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Tier-1 firm, metro location, mid-level band, and generic BA title increase applicant competition.
High because role requires specialized banking regulatory credit-risk modelling, reducing transferability across industries.
High because JD mandates 3–5 years, IRB/IFRS9 domain expertise, and Python/R/SAS/SQL technical skills.
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Develop and validate risk measurement models for credit, market, and liquidity risk including Basel IRB models and impairment models.
Build and implement frameworks for regulatory compliance and change programs related to Basel, LIBOR transition, IFRS9, IFRS17, among others.
Design and implement capital management strategies and tools, managing multiple validations under tight timelines.
Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or related field.
3 to 5 years of experience in modelling or validation of Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations.
Strong technical skills in Python, R, SAS, and SQL with knowledge of credit modelling statistics.
Location requirement: Noida, India.
Experienced in managing complex risk model validations under tight deadlines with strong documentation discipline.
Capable of effectively challenging and providing independent risk oversight within regulatory frameworks.
Skilled in stakeholder influencing and relationship management within large banking or financial risk environments.