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PwC brand and Mumbai location increase competition, though credit-quant niche limits candidate pool.
Role requires deep banking/regulatory experience, making cross-industry transfers difficult.
Mandatory 6+ years, credit risk modelling and regulatory expertise make shortlisting highly selective.
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Accountable for advising Banks/NBFCs on credit risk policies, processes, and credit risk modeling including regulatory compliance.
Responsible for development and validation of wholesale/retail credit risk models (PD, LGD, EAD) and ensuring alignment with Basel Accords and IFRS 9 (ECL).
Lead and motivate risk-related teams, map client business needs to actionable credit risk solutions, and manage client engagements up to CXO level.
Minimum 6+ years of experience in Banks, Rating Agencies, Consulting Firms, or Analytical Software Companies with focus on credit risk quantification.
Mandatory skills: Credit Risk Quant; preferred skills include Model Development and Validation.
Education: Bachelor of Technology/Bachelor of Engineering; qualified CA or postgraduate degree also acceptable.
Proficiency or prior experience with regulatory frameworks (Basel Accords, IFRS 9), credit risk modeling, and credit rating/scoring processes.
Experience in mid-office credit risk functions within Banks or NBFCs, including policy definition and regulatory compliance.
Ability to lead teams and client communications, with experience delivering strategic credit risk advice at senior management/CXO level.
Familiarity with open-source tools like R or Python preferred for modeling and validation tasks.