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.

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

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 .

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Key responsibilities

• 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.

Role requirements

Skills Required

Stress Testing, Statistical Modelling, Bitbucket, Predictive Analytics, Regression, Machine Learning, Pandas, Python, Multivariate Analysis, Git