Role : - Project Manager - Internal Rating Models / Credit Risk (IRB)
Location : - India
Experience : - 5+ years
About the Role :
Lead initiatives to design, implement, and monitor credit risk models that drive critical business decisions. Collaborate closely with trading, structuring, and risk teams to ensure robust, regulatory-compliant model development and deployment.
What You'll Do?
- Lead end-to-end model development for derivatives and structured products across asset classes
- Oversee production-level C++ and Python development for model calibration, automation, and deployment
- Ensure quantitative libraries meet rigorous standards and receive positive feedback from stakeholders
- Support regulatory documentation, model performance monitoring, and governance processes
- Collaborate cross-functionally with trading, product control, risk, and IT teams to deliver actionable insights
Must-Have Skills :
5+ years in quantitative model development for derivatives / structured productsStrong production-level C++ programmingPython scripting for model calibration / automationExperience with model governance, reserve methodology, and regulatory documentationNice-to-Have Skills-
Structured products (vol caps, credit-linked notes, commodity spreads, hybrids)Quantitative investment strategy implementationFamiliarity with CI / CD pipelines and version control (Git / Perforce)Knowledge of BCBS, ICAAP, and local regulatory Bachelor's in Mathematical Finance, Financial Engineering, Applied Mathematics, Physics, or related quantitative disciplineDegree from top-tier university (Russell Group, Ivy League, or equivalent)MSc / PhD desirableWhy This Role?
Join a high-performing, collaborative team where your work has real impact. Benefit from professional development, hands-on experience with global teams, and opportunities to grow while shaping the future of credit risk management.
Apply Now
(ref : iimjobs.com)