
Lead Risk Modelling Specialist
2 days ago
Job Title: Lead Analyst
Mumbai-based credit risk modelling expert sought for full-time role.
Key responsibilities include building, validating and enhancing quantitative models that support credit rating decisions, risk assessments and financial forecasts.
- Develop and refine statistical and econometric models to support credit rating methodologies.
- Design and implement models for key risk parameters including Probability of Default (PD), Loss Given Default (LGD) and Expected Loss (EL).
- Contribute to macroeconomic scenario analysis and stress testing frameworks.
Required skills:
- Strong command of programming languages such as Python, R and SQL.
- Practical understanding of credit risk models, financial instruments and portfolio risk dynamics.
- Familiarity with regulatory frameworks including Basel III/IV.
Benefits:
- Competitive salary and performance-based bonus.
- Professional growth in a dynamic environment.
- Exposure to cutting-edge credit risk modelling practices.
Candidate profile:
- Bachelor's degree in Finance, Statistics or related field.
- Master's degree preferred.
- 3-5 years experience in credit risk modelling or quantitative analysis.
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