Risk Model Developer - Credit Risk

About the Role:

We are looking for a Risk Model Developer with strong expertise in building credit risk models from scratch to deployment. The candidate should have hands-on experience in Python, SQL, and sound understanding of statistical modeling techniques used in risk analytics within the banking and financial services domain.

Key Responsibilities:

- Develop credit risk models (PD, LGD, EAD, Basel/IFRS9/Scorecards) from scratch to implementation.

- Perform data extraction, cleaning, and transformation using SQL and Python.

- Conduct exploratory data analysis (EDA), variable selection, and model performance monitoring.

- Validate and document models in compliance with regulatory and internal governance standards.

- Partner with onshore teams to deliver analytical solutions and ensure timely project delivery.

- Create model documentation, process notes, and technical specifications.

- Collaborate with IT and business stakeholders for model integration and automation.

Required Skills & Experience:

- 4+ years of experience in credit risk modeling, model development, or model validation.

- Strong hands-on experience with Python (pandas, numpy, scikit-learn, statsmodels) and SQL.

- Sound understanding of statistical techniques such as regression, logistic regression, time series, and decision trees.

- Experience in banking or financial services domain preferred.

- Ability to manage projects independently and deliver within tight deadlines.

- Excellent communication and presentation skills.