Credit Risk Modelling Engineer
4 months ago
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
-
Credit Risk Modelling Engineer
2 months ago
Gurgaon/Gurugram, IN StashFin Full timeThe 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...
-
Manager- Credit Risk
5 months ago
Gurugram, India Evalueserve Full timeElevate 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 timeCredit 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...
-
Risk Advisory Credit Risk Senior
6 months ago
Gurugram, India KPMG India Full timeAbout 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...
-
Credit Risk Analytics-strategic Initiatives
3 months ago
Gurugram, Haryana, India Citi Full timeThe 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...
-
Crisil - Management Trainee - Credit Risk
3 weeks ago
Gurugram, India Crisil Limited Full timeKey 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...
-
Senior Quantitative Analyst
2 months ago
Gurgaon/Gurugram, India Siya Consulting and Advisory Pvt Ltd Full timeJob Title : Senior Quantitative AnalystLocation : GurugramCompany Overview : Siya Consulting and Advisory Private Limited is a leading Business Consulting Company committed to providing innovative solutions and exceptional service to our clients. We specialize in Credit Risk Management, Model Development, Model Validation, Market Risk Management, Business...
-
Acuity Knowledge Partners
2 months ago
Gurugram, India Acuity Knowledge Partners Full timeCredit Risk - DL/DM (Pd Model, Scorecards Responsibilities:- Validate models in accordance with client's model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.- Communicate results via formal model validation reports, as well as presentations to model owners and senior...
-
Home Credit
2 weeks ago
Gurugram, India Home Credit India Finance Private Limited Full timeKey Responsibilities:- Responsible for defining the credit underwriting framework- Defining the strategies for credit approval and Credit Limit assignment- Monitoring & meeting the vintage risk levels within the risk appetite- Defining the framework for repeat transaction authorization for revolving products- Monitoring & meeting the transaction risk levels...
-
Avp-credit Risk Analytics-c12
2 months ago
Gurugram, Haryana, India Citi Full timeThe Credit Portfolio Senior Analyst is an intermediate-level position responsible for conducting credit reviews, credit approval and monitoring the portfolio to identify credit migration in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to clients and counterparties...
-
Mrm Climate Risk Model Validation
1 month ago
Gurugram, Haryana, India Citi Full timeCiti’s **Risk Management** organization oversees risk-taking activities and assesses risks and issues independently of the front-line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks. Being part of our team means that...
-
Credit Business Modelling La
5 days ago
Gurugram, 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 over 30% of Fortune 500 companies. We have 4,500+ talented professionals operating across 45 countries, including India, China, Chile, Romania, the US, and Canada. Our global...
-
Credit Risk Reporting
3 weeks ago
Gurugram, India EliteRecruitments Full timeHiring professionals having experience in credit risk reporting.Experience - 3-10 yearsLocation - Pune, Bangalore, GurgaonRole Description Skillset • Support of the development and migration of key reporting functionality for the portfolios basis the project allocated. Manage queries between Risk Information Service and the report owners to support the...
-
Credit Risk Reporting
2 weeks ago
gurugram, India EliteRecruitments Full timeHiring professionals having experience in credit risk reporting. Experience - 3-10 years Location - Pune, Bangalore, Gurgaon Role Description Skillset • Support of the development and migration of key reporting functionality for the portfolios basis the project allocated. Manage queries between Risk Information Service and the report owners to support...
-
Credit Risk Reporting
3 weeks ago
gurugram, India EliteRecruitments Full timeHiring professionals having experience in credit risk reporting.Experience - 3-10 yearsLocation - Pune, Bangalore, GurgaonRole Description Skillset • Support of the development and migration of key reporting functionality for the portfolios basis the project allocated. Manage queries between Risk Information Service and the report owners to support the...
-
Credit Risk Reporting
3 weeks ago
Gurugram, India EliteRecruitments Full timeHiring professionals having experience in credit risk reporting.Experience - 3-10 yearsLocation - Pune, Bangalore, GurgaonRole Description Skillset • Support of the development and migration of key reporting functionality for the portfolios basis the project allocated. Manage queries between Risk Information Service and the report owners to support the...
-
Credit Risk Reporting
3 weeks ago
Gurugram, India EliteRecruitments Full timeHiring professionals having experience in credit risk reporting. Experience - 3-10 years Location - Pune, Bangalore, Gurgaon Role Description Skillset • Support of the development and migration of key reporting functionality for the portfolios basis the project allocated. Manage queries between Risk Information Service and the report owners to support...
-
Associate, Afe Private Credit
5 months ago
Gurugram, Haryana, India BlackRock Full timeDescription About this role BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual investors around the world. BlackRock’s mission is to create a better financial future for our clients. We have a...
-
StashFin - Head - Risk Policy
4 weeks ago
Gurugram, India Stashfin Full timeHead of Risk Policy About Stashfin:Stashfin is a leading digital lending platform committed to delivering fair, fast, affordable, and transparent financial solutions. Our mission is to empower individuals to take charge of their financial health by providing easy access to a wide range of financial products and services.Role Overview:We are seeking an...
-
Risk Advisory Credit Risk Manager
4 days ago
Gurugram, India KPMG India Full timeAbout 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...