Risk Inn
Website:
riskinn.com
Job details:
๐๐๐ซ๐๐๐ซ ๐๐ฉ๐ฉ๐จ๐ซ๐ญ๐ฎ๐ง๐ข๐ญ๐ฒ | Credit Risk Analyst โ IRB Modeling | 3+ Years Experience
๐จโ๐ผ Total Positions: 3
๐ Location: Bengaluru, India (Hybrid / WFH options)
๐ Job ID: CR-IRB-MDL
๐ฐ Salary Range: โน18 โ โน35 Lakhs Per Annum (As per experience)
๐ก๐๐๐จ๐ฎ๐ญ ๐ญ๐ก๐ ๐๐จ๐ฅ๐: At Risk Inn, we specialize in connecting top-tier firms, investment banks, and consulting clients with exceptional talent in the field of risk analytics. Through our innovative online platforms and strong WhatsApp communities, we provide exclusive career opportunities that foster growth and success. Risk Inn is here to link skilled professionals with positions that enhance their career trajectories and contribute significantly to organizational achievements.
We are supporting our client, a prominent Risk Analytics and Advisory consulting firm in India, in hiring Credit Risk Analysts specialised in IRB model development, validation support and RWA implementation. This role is ideal for candidates who have led PD/LGD/EAD model development, productionised IRB model code for capital outputs, and worked on regulatory submissions or internal model governance within Big-4 or large investment bank environments.
Think you're the right fit? Keep reading!
๐๐๐ฒ ๐๐๐ฌ๐ฉ๐จ๐ง๐ฌ๐ข๐๐ข๐ฅ๐ข๐ญ๐ข๐๐ฌ
โ
Lead end-to-end IRB model development (PD, LGD, EAD) including data selection, feature engineering and model estimation for retail and wholesale portfolios
โ
Translate regulatory rules (Basel IRB) into model specifications and ensure correct mapping of model outputs into RWA calculations
โ
Author, optimise and maintain production SAS programs and batch workflows to generate PD/LGD/EAD inputs and RWA reports
โ
Design and execute backtesting, benchmarking and performance monitoring frameworks for IRB models and recalibration triggers
โ
Implement stress-testing scenarios and map stressed PD/LGD/EAD impacts into capital and management reporting
โ
Prepare model documentation, model risk assessments, methodology notes and regulator-ready model submission packs
โ
Support model validation and independent review teams by providing reproducible code, validation datasets and analyses
โ
Automate model runs, scheduling, logging and alerting for production pipelines; ensure robust runbooks and operational controls
โ
Reconcile model outputs with finance and risk reporting, investigate variances and document root-cause analyses for RWA movements
โ
Participate in peer code reviews, governance committees and audit responses to ensure model governance and regulatory compliance
๐ ๏ธ ๐๐จ๐ซ๐ ๐๐ค๐ข๐ฅ๐ฅ๐ฌ
- Strong (3โ8+ yrs) IRB modelling experience across model estimation, validation and production deployment in Big-4 / investment bank contexts
- Proven expertise in statistical modelling (GLM, survival analysis, segmentation, uplift, calibration) and model validation techniques
- Hands-on production programming experienceโproficiency in SAS (DATA Step, PROC SQL, Macros); familiarity with Python/R is advantageous
- Deep knowledge of Basel IRB frameworks, regulatory capital mapping, exposure conversion factors and RWA derivation
- Experience with large risk data pipelines: SQL, ETL, data quality, feature engineering and sample construction for model development
- Practical experience preparing regulator submissions, validation packs, model inventories and governance documentation
- Ability to optimise and tune code for large datasets, manage memory/runtime constraints and implement robust automation for daily/periodic runs
- Excellent stakeholder management and clear reporting skills to explain model drivers, limitations and capital impacts to senior risk, finance and audit teams
๐ ๐๐ก๐๐ญ ๐๐จ๐ฎ ๐๐๐ข๐ง:
- Remote work flexibility with support from experienced risk professionals
- Attractive salary package with performance bonuses
- Growth opportunities through professional development (training, certifications, challenging projects)
- Excellent work-life balance with Smart Remote work options
- Comprehensive benefits (health, retirement plans, etc.)
โฐ Ready to take the next step? Timing is key!
๐ฉ Send your resume to empowering@riskinn.com
Subject Line: Application for Job ID CR-IRB-MDL
OR reach out via DM / WhatsApp +91-885-970-2673 with Job ID CR-IRB-MDL
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