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Mid-level title, metro Bangalore location, and generalist mid-career band increase applicant competition despite regulatory niche.
Role requires credit-risk, Basel/APRA regulatory expertise, making skills highly industry-specific and less transferable.
Explicit 3–6 year requirement, mandatory credit-risk/regulatory expertise and programming skills make shortlisting highly stringent.
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Lead validation of data quality, modeling methodologies, and performance for credit risk models ensuring regulatory compliance across lifecycle stages.
Engage with stakeholders including model developers and owners to communicate validation findings, risks, and recommendations effectively.
Drive continuous improvement initiatives to enhance validation methodologies, workflows, and efficiency within the model risk framework.
3-6 years of experience in credit risk model validation or development.
Bachelor’s or Master’s degree in quantitative disciplines such as mathematics, statistics, econometrics, computer science, or IT.
Proficient in SAS, R, Python, SQL programming; experience with Jupyter notebooks, R-markdown, GitHub is a plus.
Knowledge of Basel regulatory standards on credit risk required; familiarity with APRA regulations (IRB, IFRS9, stress testing) advantageous.
Experienced quantitative professional familiar with credit risk and regulatory requirements, able to manage end-to-end model validation projects.
Strong communication skills to interpret and report complex validation outcomes to diverse stakeholders.
Capable of contributing to strategic transformation, process improvements, and adopting new tools such as AI copilots (GPT, Claude) in validation workflows.