Credit and market risk modelling for banking clients.
Build and maintain credit and market risk models for banking and NBFC clients, supporting regulatory and internal capital processes.
Responsibilities
- Develop and validate PD / LGD / EAD models and stress-testing frameworks.
- Produce monthly risk dashboards and regulatory submission packs.
- Partner with credit and compliance teams on model governance.
- Document methodology and respond to internal / external audit queries.
Requirements
- Master’s in Statistics / Economics / Finance or FRM with 3+ years in risk.
- Hands-on Python or R plus SQL; familiarity with Basel / RBI norms.
- Experience in retail or wholesale credit risk preferred.
Benefits
- Fully remote
- Health insurance
- Certification sponsorship
- Annual bonus
Required Skills
Credit Risk · Python · SQL · Stress Testing · Regulatory Reporting