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Protocol Intelligence
Data-driven signals on your job's competitivenessTier-1 brand and Mumbai location increase interest, while niche regulatory risk skills limit broad applicant pools.
Strong banking regulatory and credit risk modelling requirements make cross-industry transferability low.
Mandates regulatory (CRR/IFRS9) expertise and production C++/Python skills, causing moderately strict screening.
Job Description
Structured overview of role & requirementsAbout This Role
Design and implement credit risk related calculations and reporting to support capital allocation and efficiency programs.
Build prototypes and conduct what-if analyses for capital planning and re-development of calculation platforms.
Collaborate with Front Office, Credit Risk Management, and Finance teams to align financial resource calculations and drive capital optimization.
Minimum Requirements
Strong quantitative and analytical skills with programming experience in C++ or Python in production-like environments.
In-depth knowledge of European banking regulations and accounting standards such as CRR, IFRS 9, COREP, FINREP, or AnaCredit.
Understanding of credit risk/counterparty credit risk parameter models (PD, LGD, CCF) and capital requirements.
Work Experience Required: Not explicitly mentioned in the JD.
Ideal Candidate Profile
Experienced in banking businesses and financial products with strong domain expertise in capital requirements and risk analytics.
Skilled in designing new calculation processes and managing credit risk RWA and key risk metrics.
Able to leverage AI tools responsibly to enhance productivity and optimize workflows in analytics and reporting contexts.