Quantitative Credit Risk Management Role - Model Validation/IRB Model

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Hiring : Quantitative Credit Risk Management Model Validation of IRB Models (Internal Ratings Based approach)

• NOTE : Master's or Bachelor's degree in Mathematics, Statistics, Physics, Economics, Financial Engineering, Quantitative Finance, Data Science or related quantitative disciplines from Tier-1 Institutes is -MANDATORY-

Location : Powai, Mumbai

Experience required : 6 - 8 years (Associate), 8 - 10 years (AVP), 10 - 13 years (V.P)

We are hiring for the Quantitative Credit Risk Management Model Validation of IRB Models (Internal Ratings) team.

Key Responsibilities :

• Independent validation of IRB (Internal Ratings Based) Credit Risk Models
• Assessment of model conceptual soundness and methodology
• Implementation testing and model performance review
• Model risk analysis, sensitivity testing and calibration assessment
• Preparation of model validation reports and governance documentation
• Support regulatory reviews and model risk control processes

Mandatory skills :

• IRB Model Validation experience
• Exposure to Basel regulations
• Python and data analytics experience
• Credit Scorecard / Rating Model experience
• Strong understanding of Credit Risk Modelling
• Knowledge of PD, LGD and EAD Models

Education : Master's or Bachelor's degree in Mathematics, Statistics, Physics, Economics, Financial Engineering, Quantitative Finance, Data Science or related quantitative disciplines from Tier-1 Institutes is -MANDATORY