
Credit Portfolio Risk Specialist
3 days ago
Job Title: Quantitative Risk Manager Credit Risk
Navi is looking for a Quantitative Risk Manager to join the Group Risk function, focusing on quantitative risk management across credit portfolio and model risk.
About the RoleThe successful candidate will support the development, validation, and ongoing monitoring of credit decisioning models and underwriting strategies.
They will work closely with cross-functional teams to deliver insights that guide business decisions, manage credit risk exposure, and contribute to key risk analytics initiatives including stress testing, portfolio diagnostics, and macroeconomic scenario modeling.
Key Responsibilities:- Develop, validate, and monitor credit decisioning models and underwriting strategies.
- Collaborate with cross-functional teams to drive business decisions, mitigate credit risk, and contribute to key analytics initiatives.
The ideal candidate will have:
- Bachelors/Masters degree in economics/ statistics/quantitative finance.
- Working knowledge of AI / ML techniques in quantitative modeling.
- Proficient knowledge of SQL, Excel, Tableau. Python would be a plus.
- Experience in financial modeling would be an add-on.
- Ability to find patterns in data and analyze potential impact against key business drivers.
We are shaping the future of financial services through products that are simple, accessible, and affordable.
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