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.
Solid 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
Robust 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 (India)
🏢 Vertex Corporate
📍 India