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Medium competition: Tier-1 bank and Mumbai locale increase applicants, but niche regulatory and quant requirements limit pool.
High because banking regulatory capital and counterparty credit risk skills transfer poorly outside financial services.
High strictness due to specialized CRR/IFRS9 expertise and mandatory programming and capital model experience.
Design and implement credit risk and counterparty credit risk parameter calculations (PD, LGD, CCF) and associated reporting for capital allocation and efficiency programs.
Build prototypes and conduct what-if analysis to support capital planning and redevelopment of calculation platforms.
Collaborate with Risk, Finance, and Front Office to align on financial resource consumption, credit risk RWA management, and capital optimization strategies.
Experience in credit risk analytics, capital strategy, or related financial risk modeling roles: Not explicitly mentioned in the JD.
Strong computing/programming skills including C++ or Python in production environments.
In-depth knowledge of European banking regulations and accounting standards, including CRR, IFRS 9, and reporting frameworks like COREP, FINREP, or AnaCredit.
Location: Mumbai, India.
Experienced in banking capital requirements and credit risk parameter models with practical application in financial products and derivatives.
Able to manage cross-functional stakeholder alignment among Front Office, Credit Risk Management, and Finance.
Possesses strong quantitative and analytical skills combined with programming expertise to improve and automate complex risk calculations and reporting.