Data Driven Lead Quantitative Expert

3 days ago

Delhi, Delhi, India beBeeRiskAnalyst Full time ₹ 1,00,00,000 - ₹ 2,00,00,000

About This Role

We are seeking an experienced and analytically driven Lead Quantitative Analyst to join our Risk Modelling team. This position involves developing, validating, and enhancing quantitative models that support risk assessments, financial forecasts, and decision-making.

Main Responsibilities

  • Model Development & Enhancement: Design, implement, and refine statistical and econometric models to support credit rating methodologies.
  • Build models for key risk parameters: Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
  • Contribute to macroeconomic scenario analysis and stress testing frameworks.
  • Model Validation & Monitoring: Conduct performance testing, benchmarking, and sensitivity analysis of existing models.
  • Implement validation protocols: Ensure models meet internal standards and regulatory expectations.
  • Recommend enhancements: Based on validation outcomes and business feedback.
  • Data Analysis & Management: Work with large, structured and unstructured datasets from multiple sources to support model calibration and back-testing.
  • Perform exploratory data analysis: Inform model assumptions.
  • Documentation & Communication: 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.
  • Candidate Profile: Bachelor's Degree in Commerce / Finance / Statistics / Mathematics / Data Science / Computer Engg. / IT / Economics, Chartered Accountant 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 risk management agency, bank, or financial institution.
  • Candidates having prior experience of working in a Risk Management 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 risk management methodologies and capital markets.

Why Join Us?

  • Be part of a founding team building a new-age risk management agency
  • Competitive salary and performance-based bonus.
  • Professional growth in a dynamic, intellectually rigorous environment.
  • Exposure to cutting-edge risk modelling practices.

Collaborative, diverse, and supportive team culture

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