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Tier-1 bank, mid-level quant role in Bangalore with a popular title and metro hiring drives high competition.
Role requires specialized credit risk modelling skills tied to banking, so background fit sensitivity is high.
Mandatory 4+ years, specific credit-risk (PD/LGD/EAD) experience and strong Python make shortlisting highly strict.
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Create, implement, validate, and monitor complex credit risk models (PD/LGD/EAD) for retail and commercial lending.
Forecast losses and compute capital requirements using advanced statistical methods on market, credit, and operational risks.
Collaborate with regulators, auditors, and technical stakeholders to influence global risk assessments and analytical strategies.
Bachelor's degree or higher in quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science.
4+ years of quantitative analytics experience.
4+ years of credit risk modeling experience (PD/LGD/EAD) for retail/commercial lending, credit scoring, or loss forecasting models.
Strong hands-on experience with Python.
Experienced in building and validating credit risk models with deep understanding of statistical theory and capital requirement computations.
Able to manage communication and consultation with regulators, auditors, and technical teams for audit and compliance processes.
Comfortable working in a risk-focused, compliance-driven environment requiring proactive risk identification and decision-making.