Credit Risk Model Developer

2 weeks ago


Gurgaon, Haryana, India Crescendo Group Full time
Hiring for a professional with 4+ years of experience in financial and credit risk modeling exposure.

An incumbent coming with a statistical background and excellent modeling skills along with high knowledge of the credit risk domain.

You will be a part of a larger rating quality team.

Location - Gurgaon


Your future employer - India's leading Analytics Consulting company headquartered in New York with a total headcount of more than 40k employees.


Roles & Responsibilities:

  • Support in planning and driving the quality agenda in ratings
  • Large data analytics using statistical and advanced Excel tools.
  • Prepare various reports, including default and transition rates using data analytics, statistics for various regulatory disclosures
  • Prepare/update model validation reports as and when required.
  • Initiate postevent reviews of credits that have witnessed sharp rating actions and present findings to an internal committee
  • Identify issues/areas in analytics or process in credit opinions that can be avoided or improved periodically and enable its implementation
  • Interact and coordinate with various teams (including IT) on specific projects or deliverables periodically
  • Independently work and deliver ad hoc project tasks as and when Excellent advanced Excel (including macros), statistical, and data analytics skills. The ability to work with opensource language such as Rcode would be an added advantage
  • Ability to work with large sets of data and spot trends
  • Excellent modeling and analytical mindset
  • Strong understanding of financial concepts and business analysis
  • Strong understanding of Indian corporate/ BFSI sectors and the general economic & business environment
  • BTech/Engineering graduate/Diploma in Statistics
  • Work experience in credit risk, and risk management will be an advantage
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