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Tier-1 bank, mid-level role in Bangalore with 5+ years draws high candidate competition.
Specialized banking credit risk and regulatory modeling skills limit cross-industry transferability.
Explicit 5+ years, mandatory technical stack and regulatory modeling experience imply high screening rigor.
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Lead and manage complex model maintenance, optimization, and planning initiatives for Retail portfolios focusing on operational processes, testing, reporting, and documentation.
Develop and execute model processes and optimization strategies supporting credit risk models including CECL, IFRS9, Basel, and CCAR stress testing.
Provide subject matter expertise and strategic consultation on predictive analytics and credit risk modeling, communicating insights and recommendations to management and business partners.
5+ years of experience in quantitative model solutions or quantitative model operations.
Bachelor’s degree from a premier institute or advanced degree (Masters/PhD) in quantitative fields such as applied mathematics, statistics, finance, economics, engineering, econometrics, or computer sciences.
Experience in credit risk analytics or credit risk modeling, monitoring, or implementation roles.
Proficiency in Python, SAS, SQL, and exposure to business intelligence tools such as Tableau or PowerBI.
Experienced in managing and delivering projects involving credit risk models for Retail portfolios including Home Lending, Auto, Cards, and Personal Loans.
Skilled in regulatory models and compliance requirements (CCAR, CECL, IFRS9, Basel) with a comprehensive understanding of related regulatory frameworks (SR 15-18, SR 11-7).
Demonstrates strong project management, stakeholder management, and the ability to navigate complex, multi-faceted analytical challenges and provide actionable insights.