Lead/Manager-Model Development

2 weeks ago


Gurgaon, Haryana, India Evalueserve Full time

Elevate Your Impact Through Innovation and Learning

Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including a significant number of Fortune 500 companies. Operating in more than 45 countries across five continents, we excel in harnessing cutting-edge technology, artificial intelligence, and unmatched subject matter expertise to enhance our clients' business outcomes and strategic decision-making. With a team of 4,500+ skilled professionals spread across various countries like India, China, Chile, Romania, the US, and Canada, our global presence extends to emerging markets such as Colombia, the Middle East, and the Asia-Pacific region. Recognized as a Great Place to Work in multiple countries including India, Chile, Romania, the US, and the UK in 2022, we foster a dynamic, growth-focused, and inclusive culture that values work-life balance, diversity, and equal opportunities.

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Role Information

Job Title Lead/Manager

Location Gurugram

Nature of Job Permanent

Department Risk and Quant Solution

About Risk and Quant Solutions (RQS)

RQS is rapidly expanding at Evalueserve, addressing global financial needs with proven technological solutions. As part of the RQS team, you will tackle significant banking challenges and enhance decision-making with award-winning solutions.

Learn more here.

What you will be doing at Evalueserve

  • Model development for Retail and wholesale model development, scorecard model development, IFRS 9/ CECL model development

What we're Looking for

  • Solid understanding of credit risk models for the wholesale portfolio, model structure, variable treatments, variable data framework, and model development process
  • Proficiency in statistical methods and tools like logistic regression, Bayesian statistics, the Markov chain process, and time series analysis
  • Knowledge of credit risk models – PD, EAD, and LGD, scorecards, IFRS 9, Basel II IRB approach for credit risk, logistic and linear regression models
  • Strong expertise in SAS, Python (including OOP), statistical procedures, and automation capabilities in SAS and Python
  • Comprehension of different credit risk model constructs and frameworks
  • Understanding of the consumption layer of the curated data, specifically model development for credit risk models such as IFRS9, stress testing, and AIRB (PD, LGD, and EAD models)

Disclaimer: The information provided above offers insight into potential job responsibilities but is not a binding part of your employment contract. It is subject to periodic adjustments to align with changing circumstances.

If you are intrigued by this opportunity, please submit your resume



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