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.
Some of the key responsibilities will include:
- 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.
To be eligible for this role you will require:
- 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.
Please contact Chaitra Shetty or email your cv directly in word format with Job ID: 16237 to [Confidential Information].
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.
