Senior Manager - Credit Risk

Job Title: Sr. Manager - Credit Risk

Location: Mumbai

Experience: 3+ Years

Job Responsibilities:

- Interact with senior management for driving Business growth and optimizing risk through analytical solutions and Use sophisticated statistical techniques to design advanced analytical scorecards for customer acquisition, customer lifecycle management and collections.

- Credit Risk Analytics with prime exposure to Ind AS, ECL, BASEL and IFRS9 Modelling. Maintain documentation and controls in line with internal and external audit standards.

- Development, validation and Implementation of credit risk models ECL: PD, LGD estimation, CECL - forward looking PD estimation using Time Series, OpVar Calculation, recovery estimation, portfolio valuation (buyouts, sell-down).

- Compile and analyse macroeconomic and borrower-specific data for model inputs.

- Analyse financial data and borrower behaviour to assess creditworthiness.

- Portfolio Analysis and deep dive on various segments/cohorts, Manage Bureau relationship and leverage it for market trends/insights.

- Data augmentation through external/Alternate Data providers partners for better scoring.

- Use of Machine Learning algorithm for advanced analytics.

- Collaborate with business users for implementation and monitoring of scorecards/solutions and impact on business and risk.

- Implementation of analytical solutions through IT platform & Cross-functional Collaboration - Work with Risk, credit, finance, and data teams to align risk models with business needs.

- Provide insights and recommendations to optimize credit decisions.