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Strong employer brand, metro location and mid-level seniority but niche credit-risk specialization reduces density.
Role requires specialised banking credit-risk, regulatory and modelling experience making cross-industry transferability low.
Explicit 6+ years, mandatory banking/NBFC credit modelling experience, IFRS9/Basel knowledge and CA/postgraduate requirement.
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Lead credit risk quantitative analysis focusing on wholesale and retail lending products, including credit risk model development, validation, and regulatory compliance (Basel Accords, IFRS 9 ECL).
Advise banks, NBFCs, and insurance clients on credit policies, credit ratings/scoring, credit risk modeling, and compliance with regulatory requirements.
Manage and motivate a team, deliver strategic decisions to clients and leadership, and contribute to business development impacting revenue generation.
6+ years of experience in banks, rating agencies, consulting firms, or analytical software companies focused on credit risk quant roles.
Qualification as Chartered Accountant or Postgraduate relevant to credit risk.
Experience with credit risk analytics, model development, and validation.
Proficiency in credit policy, processes, and regulatory frameworks including Basel Accords and IFRS 9; prior advisory experience with financial institutions preferred.
Experienced manager with demonstrated leadership in risk-related teams and ability to manage client relationships including CXO-level engagements.
Strong capability to translate client business needs into viable credit risk solutions and strategic advisory.
Technical familiarity or working knowledge with analytical tools like R or Python and integrated enterprise risk management approaches.