EXL is hiring a Credit Risk Analyst with strong Python skills to join our Gurugram risk analytics team. You'll build, validate and productionize credit-risk models and analytics (scorecards, PD/LGD/EAD, portfolio monitoring, stress-testing, IFRS9/CECL inputs etc.), automate reporting pipelines, and partner with business and technology stakeholders to drive data-led risk decisions.
Key responsibilities
- Design, develop and maintain credit risk models (PD, LGD, EAD, scorecards, propensity models) end-to-end using Python.
- Translate business problems into quantitative models and scalable analytics solutions.
- Clean, transform and explore large credit datasets; build reproducible ETL pipelines (SQL + Python).
- Implement model validation, benchmarking, backtesting and performance monitoring frameworks.
- Work with IFRS9/CECL frameworks and provide model inputs where applicable (scenario analysis, staging, expected credit loss).
- Productionize code and deploy models in collaboration with engineering/IT (APIs, batch jobs, scheduled pipelines).
- Build dashboards and regular reports for stakeholders using Python visualization libraries or BI tools.
- Document model methodology, assumptions and produce audit-ready documentation.
- Liaise with business teams, risk owners and external reviewers to explain model outputs and support decision-making.
- Mentor junior analysts and contribute to best practices, code reviews and model governance.
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