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Project Manager - Internal Rating Model - Credit Risk

Project Manager - Internal Rating Model - Credit Risk

NextJobHunt, India
7 hours ago
Job description

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 products
  • Strong production-level C++ programming
  • Python scripting for model calibration / automation
  • Experience with model governance, reserve methodology, and regulatory documentation
  • Nice-to-Have Skills-

  • Structured products (vol caps, credit-linked notes, commodity spreads, hybrids)
  • Quantitative investment strategy implementation
  • Familiarity 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 discipline
  • Degree from top-tier university (Russell Group, Ivy League, or equivalent)
  • MSc / PhD desirable
  • Why 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)

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