Credit Risk Modelling Engineer

3 months ago


Gurugram, India StashFin Full time

The detailed JD for the role is as below,

Responsibilities :

This role will work within the Model development function and will focus on model development, model calibration, implementation and monitoring of risk models across business functions, and development of challenger models, as necessary.

- This role will be expected to work hands-on to build and implement risk models, and bring in domain/quantitative best practices.

- Work hands-on in development, re-development, and calibration of risk and other models for lending portfolio.

- Data and quantitative analysis to support modelling decisions for underwriting, account management and internal rating scorecards.

- Work on the development of model methodologies, algorithms, and diagnostic tools for testing model robustness, sensitivity, and stability.

- Detailing of model techniques and interpretation of variables used in the models.

- Develop model performance metrics and a detailed model monitoring plan to ensure continued use of these behavioural models

- Bringing in industry best practices and consultative inputs to help deliver continuous value in advanced risk analytics.

Relevant experience :

- Relevant experience in Banking and Financial services, with experience in predictive modeling of regulatory and non-regulatory credit risk domain

- It is good to have Python coding experience.

- Experience in developing, validating models and risk management of credit risk models.

- Knowledge of various statistical techniques and proven skill in regulatory and non-regulatory credit risk modelling

- End-to-end development of credit risk and regulatory models including but not limited to - PD, LGD, EAD, Credit Scorecards, Behavioural scorecards etc.

- Develop statistical/mathematical and machine learning based models, rule fine tuning/optimization, testing, reviewing, and performing validation activities and prepare end to end model documentation.

- Detailed knowledge of data analysis / analytics / mining techniques

- Hands on expertise in SQL, ETL, Python,working with large data sets.

- Excellent knowledge of various statistical techniques

- Hands on experience in Machine Learning modeling techniques

(ref:hirist.tech)
  • Credit risk Modelling

    2 months ago


    gurugram, India EXL Full time

    Join EXL's innovative data science and engineering team, where we harness the power of generative AI to push the boundaries of data-driven solutions. At EXL, we're committed to exploring new frontiers in technology, and we need your expertise to drive us forward.Join our team and immerse yourself in a collaborative environment, where together we'll tackle...

  • Credit risk Modelling

    2 months ago


    Gurugram, India EXL Full time

    Join EXL's innovative data science and engineering team, where we harness the power of generative AI to push the boundaries of data-driven solutions. At EXL, we're committed to exploring new frontiers in technology, and we need your expertise to drive us forward.Join our team and immerse yourself in a collaborative environment, where together we'll tackle...


  • Gurgaon/Gurugram, IN StashFin Full time

    The detailed JD for the role is as below, Responsibilities :This role will work within the Model development function and will focus on model development, model calibration, implementation and monitoring of risk models across business functions, and development of challenger models, as necessary.- This role will be expected to work hands-on to build and...


  • gurugram, India Evalueserve Full time

    Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...


  • Gurugram, India Evalueserve Full time

    Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...


  • Gurugram, India Evalueserve Full time

    Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...


  • Gurugram, India Evalueserve Full time

    Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...


  • Gurugram, 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 over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...


  • gurugram, 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 over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...


  • gurugram, India Evalueserve Full time

    Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...

  • Manager- Credit Risk

    5 months ago


    Gurugram, 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 over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...

  • Credit Risk Analytics

    5 months ago


    Gurugram, Haryana, India OakNorth Bank Full time

    Credit Risk professional will develop wholesale credit risk models - PD/LGD for Real estate and Corporate portfolio as per IFRS9 requirements. Assisting in research, modelling and development for refinement of the current credit risk framework and code in SAS/R/Python for data creation and modelling. **Job Responsibilities**: - Developing wholesale credit...


  • gurugram, India WNS Full time

    Experience 8+ years consumer credit/retail portfolio and collection management, data analyst, and modeling experience5+ years of experience in account servicing, collection, policies to manage portfolio3+ years of experience in data modeling/decision sciencePrincipal Duties and Responsibilities Consumer lending Portfolio Management – developing, &...


  • Gurugram, India KPMG India Full time

    About KPMG in India KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...


  • Gurugram, India WNS Full time

    Experience 8+ years consumer credit/retail portfolio and collection management, data analyst, and modeling experience5+ years of experience in account servicing, collection, policies to manage portfolio3+ years of experience in data modeling/decision sciencePrincipal Duties and Responsibilities Consumer lending Portfolio Management – developing, &...


  • gurugram, India WNS Full time

    Experience 8+ years consumer credit/retail portfolio and collection management, data analyst, and modeling experience5+ years of experience in account servicing, collection, policies to manage portfolio3+ years of experience in data modeling/decision sciencePrincipal Duties and Responsibilities Consumer lending Portfolio Management – developing, &...


  • Gurugram, India WNS Full time

    Experience 8+ years consumer credit/retail portfolio and collection management, data analyst, and modeling experience5+ years of experience in account servicing, collection, policies to manage portfolio3+ years of experience in data modeling/decision sciencePrincipal Duties and Responsibilities Consumer lending Portfolio Management – developing, &...


  • gurugram, India WNS Full time

    Experience 8+ years consumer credit/retail portfolio and collection management, data analyst, and modeling experience 5+ years of experience in account servicing, collection, policies to manage portfolio 3+ years of experience in data modeling/decision science Principal Duties and Responsibilities Consumer lending Portfolio Management – developing, &...


  • Gurugram, Haryana, India Citi Full time

    The Credit Portfolio Intermediate Analyst is an intermediate-level position responsible for developing Risk Segmentation, Underwriting, Line management, Account management, Cross functional analytics Leverage credit risk data experience and business acumen to observe key trends, threats, inaccuracies and drivers of those observations. Work closely with...


  • Gurugram, India Crisil Limited Full time

    Key Roles and Responsibilities:- The role entails supporting credit risk management teams of global banks in counterparty credit risk assessment of corporates. The key activities include research and analysis of global corporates to assess their credit strength.- Prepare detailed credit risk assessment reports that involve analysis of factors such as the...