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Tier-1 bank and Bangalore metro location combined with niche regulatory specialization create medium competition.
Role requires specialized credit-risk and regulatory validation experience, limiting cross-industry transferability.
Strong mandatory years, credit-risk validation experience, and regulatory plus tech requirements make screening highly selective.
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Lead comprehensive validation plans across the model lifecycle including data quality, methodologies, performance, and regulatory compliance for credit risk models.
Engage and communicate findings, risks, and recommendations with stakeholders including model developers and owners.
Drive continuous improvement and strategic transformation in validation processes, mentor team members, and promote advanced analytics tooling and communication standards.
7-10 years of credit risk model validation or development experience.
Bachelor’s or master’s degree in engineering, computer science, information technology, or quantitative discipline such as mathematics, statistics, econometrics.
Programming skills in SAS, R, Python, and SQL.
Essential experience with Basel regulatory standards for credit risk; APRA regulations on IRB, IFRS9, and stress testing knowledge is advantageous.
Experienced in leading end-to-end credit risk model validation projects within regulated financial institutions.
Skilled in stakeholder management and communicating complex technical findings to diverse audiences.
Practically proficient with modern collaborative tools (Jupyter notebooks, R-markdown, GitHub) and AI assistants (copilot, GPT, Claude).