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4 days ago
Job Title: Lead Risk Modelling Analyst
About the Role:We are seeking an experienced and analytically driven professional to join our team as a Lead Risk Modelling Analyst.
This role involves building, validating, and enhancing quantitative models that support credit rating decisions, risk assessments, and financial forecasts.
The ideal candidate will bring a solid foundation in credit risk modelling along with hands-on experience in model development and data analysis within a financial or ratings environment.
Key Responsibilities:- Design, implement, and refine statistical and econometric models to support credit rating methodologies.
- Build models for key risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
- Contribute to the development of macroeconomic scenario analysis and stress testing frameworks.
- Bachelor's Degree in Commerce / Finance / Statistics / Mathematics / Data Science / Computer Engg. / IT / Economics, Chartered Accountant or related field.
- Master's Degree in Finance / Statistics / Mathematics / Data Science / Economics, or related field (Preferred)
- 3–5 years of experience in credit risk modelling, model validation, or quantitative analysis within a credit rating agency, bank, or financial institution.
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