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PwC brand and Mumbai metro increase competition, but niche credit-risk quant skills narrow the candidate pool.
Skills are highly domain-specific to banking regulation and credit risk modelling, limiting cross-industry transferability.
Explicit six-year minimum and specialized credit-risk modelling and regulatory requirements enforce strict filtering.
Own end-to-end credit risk advisory for Banks/NBFCs including credit policy, credit risk modeling, and regulatory compliance (Basel, IFRS 9).
Lead credit risk model development and validation (PD, LGD, EAD) for wholesale and retail lending portfolios including microfinance.
Engage with client CXOs to provide strategic risk management decisions and revenue responsibility including new client acquisition.
Minimum 6 years experience with Banks, Rating Agencies, Consulting Firms or Analytical Software Companies, including 2+ years in credit risk quant roles.
Qualification: Chartered Accountant or MBA is mandatory.
Experience with mid-office credit risk processes, credit ratings/scoring, and regulatory frameworks (Basel Accords, IFRS 9).
Proficiency in at least one programming or statistical tool like R or Python preferred.
Experienced in managing and motivating credit risk teams with client-facing exposure and ability to engage at CXO level.
Strong in converting complex client credit risk requirements into actionable advisory and business propositions.
Demonstrates strategic judgment and leadership in enterprise risk management for financial institutions.