Position: Director-Credit Risk Modelling and Advisory

Role

- The Company is looking for a highly skilled Quantitative Credit Risk Subject Matter Expert to join its Credit Risk Advisory team in Mumbai. With extensive hands-on experience in credit model development, this individual will play a key role in design, build, and validation of current credit risk models across a range of asset classes and methodologies.
- Strong Python proficiency is a prerequisite, and the ability to translate complex quantitative outputs into compelling client narratives is equally critical.
- The role carries direct client exposure, requiring the candidate to engage confidently in technical discussions, present model frameworks, and support advisory mandates with rigorous analytical insight. This is a rare opportunity to combine deep quantitative craft with meaningful client impact within a globally recognised risk brand.

Requirements





- 11+ yrs of experience with extensive experience in credit risk modeling
- Ability to independently design, develop, and validate new credit risk models with methodological support
- Direct client-facing experience, including presenting technical outputs to non-technical audiences
- Extensive Statistical modelling with machine learning skills. Exposure of working with quant techniques that feed into Credit Risk
- Strong proficiency in Python including model build, testing, and documentation
- Knowledge of machine learning techniques applied to credit risk
- Familiarity with PD, LGD, EAD modelling and/or IFRS 9 / stress testing frameworks
- Ability to contribute to thought leadership, white papers, or market-facing publications

Location: Mumbai

This position is for a client of Vertex Corporate Services which is an MNC Consulting Firm

📌 Director-Credit Risk Modelling and Advisory (Mumbai)
🏢 Vertex Corporate
📍 Mumbai