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Tier-1 brand, Mumbai metro location, and desirable quant role increase applicant density.
Skills are specialized to banking regulatory capital and credit risk, limiting cross-industry transferability.
Requires niche regulatory capital modeling, PD/LGD expertise and production coding, indicating strict filtering.
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Design and implement credit risk related calculations and reporting to support capital allocation and efficiency programs.
Build and prototype capital planning calculation platforms using credit risk parameter models like PD, LGD, and CCF.
Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations and design incentive structures around capital optimization.
Strong quantitative and analytical skills with programming experience in C++ or Python for production environments.
In-depth knowledge of European banking regulations and accounting standards such as CRR and IFRS 9, and reporting frameworks like COREP or FINREP.
Understanding of capital requirements related to credit risk and counterparty credit risk parameter models (PD, LGD, CCF).
Work Experience Required: Not explicitly mentioned in the JD.
Experience operating at the intersection of risk, finance, and business with expertise in credit risk capital calculations.
Proficiency in building and redesigning financial risk calculation systems in production-grade environments.
Strong familiarity with European banking regulatory frameworks and capital optimization methodologies.