Senior Quantitative Risk Manager

2 days ago

Bengaluru, Karnataka, India beBeeRiskModelling Full time ₹ 1,50,00,000 - ₹ 2,00,00,000
Lead Risk Modelling Analyst

This is a key role in our Credit Ratings team, involving the development and enhancement of quantitative models that support credit rating decisions, risk assessments, and financial forecasts.

Key Responsibilities:
  • Develop statistical and econometric models to support credit rating methodologies.
  • Build models for key risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
  • Contribute to the development of macroeconomic scenario analysis and stress testing frameworks.
  • Test, validate and benchmark existing models.
  • Implement validation protocols to ensure models meet internal standards and regulatory expectations.
  • Recommend enhancements based on validation outcomes and business feedback.
  • Work with large datasets from multiple sources to support model calibration and back-testing.
  • Perform exploratory data analysis and statistical testing to inform model assumptions.
  • Prepare comprehensive model documentation for internal committees, model governance teams, and regulators.
  • Communicate complex quantitative findings clearly to non-technical stakeholders, including rating analysts and senior management.
  • Liaise with cross-functional teams including Ratings, IT, Compliance, and Data Engineering.
  • Provide analytical support during credit rating committee discussions and reviews.

Qualifications and Requirements:
  • Bachelor's Degree in Commerce / Finance / Statistics / Mathematics / Data Science / Computer Engg. / IT / Economics or related field.
  • Master's Degree in Finance / Statistics / Mathematics / Data Science / Economics or related field preferred.
  • 3–5 years of experience in credit risk modelling, model validation, or quantitative analysis within a credit rating agency, bank, or financial institution.
  • Candidates having prior experience of working in a Credit Rating Agency preferred.
  • Strong command of programming tools such as Python, R, SAS, and SQL.
  • Practical understanding of credit risk models, financial instruments, and portfolio risk dynamics.
  • Familiarity with regulatory frameworks like Basel III/IV.
  • Excellent quantitative and analytical skills with strong attention to detail.
  • Ability to manage multiple projects with minimal supervision.
  • Exposure to machine learning techniques applied to credit risk or financial modelling.
  • Experience with data visualization tools (e.g., Power BI, Tableau).
  • Working knowledge of rating agency methodologies and capital markets.

Why Join Our Organisation?
  • Be part of a dynamic and intellectually rigorous environment.
  • Competitive salary and performance-based bonus.
  • Professional growth opportunities.
  • Exposure to cutting-edge credit risk modelling practices.

A collaborative, diverse, and supportive team culture.

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