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Senior Risk Modelling Specialist

3 weeks ago

Jaipur, Rajasthan, India beBeeCreditRisk Full time ₹ 15,00,000 - ₹ 25,00,000
Job Description

The role entails constructing, validating, and refining quantitative models to support credit rating determinations, risk evaluations, and financial forecasts.

Main Responsibilities:
  • Design, implement, and refine statistical and econometric models to support credit rating methodologies.
  • Create 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.

This position requires a solid foundation in credit risk modeling along with hands-on experience in model development and data analysis within a financial environment.