Senior Credit Risk Manager

4 weeks ago


Kolkata, West Bengal, India Protiviti India Member Private limited Full time

Job Title: Senior Credit Risk Manager - Financial Risk Management

About the Role:

Protiviti India is seeking an experienced Senior Credit Risk Manager in Financial Risk Management to lead our efforts in Model Monitoring and Governance. This role will involve working closely with our top-tier clients, including global and Indian organizations, to enhance credit risk models and ensure regulatory compliance.

Key Responsibilities:

  • Develop and implement comprehensive monitoring frameworks for Basel and Decision Credit Risk models, including PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default).
  • Ensure compliance with regulatory guidelines from PRA, HKMA, and other bodies, including Basel 3.1, CCAR, IFRS9, and SS 1/23.
  • Conduct periodic backtesting, sensitivity analysis, and benchmarking to assess model accuracy and performance.
  • Analyze model outputs, identify trends, and provide actionable insights for improving model stability and performance.
  • Process and validate large datasets, ensuring data quality and integrity for effective model monitoring.
  • Collaborate with IT and data engineering teams to enhance data pipelines and overall model monitoring infrastructure.
  • Utilize statistical and machine learning techniques to evaluate model stability and performance over time.
  • Create insightful reports and advanced visualizations using tools like Qliksense and Google Looker to communicate findings to internal and external stakeholders.

Key Skills:

  • Expertise in Basel methodologies, including cyclicality, hybrid PD, and components-based LGD.
  • Strong knowledge of backtesting, sensitivity analysis, and benchmark model evaluation.
  • Proficiency in managing large datasets and ensuring data integrity.
  • Experience with reporting and visualization tools such as Qliksense and Google Looker.
  • Ability to collaborate effectively with cross-functional teams.

About Protiviti India:

Protiviti India, recognized as a Great Place to Work, operates across multiple cities in India, working with Fortune 100 and Fortune 500 companies to address complex business challenges. We provide a dynamic environment where professionals can grow, innovate, and deliver excellence.



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