Credit Risk Modelling

2 months ago


Uncha Samana, 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 complex challenges, solve impactful problems for our clients and redefine the art of possibility leveraging data science.Key Responsibilities:Develop and implement credit risk models using Python to predict default risk, probability of default (PD), loss given default (LGD), and exposure at default (EAD).Utilize statistical and machine learning techniques to build, validate, and improve models for assessing credit risk.Perform data extraction, transformation, and analysis using Python and SQL to support model development and testing.Collaborate with risk management teams to provide insights on model outcomes and their impact on business decisions.Ensure models comply with regulatory requirements and industry best practices.Required Skills:Strong proficiency in Python for model development, machine learning, and data analysis.SQL expertise: Querying and handling large datasets.Experience with credit risk modeling: Probability of default (PD), loss given default (LGD), and stress testing.Strong knowledge of statistical modeling techniques (e.G., regression, decision trees).Excellent analytical and problem-solving skills.Preferred Qualifications:Bachelor's or Master's degree in Data Science, Statistics, Finance, or a related field.Prior experience in credit risk modeling or the banking/finance industry.Familiarity with regulatory frameworks (e.G., Basel, IFRS 9).



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