Join our Regulatory & Financial Risk team in Kolkata as a Deputy Manager specializing in Credit Risk Quantification. You will play a crucial role in developing and validating sophisticated risk models, ensuring robust regulatory compliance, and contributing to strategic capital management within a leading professional services firm.

Key responsibilities include developing and validating risk measurement models for credit, market, and liquidity risk. You will also build frameworks for regulatory compliance, implement regulatory change programs, and design capital management strategies. This involves creating and validating credit risk models, including rating/scoring methodologies, Basel IRB models, stress testing, and impairment models.

We seek candidates with 6 to 9 years of experience in modelling or validating Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations. Essential technical skills include proficiency in Python, R, SAS, and SQL, along with a strong understanding of credit modeling statistics. A Master’s degree or higher in Quantitative Finance, Statistics, Mathematics, or Engineering is desired. An effective challenge and independent risk oversight mindset, high attention to detail, strong documentation discipline, and stakeholder influencing abilities are also crucial.