Vice President &#8211; Economic Capital Modelling

The Edge Partnership

Bengaluru, India

10-15 Years

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Posted 11 days ago
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Job Description

Our client is a global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a seasoned professional to join their Economic Capital Modelling team in Bengaluru.

Please contact Chaitra Shetty or email your cv directly in word format with Job ID: 16237 to

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

Lead a portfolio of quantitative credit risk initiatives, including Economic Capital modeling, Monte Carlo simulations, and PD/LGD/EAD model development, ensuring end-to-end delivery and governance.
Oversee EC production processes, enhance automation, and standardize methodologies across regions while ensuring accuracy, scalability, and resilience.
Drive development and maintenance of credit rating, loss, and stress testing models translate outputs into actionable insights for senior leadership.
Manage model governance, regulatory interactions, audit readiness, and ensure strong documentation, validation, and control frameworks.
Lead stakeholder engagement and team development, managing cross-functional collaboration and mentoring quantitative talent across multiple projects.

Role requirements

Bachelor's degree in a quantitative field with 10-15 years of experience in credit risk analytics/modeling within banking/financial services, including Basel models (PD/LGD/EAD) and stress testing.
Strong expertise in Economic Capital modeling, Monte Carlo simulations, and statistical techniques (regression, multivariate analysis, ML where applicable).
Proficiency in Python/R (plus SAS where relevant), data frameworks (e.g., Pandas), and tools such as Git, AWS, with a strong production and automation mindset.
Proven leadership experience managing teams, delivering multi-workstream projects, and working with global stakeholders.