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Quant Analyst – Credit Risk

Role Summary

The Credit Risk Quant Analysts will work on developing, validating, and enhancing models for credit risk assessment in banking and financial services.

Key Responsibilities

 Validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD),

and Exposure at Default (EAD).

 Develop and implement credit risk scoring models using advanced statistical techniques.

 Ensure compliance with regulatory standards such as IFRS 9 and Basel III/IV IRB approaches.

 Conduct benchmarking, backtesting, and stress testing of credit risk models.

 Analyze loan portfolio performance and provide insights for risk mitigation.

Required Skills

 Solid expertise in credit risk modeling techniques and statistical methods.

 Proficiency in programming languages like Python, R, or SAS.

 Knowledge of Basel III/IV credit risk regulations and IFRS 9 standards.

 Advanced degree in Quantitative Finance, Statistics, or Economics.

 Understanding of loan portfolios and retail/commercial banking products.

📌 Hiring for leading companies -Quant Analyst – Credit Risk (Mumbai)
🏢 Acura Solution
📍 Mumbai