Lead Quantitate Modelling Specialist

Overview

Lead quantitative modelling initiatives in credit and operational risk, including model development, validation, monitoring and analytical support for commercial portfolios.

What you'll do

• Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory
• Qualify, monitor markets and forecast credit and operational risks
• Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives
• Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis
• Review and assess models inclusive of technical, audit, and market perspectives
• Identify structure and scope of review
• Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models
• Collaborate and consult with regulators and auditors
• Present results of analysis and strategies
• Lead and perform various complex activities related to model monitoring, production and model analytics
• Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across commercial business vertical
• Lead large-scale projects
• Develop, implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for commercial portfolios
• Lead model monitoring, production and analytics for credit and balance models
• Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance
• Develop frameworks for documentation of development, implementation and monitoring processes across the team with focus on standardization of controls

What you'll need

• 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Nice to have

• Overall experience around 5+ years in credit risk modeling role
• Bachelor's degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences
• 5+ years of experience in credit risk analytics
• 5+ years of advanced programming expertise in Python, Tableau and Power BI
• Strong technical skills and problem solving skills
• Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Excellent verbal, written, and interpersonal communication skills
• Strong ability to develop partnerships and collaborate with other business and functional areas
• Knowledge and understanding of issues or change management processes
• Experience determining root cause analysis
• Flexibility with changing priorities
• Ability to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environment
• Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities
• Understanding of bank regulatory data sets and other industry data sources
• Ability to research and report on a variety of issues using problem solving skills
• Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment

Details

• Location: Bengaluru, India
• Posting end date: 5 Nov 2026