Deputy Manager | Credit Risk Quant | Noida | Regulatory & Financial Risk

About the role

Learn more about Risk, Regulatory & Forensic ) PD, LGD, EAD, and CCF modelling methodologies RWA attribution and capital impact assessment Corporate and SME lending (term loans, revolving credit, working capital facilities) Financial institutions & sovereign portfolios Commercial Real Estate (CRE) and income-producing real estate

What you'll do

• Evaluate model conceptual soundness, data representativeness, risk differentiation, and calibration methodology
• Prepare high-quality validation documentation with clear findings, limitations, and remediation actions
• Support regulatory engagements, addressing model findings, remediation evidence, and audit requests
• Partner with Model Development, Credit Policy, Data Governance, and Capital Management teams to ensure models are fit-for-purpose and well-controlled

What you need

• 4–6 yrs of experience
• Credit risk
• Working capital
• IFRS
• Performance testing
• System design
• Compliance
• B.Com or MBA

Good to have

• Statistics
• SAS
• SQL
• Python
• R