Project Manager - Internal Rating Model - Credit Risk

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 frameworks

Qualifications:

- 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.

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