prompt engineering, retrieval-augmented generation (RAG), and agentic patterns.
• Solid understanding of system design, microservices architecture, REST APIs, and event-driven systems.
• Ability to effectively communicate complex technical concepts to both technical and non-technical stakeholders and to translate business needs into concrete technical requirements.

Nice to have

• Experience in the financial services industry, particularly in a quantitative finance, risk management, or Model Risk Management (MRM) context.
• Understanding of the market and/or credit risk model development lifecycle (e.g., for PD, LGD, EAD models) and associated regulatory requirements (e.g., SR 11-7, CCAR, CECL, etc.).
• Experience building auditable and compliant software within a highly regulated environment.
• Familiarity with frontend technologies and developing user interfaces for technical workflows.
• Experience with Java/C++ in addition to Python.

Details

• Location: Pune, Maharashtra, India.
• Employment type: Full time.