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Tier-1 bank and metro location but niche regulatory-programming focus keeps competition moderate.
Bank capital and CRR/IFRS9-specific skills transfer poorly outside banking, requiring domain-specific experience.
Requires mandated regulatory expertise plus programming and capital modeling, making shortlist filters stringent.
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Design and implement credit risk related calculations and associated reporting for capital allocation and efficiency programs.
Analyze and implement regulatory and internal credit risk calculations and reporting, collaborating with Risk, Finance, and stakeholders.
Develop prototypes and scenario analyses for capital planning; manage Credit Risk RWA and related risk metrics and align calculations across Front Office, Credit Risk Management, and Finance.
Experience with credit risk parameter models (PD, LGD, CCF) and capital requirements for credit risk/counterparty credit risk.
Strong computing and programming skills including C++ or Python for production environment implementation.
In-depth knowledge of European banking regulations and accounting standards (e.g., CRR, IFRS 9) and reporting frameworks (e.g., COREP, FINREP, AnaCredit).
Work Experience Required: Not explicitly mentioned in the JD. Location: Mumbai, India.
Deep expertise in banking credit risk analytics and capital strategy with practical application to capital allocation and optimization.
Experience navigating multistakeholder environments, collaborating effectively across Front Office, Risk, and Finance functions.
Strong quantitative, programming, and regulatory knowledge enabling design and re-development of credit risk calculation platforms.