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Strong Tier-1 brand and Bangalore location balanced by niche quant/regulatory specialization.
Finance-specific model validation and regulatory expertise limit cross-industry transferability.
Explicit 4+ years requirement, specialized quant/regulatory skills, and model-validation expectations increase filtering strictness.
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Own end-to-end validation of complex models primarily in Mortgage, Credit, and Market Risk including model creation, implementation, performance assessment, and documentation.
Quantify, analyze, and manage market, credit, and operational risks to forecast losses and compute capital requirements ensuring compliance with regulatory and governance policies.
Collaborate with auditors, regulators, and senior management on model risk findings, validation evidence, and mitigation strategies.
Bachelor's degree in quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science).
4+ years of quantitative analytics experience or equivalent demonstrated through work experience, training, military experience, or education.
Work Experience Required: 4+ years quantitative analytics experience.
Not explicitly mentioned in the JD: Notice period and specific location requirements.
Experience performing model validations including documentation of validation evidence and providing effective challenge of business line models.
Strong foundation in advanced mathematical and statistical methods (e.g., Monte Carlo, stochastic calculus, linear algebra, applied probability, machine learning).
Able to independently lead complex validation projects from start to finish with attention to detail; comfortable interacting with technical teams and regulators.