Economic Capital Modelling

Our client is a global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Economic Capital Modelling team in Bengaluru.

Some of the key responsibilities will include:

• Support global and regional Economic Capital production processes, running and maintaining monthly simulations using tools such as Moody’s Risk Frontier.
• Assist in standardizing Economic Capital modelling parameters across regions, including PD / LGD correlations and systematic risk quantification.
• Enhance model production processes through automation, peer code reviews, and best coding practices using R, Python, and Git / Bitbucket.
• Collaborate with global stakeholders across regions to align on credit risk modelling frameworks and portfolio quality assessment.
• Develop and update proprietary credit loss forecasting models (PD, LGD, EAD) and support stress testing aligned with macroeconomic scenarios.
• Contribute to the design and implementation of credit risk appetite and concentration frameworks, linking them to business and capital strategies.

To be eligible for this role you will require:

• Bachelor’s degree in a quantitative discipline with 5 – 7 years of experience in credit analytics, risk modelling, or related quantitative functions.
• Hands-on experience with data analytics tools such as Python, R, and Pandas; experience managing production-level code using Git / Bitbucket.
• Understanding of machine learning and statistical modelling techniques, including regression, multivariate analysis, and predictive analytics.
• Exposure to credit portfolio management, concentration risk assessment, and risk appetite frameworks.
• Knowledge of Monte Carlo simulations, credit loss forecasting, and stress testing techniques.
• Excellent communication and stakeholder management skills.

Please contact Apoorva Sharma or email your cv directly in word format with Job ID: 15617 to Apoorva@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.