Senior Quantitative Risk Analyst

3 days ago


Mangalore, Karnataka, India beBeeRiskanalyst Full time ₹ 15,00,000 - ₹ 22,50,000
Key Risk Modelling Position

We are seeking an experienced and analytically driven professional to join our team as a Lead Risk Modelling Analyst.

Main Responsibilities:
  • Model Development & Enhancement
    • Design, implement, and refine 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.
  • Model Validation & Monitoring
    • Conduct performance testing, benchmarking, and sensitivity analysis of existing models.
    • Implement validation protocols to 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 and statistical testing to 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.
  • Collaboration & Support
    • Liaise with cross-functional teams including Ratings, IT, Compliance, and Data Engineering.
    • Provide analytical support during credit rating committee discussions and reviews.


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