Credit Risk Modeling Analyst - Financial Services

Location: Gurgaon.

One of our Global client is seeking a highly skilled and motivated Credit Risk Modelling Analyst to join their Risk Management team.

Key Responsibilities:.

- Model Development: Develop, implement, and maintain credit risk models (PD, LGD, EAD) using SAS and SQL.

- Data Analysis: Extract, clean, and analyze large datasets to support model development and validation processes.

- Risk Assessment: Conduct thorough risk assessments and scenario analyses to evaluate the impact of various credit risk factors.

- Model Validation: Perform model validation and back-testing to ensure the accuracy and robustness of credit risk models.

- Reporting: Prepare detailed reports and presentations on model performance, validation results, and risk assessment outcomes.

- Regulatory Compliance: Ensure models comply with relevant regulatory requirements and internal policies.

- Collaboration: Work closely with cross-functional teams including Risk Management, Finance, and IT to integrate credit risk models into business processes.

- Documentation: Maintain comprehensive documentation of model development processes, assumptions, and methodologies.