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The Edge Partnership - The Edge In Asia

Economic Capital Modelling

Employer undisclosedRole managed by a recruiter
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Develop and maintain economic capital models, run simulations, and support risk analytics.
8d ago
Intermediate (4-7 years), Experienced (8-12 years)
Full Time
Bengaluru, Karnataka, India
Office Full-Time
Role
What you would be doing
model development
stress testing
automation
code review
economic capital
parameter standardization
  • Develop and update proprietary credit loss forecasting models (PD, LGD, EAD) and support stress testing aligned with macroeconomic scenarios.
  • Collaborate with global stakeholders across regions to align on credit risk modelling frameworks and portfolio quality assessment.
  • Enhance model production processes through automation, peer code reviews, and best coding practices using R, Python, and Git / Bitbucket.
  • Contribute to the design and implementation of credit risk appetite and concentration frameworks, linking them to business and capital strategies.
  • Support global and regional Economic Capital production processes, running and maintaining monthly simulations using tools such as Moody’s Risk Frontier.
  • Assist in standardizing Economic Capital modelling parameters across regions, including PD / LGD correlations and systematic risk quantification.
What you bring
python
git
monte carlo
machine learning
bachelor's
communication
  • Hands-on experience with data analytics tools such as Python, R, and Pandas; experience managing production-level code using Git / Bitbucket.
  • Knowledge of Monte Carlo simulations, credit loss forecasting, and stress testing techniques.
  • Bachelor’s degree in a quantitative discipline with 5 – 7 years of experience in credit analytics, risk modelling, or related quantitative functions.
  • Understanding of machine learning and statistical modelling techniques, including regression, multivariate analysis, and predictive analytics.
  • Excellent communication and stakeholder management skills.
  • Exposure to credit portfolio management, concentration risk assessment, and risk appetite frameworks.
Benefits
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Training + Development
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Interview process
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Visa Sponsorship
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Security clearance
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Your recruiter
Your recruiting firm
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  • Founded to bridge the talent gap across Asia, the company has grown into a global executive search leader.
  • It offers tailored recruitment solutions to a diverse range of sectors, ensuring strategic matches for businesses.
  • Their deep expertise in energy, infrastructure, and commercial sectors sets them apart in the recruitment space.
  • The company thrives on a network of connections, built through years of experience and trust with clients.
  • Focusing on innovation and quality, they deliver exceptional results in challenging markets and industries.
  • Their consultants provide valuable market insights to clients, often acting as partners in business growth.
  • The company has a global reach, with offices spanning across major cities in Asia and beyond.
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