Credit Risk Modeler - Banking/NBFC Domain

Key Responsibilities:

1. Credit Risk Modeling & Analytics

- Develop, validate, and monitor credit risk models such as PD, LGD, EAD models

- Perform model development using statistical techniques like regression, classification, and machine learning

- Conduct model performance tracking, back-testing, and benchmarking

- Work on scorecard development, stress testing, and portfolio risk analysis

2. Data Analysis & Insights

- Perform exploratory data analysis to identify key risk drivers and trends

- Extract actionable insights to support credit risk strategy and policy decisions

- Ensure data quality, integrity, and consistency across datasets

3. Regulatory & Governance

- Ensure models comply with regulatory frameworks such as Basel II/III, IFRS 9

- Prepare model documentation, validation reports, and audit requirements

- Work closely with risk, compliance, and audit teams

4. Collaboration & Stakeholder Management

- Partner with business, risk, and technology teams to implement models

- Communicate model assumptions, limitations, and outcomes to stakeholders

- Support decision-making with data-driven recommendations

5. Tools & Technology

- Proficiency in Python / SAS / R for modeling

- Strong SQL skills for data extraction and transformation

- Experience with large datasets and risk analytics platforms

Preferred Skills:

- Experience in banking/NBFC domain

- Knowledge of retail/wholesale credit risk

- Exposure to model validation or governance is a plus