Risk Model Development Leader

1 day ago


Agra, Uttar Pradesh, India beBeeRiskAnalyst Full time ₹ 1,20,00,000 - ₹ 2,00,00,000

Job Title: Lead Risk Modelling Analyst

We are seeking an experienced and analytically driven professional to lead our risk modelling efforts.

Key Responsibilities:
  • Design, implement, and refine statistical 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.

Model Validation & Monitoring

  • Conduct performance testing, benchmarking, and sensitivity analysis of existing models.
  • Implement validation protocols to ensure models meet internal standards and regulatory expectations.
  • Recommend enhancements based on validation outcomes and business feedback.

Data Analysis & Management

  • Work with large datasets from multiple sources to support model calibration and back-testing.
  • Perform exploratory data analysis and statistical testing to inform model assumptions.

Candidate Profile

  • Bachelor's Degree in Commerce / Finance / Statistics / Mathematics / Data Science or related field.
  • Master's Degree in Finance / Statistics / Mathematics / Data Science or related field (Preferred)
  • 3–5 years of experience in credit risk modelling, model validation, or quantitative analysis within a financial institution.


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