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Tier-1 bank, mid-level role in Bengaluru with common 5+yr profile creates high applicant competition.
Role requires deep credit and regulatory modeling experience, limiting portability across non-financial industries.
Explicit 5+ years, mandatory credit-risk modelling experience and technical stack make shortlisting highly strict.
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Lead and perform complex activities related to credit and PPNR model development, evaluation, implementation, monitoring, and execution across commercial business verticals.
Lead large-scale projects including development and monitoring of credit ACL, CECL, IFRS9, Basel, and CCAR models for commercial portfolios.
Develop dynamic dashboards, analyze key risk parameters, identify strategic infrastructure improvements, and standardize controls and documentation frameworks.
5+ years of experience in credit risk modeling and quantitative analytics.
Bachelor’s degree or higher in quantitative disciplines such as mathematics, statistics, engineering, finance, economics, econometrics, or computer science.
Advanced programming expertise in Python, Tableau, and Power BI (5+ years).
Experience with credit risk analytics and knowledge of bank regulatory data sets; strong project management skills.
Experienced in leading credit risk modeling projects and managing complex quantitative analytics initiatives in a commercial banking environment.
Ability to standardize and improve analytical processes, with a focus on compliance and regulatory model requirements (ACL, CECL, IFRS9, Basel, CCAR).
Skilled in developing dashboards and conducting detailed performance analysis to support strategic decision making and risk assessment.