Analyst - Wholesale Credit Risk Quantitative Research

About the role

As a Quantitative Research Analyst, Wholesale Credit Risk Modeling within Risk Management and Compliance, you will design, analyze, and deliver quantitative models that support wholesale credit stress testing, internal capital planning, risk appetite frameworks, and loan loss reserves under current expected credit loss standards.

What you'll do

• Design and develop loss forecasting models for regulatory purposes
• Conduct back-testing, performance monitoring, and annual reviews of models in line with model governance standards
• Apply statistical and econometric techniques, and machine learning where appropriate, for forecasting, risk monitoring, and model explainability
• Handle large-scale panel datasets, including data cleaning, filtering, and feature engineering
• Partner with Data and Technology teams to implement models with robust data pipelines and controls

What you need

• 2–5 yrs of experience
• Credit risk
• Research
• Forecasting
• Machine learning
• Statistics
• C++
• B.Tech or B.E. or B.Sc or BCA

Good to have

• LLMs
• SQL
• Python
• ETL
• Performance testing