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Tier-1 brand and Bangalore raise density, but niche credit-risk model validation reduces applicant pool.
Requires credit risk model validation and regulatory Basel/APRA expertise, limiting cross-industry transferability.
Explicit 3-6 years plus mandatory Basel/regulatory experience and specific tools (SAS/R/Python/SQL) enforce strict filters.
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Lead validation of credit risk models ensuring compliance with internal and regulatory standards across the model lifecycle.
Engage with stakeholders including model developers and owners to communicate validation findings, risks, and recommendations.
Drive continuous improvement in validation methodologies and workflows to enhance quality and efficiency of validation outcomes.
3-6 years of credit risk model validation or development experience.
Bachelor’s or Master’s degree in engineering, computer science, IT, mathematics, statistics, or econometrics with above average academic achievements.
Programming proficiency in SAS, R, Python, and SQL.
Essential experience with Basel regulatory standards related to credit risk; knowledge of APRA regulations (IRB, IFRS9, stress testing) advantageous.
Experienced in end-to-end delivery of quantitative model validation projects within regulated financial environments.
Able to communicate complex technical findings effectively to diverse internal stakeholders.
Familiarity with tools like Jupyter notebooks, R-markdown, GitHub, and AI assistants (copilot, GPT, Claude) integrated in validation workflows.