IRB Credit Modelling

2 weeks ago


Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full time

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk team in Mumbai.

An Exciting opportunity to work with a South African Bank who is building their captive in Mumbai. They are looking for a keen professional who will be working directly with the Front office team and is excited about their hands-on role into Model Development.

Some of the key responsibilities will include:

  • Develop PD, LGD, EAD Models, and support other team members in the development of Credit Models as per IRB Regulatory Requirements.
  • Scope model requirements, review data, analyse portfolios, develop models, engage key stakeholders, and create model documentation.
  • Conduct annual reviews of models, review model performance, calibrate models, back-test models, and create supporting analysis on models.
  • Research, design and implement best practice methodologies for quantifying credit risk in line with Basel 3.1 IRB methodology and PRA Supervisory requirements.
  • Proactively engage with Credit and the Business unit to support understanding of Credit Models by providing model training and support.
  • Support model implementation within the bank's credit risk framework.
  • Resolve ad hoc model-related issues.

To be eligible for this role you will require:

  • 8+ Years of relevant experience and Bachelor's/Master's degree in Statistical, Mathematical, Financial, Economics, or STEM subjects with strong academic performance.
  • Hands-on modelling experience in model development for PD and LGD models, ideally in the context of IRB in strong regulatory environments.
  • Previous hands-on modelling experience, ideally in SQL or Python (or willingness to learn).

Please contact Malavika or email your cv directly in word format with Job ID: 10238 to riskandquants-

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.


  • IRB Credit Modelling

    2 weeks ago


    Mumbai, Maharashtra, India The Edge Partnership Full time

    Key responsibilities Develop PD, LGD, EAD Models, and support other team members in the development of Credit Models as per IRB Regulatory Requirements. Scope model requirements, review data, analyse portfolios, develop models, engage key stakeholders, and create model documentation. Conduct annual reviews of models, review model performance,...

  • Irb Credit Modeller

    2 weeks ago


    Mumbai, Maharashtra, India Investec Full time

    Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa.Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and a...


  • Mumbai, Maharashtra, India The Edge Asia Full time

    Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their IRB Credit Modelling team in Mumbai.Key responsibilities: Develop PD, LGD, and EAD models and provide support in the development of credit models, resolve any ad hoc...

  • Credit Modeller

    2 weeks ago


    Mumbai, Maharashtra, India Investec Full time

    Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa. Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and...

  • Sen. Risk Modeler

    2 weeks ago


    Mumbai, Maharashtra, India Credit Suisse Full time

    Your field of responsibilityYou will have the opportunity to work in the Credit Portfolio Modelling team in the Quantitative Analysis and Technology area of Credit Suisse's Chief Risk Officer division in Mumbai.In this function you are involved in mathematical design and prototyping of credit portfolio models, such as the Incremental Risk Charge, Trading...

  • Exp. Risk Modeler

    2 weeks ago


    Mumbai, Maharashtra, India Credit Suisse Full time

    Your field of responsibilityQuantitative Analysis and Technology ("QAT") is a team located globally, responsible for modelling complex financial instruments within Credit Suisse. These models are used daily by traders for pric-ing potential transactions, risk teams to evaluate existing positions and IT systems to manage and fulfil various back-office...


  • Mumbai, Maharashtra, India Credit Suisse Full time

    Your field of responsibilityYour responsibilities include: The truly global scope of model risk means that this role will involve working with an exceptionally broad group of business partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models. Validation of models and...

  • Risk Modeler, Avp

    1 week ago


    Mumbai, Maharashtra, India Credit Suisse Full time

    Risk ManagementEnglishWe OfferYou will lead independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying...

  • Jun. Risk Modeler

    2 weeks ago


    Mumbai, Maharashtra, India Credit Suisse Full time

    Your field of responsibility Develop models, ensuring theoretical soundness by employing advanced mathematical and statistical techniques Demonstrate independence in testing design and execution, results interpretation and presentation, and production of robust documentation Collaborate with colleagues across the globe, and will regularly engage with...


  • Mumbai, Maharashtra, India Riverforest Connections Private Limited Full time

    Job Responsibilities : Carry out audits under supervision of Seniors, first level discussion with auditee & drafting the report for review & release for Seniors Ensure that team carry out the Concurrent Audit of security / credit file checking with expected quality / timelines Independently conduct any assigned audits viz. WBO Business / credit, CAD,...


