Senior Credit Risk Analyst Position

2 days ago


Gurgaon, Haryana, India beBeeRisk Full time ₹ 1,50,00,000 - ₹ 2,00,00,000
Lead Model Developer/Validator Opportunity

Job Overview:

We are seeking a seasoned Lead Model Developer/Validator to spearhead advanced credit risk modeling initiatives.

The ideal candidate will bring deep domain expertise and technical prowess to drive sophisticated credit risk modeling across retail and wholesale portfolios.

Key Responsibilities:

  • Develop and validate cutting-edge credit risk models, including PD, EAD, LGD, and Expert judgement-based PD models for Corporate, Specialized Lending, and Financial Institutions.
  • Prepare and preprocess comprehensive datasets using tools like SAS, Python, R, and SQL.
  • Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights.
  • Document technical solutions, regulatory compliance, test plans, validation reports/findings reports, and business requirements documents (BRD).
  • Continuously improve model performance through optimization opportunities, advanced techniques, and predictive accuracy enhancements.
  • Provide guidance and mentorship to junior team members, fostering knowledge sharing and professional growth.

Required Qualifications:

  • 5-10 years of hands-on experience in credit risk model development and validation.
  • Proven expertise in modeling across retail and wholesale credit portfolios.
  • Advanced proficiency in SAS, Python, R, and SQL.
  • Deep understanding of IFRS9 and CECL regulatory frameworks and guidance.
  • Exceptional analytical and problem-solving skills.
  • Excellent written and verbal communication abilities.

Preferred Qualifications:

  • Advanced degree in Statistics, Mathematics, Economics, or related field.
  • Professional certifications in risk management or financial modeling.
  • Experience with IRB modeling, machine learning/advanced statistical modeling techniques.
  • Knowledge of Basel regulatory guidance.

Technical Skills:

  • Model Development: PD, LGD, EAD, Qualitative PD Models.
  • Programming: SAS, Python, R, SQL.
  • Regulatory Knowledge: IRB, IFRS9, CECL.
  • Statistical Modeling.
  • Data Preprocessing.
  • Machine Learning Techniques.


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