Economic Capital Modelling

5 days ago


bangalore, India The Edge Partnership - The Edge in Asia Full time

Our client is a global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Economic Capital Modelling team in Bengaluru.Some of the key responsibilities will include:Support global and regional Economic Capital production processes, running and maintaining monthly simulations using tools such as Moody’s Risk Frontier.Assist in standardizing Economic Capital modelling parameters across regions, including PD / LGD correlations and systematic risk quantification.Enhance model production processes through automation, peer code reviews, and best coding practices using R, Python, and Git / Bitbucket.Collaborate with global stakeholders across regions to align on credit risk modelling frameworks and portfolio quality assessment.Develop and update proprietary credit loss forecasting models (PD, LGD, EAD) and support stress testing aligned with macroeconomic scenarios.Contribute to the design and implementation of credit risk appetite and concentration frameworks, linking them to business and capital strategies.To be eligible for this role you will require:Bachelor’s degree in a quantitative discipline with 5 – 7 years of experience in credit analytics, risk modelling, or related quantitative functions.Hands-on experience with data analytics tools such as Python, R, and Pandas; experience managing production-level code using Git / Bitbucket.Understanding of machine learning and statistical modelling techniques, including regression, multivariate analysis, and predictive analytics.Exposure to credit portfolio management, concentration risk assessment, and risk appetite frameworks.Knowledge of Monte Carlo simulations, credit loss forecasting, and stress testing techniques.Excellent communication and stakeholder management skills.Please contact Apoorva Sharma or email your cv directly in word format with Job ID: 15617 to Apoorva@theedgepartnership.comPlease 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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