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Lead Risk Model Developer
3 weeks ago
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.
About the Role- 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: Commerce / Finance / Statistics / Mathematics / Data Science / Computer Engg. / IT / Economics, Chartered Accountant or related field.
- Master's Degree (Preferred): Finance / Statistics / Mathematics / Data Science / Economics, or related field.
- Experience: 3–5 years of experience in credit risk modelling, model validation, or quantitative analysis within a credit rating agency, bank, or financial institution.
- Programming Tools: Strong command of programming tools such as Python, R, SAS, and SQL.
- Quantitative and Analytical Skills: Excellent quantitative and analytical skills with strong attention to detail.
- Competitive Salary: Competitive salary and performance-based bonus.
- Professional Growth: Professional growth in a dynamic, intellectually rigorous environment.
- Cutting-Edge Practices: Exposure to cutting-edge credit risk modelling practices.
We offer a collaborative, diverse, and supportive team culture.