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Tier-1 bank brand and Bangalore location increase applicant density, offset by specialized credit risk model validation requirements.
Requires deep credit risk, Basel and IRB/IFRS9 expertise, limiting cross-industry transferability.
Explicit 7-10 years, mandatory IRB/IFRS9 expertise and specific technical stack make shortlisting highly strict.
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Lead validation of credit risk models including IRB, IFRS9, and stress testing, ensuring compliance with regulatory and internal standards.
Engage with stakeholders such as model developers and owners to communicate validation findings and recommend risk mitigation.
Drive continuous improvement and strategic enhancements in validation methodologies and team processes, providing mentorship and technical leadership.
7-10 years experience in credit risk model validation or development including IRB, IFRS9, and stress testing models.
Bachelor's or Master's degree in engineering, computer science, information technology, mathematics, statistics, econometrics, or a related quantitative discipline.
Proficiency in SAS, R, Python, SQL; experience with Basel credit risk regulatory standards is essential.
Working knowledge of AI tools like copilot, GPT, Claude; familiarity with Jupyter notebooks, R-markdown, and GitHub is advantageous.
Experienced in end-to-end credit risk model validation projects within regulated banking environments, adhering to Basel and APRA standards.
Able to lead and mentor within a quantitative team, fostering collaborative knowledge sharing and driving process improvements.
Strong communicator capable of interpreting complex technical findings for diverse stakeholders, supporting strategic risk frameworks and AI integration.