





Tier-1 employer, metro role, but niche credit-quant skillset limits candidate pool.
Role demands sector-specific credit-risk and regulatory expertise, limiting cross-industry transferability.
Explicit 6+ years, mandatory banking/credit modeling and regulatory skills create strict shortlisting filters.
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Own credit risk analytic solutions focusing on credit policy, risk modelling, and regulatory compliance for Banks and NBFCs.
Provide expertise on credit products, risk parameter estimation (PD, LGD, EAD), model development and validation aligned with Basel Accords and IFRS 9 (ECL).
Engage with clients at CXO level to advise on enterprise risk management and lead credit risk strategy decisions, including revenue responsibility and client acquisition.
Minimum 6 years experience in Banks, Rating Agencies, Consulting Firms, or Analytical Software Companies with 2+ years in credit risk quant roles.
Qualifications required: Chartered Accountant or Postgraduate (MBA) degree.
Mandatory skills: Credit risk analytics, credit risk model development/validation, understanding of Basel Accords and IFRS 9.
Prior experience in mid-office credit risk functions including credit policy, ratings/scoring, credit risk modelling, and regulatory requirements.
Experienced in managing and mentoring teams focusing on credit risk within financial institutions or consulting contexts.
Ability to translate complex client requirements into viable business propositions and communicate effectively at senior (CXO) client levels.
Proficient in analytical tools such as R or Python and capable of leading revenue generation and new client engagements.