Risk Manager — Credit Risk Analytics

Your Risk Mandate

• Develop statistical credit risk models (logistic regression, ML-based scorecards, survival models)
• Validate model performance: Gini, KS, PSI, and backtesting frameworks
• Compute regulatory capital requirements under Standardised and IRB approaches
• Prepare ICAAP submissions and risk appetite framework documentation
• Respond to RBI inspection queries and support internal audit findings

Requirements

5–10 years credit risk modelling. Strong Python (scikit-learn, statsmodels), SAS, and SQL. FRM, CFA, or CA preferred.

Salary: ₹20–38 LPA. Best quant risk job in Mumbai.