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PwC brand and Mumbai metro increase applicant density, balanced by niche credit-risk quant specialization.
Strong sector-specific regulatory and credit modelling requirements limit cross-industry transferability.
Mandates specific credit risk modelling, regulatory knowledge and seniority, making shortlisting highly strict.
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Lead advisory on credit risk quantitative analysis including credit policy, credit ratings/scoring, and risk modelling for Banks and NBFCs.
Ensure compliance with regulatory frameworks such as Basel Accords and IFRS 9 (ECL) while overseeing credit risk model development and validation for wholesale, retail, and microfinance lending products.
Manage and motivate a team, deliver strategic client presentations, and contribute to revenue growth by acquiring new clients.
Minimum 4+ years experience with Banks, NBFCs, Rating Agencies, or Consulting Firms focused on credit risk quant and advisory.
Qualified Chartered Accountant or Postgraduate degree with at least 6 years relevant experience.
Proficiency in credit risk analytics including model development/validation and understanding of regulatory frameworks like Basel Accords and IFRS 9 required.
Work Experience Required: Minimum 4+ years in relevant credit risk roles; Notice period not explicitly mentioned.
Experience in mid office credit roles involving credit policy definition, credit risk modelling, and regulatory compliance in wholesale and retail lending contexts.
Strong client-facing skills with ability to communicate at CXO level and translate business needs into viable risk solutions.
Demonstrated leadership in managing teams and driving business development in risk advisory environments; familiarity with programming tools like R or Python preferred but not mandatory.