Assistant Vice President, D

8 hours ago


Bangalore, India Global Full time

Assistant Vice President – Economic Capital Modelling # ; Reporting to: Vice President / Director Credit Risk Framework ✅ Manage and refine credit risk appetite and concentration limit frameworks aligned to business strategy. ✅ Assess credit portfolio quality under changing economic and market conditions. ✅ Contribute to policy reviews and risk identification initiatives in coordination with global teams. Implement and enhance credit risk models (PD/LGD/EAD) to forecast stress losses. ✅ Standardize data extraction across systems for credit portfolio modelling. ✅ Support model validation, stress testing, and scenario-based forecasting initiatives. Strong experience with Python/R/Pandas for data analysis and model development. #Experience with Monte Carlo simulations, stress testing, and credit loss forecasting. #Familiarity with regression, multivariate analysis, machine learning, and deep learning techniques. #Exposure to cloud computing (AWS) preferred. Experience & Education: #Bachelor’s or Master’s degree in Computer Science, Engineering, Finance, or Quantitative disciplines. #3+ years’ experience in credit analytics or risk modelling functions. #2+ years in front-office support or related functions within a major



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