Assistant Vice President Quant role Economic Capital Modelling

Position : Assistant Vice President – Economic Capital Modelling

🏢 Location : Bengaluru

👥 Reporting to : Vice President / Director

Key Responsibilities :

Credit Economic Capital Modelling

✅ Support global and regional Economic Capital production processes.

✅ Run, maintain, and update monthly simulations using Moody’s RiskFrontier or similar vendor models.

✅ Standardize and align EC modelling parameters across co`s regions.

✅ Conduct peer code reviews, automate production processes, and enhance model governance.

Credit Risk Framework

✅ Manage and refine credit risk appetite and concentration limit frameworks aligned to business strategy.

✅ Assess credit portfolio quality under changing economic and market conditions.

✅ Contribute to policy reviews and risk identification initiatives in coordination with global teams.

Credit Loss Forecasting Models

✅ Implement and enhance credit risk models (PD / LGD / EAD) to forecast stress losses.

✅ Standardize data extraction across systems for credit portfolio modelling.

✅ Support model validation, stress testing, and scenario-based forecasting initiatives.

Requirements : Technical Skills :

🔹 Strong experience with Python / R / Pandas for data analysis and model development.

🔹 Proficiency with Git / Bitbucket for version control.

🔹 Experience with Monte Carlo simulations, stress testing, and credit loss forecasting.

🔹 Familiarity with regression, multivariate analysis, machine learning, and deep learning techniques.

🔹 Exposure to cloud computing (AWS) preferred.

Experience & Education :

🎓 Bachelor’s or Master’s degree in Computer Science, Engineering, Finance, or Quantitative disciplines.

💼 3+ years’ experience in credit analytics or risk modelling functions.

💼 2+ years in front-office support or related functions within a major bank, insurance firm, or financial institution.

💡 Strong teamwork, critical thinking, and communication skills with the ability to lead and advocate analytical projects.

📧 Apply now or reach out to me for more details! :

varsha@zodnik.in