  • Mumbai, Maharashtra, India SAS Full time

    Senior Solutions Owner - Credit Risk Modelling Job Locations IN-Mumbai Requisition ID Job Category Sales/Pre-Sales Travel Requirements 50% Job title - Senior Solutions Owner - Credit Risk Modelling Job type -Hybrid Office Base Locations -Mumbai Nice to meet you Who are the SAS Institute? We're the leader in analytics. Through our...


  • Mumbai, Maharashtra, India Cacti Global Full time

    Job listing Job detailsJob Information:Work Experience yearsSkillset Financial Risk ManagementLocation Mumbai; Delhi NCR; Bengaluru; Hyderabad; Kolkata; ChennaiEducation Criteria CAIndustry Financial ServicesVertical Finance and ProcurementDomain Risk ConsultingSub-Domain Internal AuditCity MumbaiState/Province MaharashtraCountry IndiaZip/Postal Code-...

  • Credit research

    2 weeks ago


    Mumbai, Maharashtra, India HR Global head hunters Full time

    Client management: Accurate understandingof scope of research assignments/projects Meet & surpassthe client expectations Seek regular client feedback fromstakeholders Incorporate the feedback & close the loopDelivery management: Onetoone dedicated support to client; andresponsible for independent delivery of credit models credit memosand other research...

  • Credit Analyst

    2 weeks ago


    Mumbai, Maharashtra, India jai kisan Full time

    You will report to the Sr. Manager / Manager - Credit. Your responsibilities will include evaluating the financial state of potential customers, monitoring existing clients, performing risk assessments, determine credit worthiness of applicants, writing detailed reports, and making informed decisions while extending credit. Responsibilities Credit...

  • Credit Analyst

    2 weeks ago


    Mumbai, Maharashtra, India Intellectual Capital HR Consulting Pvt. Ltd. Full time

    Credit Analyst - NBFCKey Responsibilities: Preparation of credit appraisal notes for structured finance Working closely with internal & external vendors for technical and valuation and legal counsels for structuring. Forecast and micro-market analysis and preparing detailed proposals for presenting to theInvestment committee. Monitoring the...

  • Credit Analyst

    2 weeks ago


    Mumbai, Maharashtra, India Skill Ventory Full time

    Roles and Responsibilities 1) Responsible for Credit assessment2) Regular review of the case3) Detailed Financial analysis including finalization of financial model4) Preparation of Credit Approval Memorandum and following internal approval processes5) Appraisal of the proposals involving detailed analysis of Income Statement, Balance Sheet, Financial...

  • Credit Manager

    1 week ago


    Mumbai, Maharashtra, India jai kisan Full time

    You will report to the Head of Credit. Your responsibilities will include managing team of Credit Analysts and ensure due implementation of credit policies and processes while carrying out Credit function i.e. evaluating the financial state of potential customers, performing risk assessments, writing detailed reports, portfolio analysis, MIS management,...

  • VP- Credit

    2 weeks ago


    Mumbai, Maharashtra, India First Abu Dhabi Bank Full time

    Job Description Job Purpose: SA portfolio comprises complex multiproduct / multi-jurisdictional clients with significant cross-network revenue potential. The portfolio is expected to grow rapidly given the APAC strategy. The incumbent needs to be comfortable partnering with senior business counterparts in analysing, reviewing and monitoring large...

  • Credit Manager

    2 weeks ago


    Mumbai, Maharashtra, India FAIRMONT Full time

    **Job Description**As the Credit Manager, you will be responsible for overseeing the credit and collections process for the Fairmont Mumbai, ensuring timely payments from guests and maintaining strong financial controls. You will play a critical role in managing the hotel's accounts receivable portfolio, mitigating credit risks, and optimizing cash flow.Key...


  • Mumbai, Maharashtra, India Acies Full time

    About the Job:This is a fantastic opportunity to join a dynamic team as a Credit Risk Modelling Expert at a leading company in the financial industry.Requirements:Full-time position with 5 – 8 years of experience in Credit risk modelling, stress testing, PD, and LGD model development.Educational qualifications:Graduate/ PostgraduateAdditional...