Senior Financial Modeler

23 hours ago


Delhi Mumbai Bengaluru Bangalore, India beBeeCreditRiskAnalyst Full time US$ 90,000 - US$ 1,20,000

Role Overview:

The Credit Risk Quant Analyst will be responsible for developing and validating models to assess credit risk in the banking and financial services sector.

Main Responsibilities:

  • Validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
  • Develop advanced statistical models for credit risk assessment.
  • Evaluate compliance with regulatory standards such as IFRS 9 and Basel III/IV IRB approaches.
  • Perform benchmarking, back testing, and stress testing of credit risk models.
  • Analyze loan portfolio performance to provide insights for risk mitigation strategies.

Key Skills and Qualifications:

  • Expertise in credit risk modeling techniques and statistical methods.
  • Proficiency in programming languages like Python, R, or SAS.
  • Knowledge of Basel III/IV credit risk regulations and IFRS 9 standards.
  • Advanced degree in Quantitative Finance, Statistics, or Economics.
  • Understanding of loan portfolios and retail/commercial banking products.


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