Senior Manager EXL/SM/1546384

14 hours ago


Gurugram, India exl Full time

Job Description – Credit Risk Model Development (Banking Domain)Develop and enhance credit risk models including Probability of Default (PD) , Loss Given Default (LGD) , and Exposure at Default (EAD) in alignment with regulatory (Basel/IFRS9/CCAR) and internal risk management frameworks. Build and validate scorecard models for various portfolios (e.g., Retail, SME, Cards, or Wholesale), using statistical and machine learning techniques such as logistic regression, decision trees, and WOE/IV analysis . Perform end-to-end model development , including data extraction, cleansing, feature engineering, model estimation, calibration, validation, and documentation . Work closely with business, risk, and technology teams to ensure accurate model implementation and monitoring of model performance through back-testing and stability assessments. Prepare comprehensive model documentation as per regulatory and internal audit requirements, covering methodology, assumptions, and limitations. Hands-on experience with analytical tools and languages such as Python, SQL, and Excel , and strong understanding of banking products, credit lifecycle, and risk drivers .



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