Credit Risk Modelling Expert

6 days ago

Chennai Tamil Nadu, India Expleo Full time

Overview:
Credit Risk Models Expert

**Responsibilities**:

- Lead the **design and execution of model testing strategies** for PD, LGD, and EAD models across retail, SME, and corporate portfolios.
- Build and manage a **testing framework** including input validation, model recalculation, performance tracking, stress testing, and documentation.
- Collaborate with model developers, business teams, auditors, and regulators to ensure transparency and alignment with risk and capital objectives.
- Interpret model outputs and translate complex statistical results into business-friendly insights and recommendations.
- Review and sign off on model validation reports and model performance dashboards.
- Support internal and external audits (e.g., SARB, internal audit, regulators) with detailed technical documentation and evidence.
- Ensure **ongoing compliance with Basel AIRB, IFRS 9, and ICAAP requirements**.
- Stay updated with regulatory changes, industry trends, and best practices in risk modeling.
- Conduct **peer reviews, mentoring, and training** to upskill team members in model testing and validation.

Qualifications:

- Certification in FRM/PRM/CQF is a plus.
- Experience with **data governance, risk data aggregation (BCBS 239)**.
- Familiarity with **machine learning techniques** in credit modeling is desirable but not mandatory.

Essential skills:
Expertise in Credit Risk Models

Desired skills:

- Master’s degree or PhD in **Statistics, Econometrics, Quantitative Finance, Mathematics, or related field**.
- 15+ years of experience in **credit risk model development, validation, or audit** within a banking or consulting environment.
- Deep knowledge of **Basel II/III**, **IFRS 9**, **IRB models**, and **capital adequacy frameworks**.
- Proficiency in model validation methodologies (discriminatory power, calibration, backtesting, sensitivity analysis).
- Hands-on expertise in **Python, R, SAS, SQL**, and/or model risk management platforms (e.g., Moody’s RiskAuthority, SAS IRM).
- Strong understanding of banking products and exposure types: loans, overdrafts, credit cards, guarantees, etc.
- Proven experience in **regulatory and stakeholder engagement**.
- Excellent **analytical, leadership, and communication** skills.

**Experience**:
15+ years

  • Credit Risk Modeler

    1 week ago

    Chennai, India Ford Motor Company Full time

    Masters in Finance, Financial Engineering, Analytics or Mathematics, Computer Science, Statistics, Industrial Engineering, Operations research, or related field. - Good understanding of Probability of Default (PD), LGD and EAD modeling technique. - Knowledge of Credit life cycle - Statistics and machine learning techniques. - Conducted and applied...

  • Credit Risk Modeler

    1 week ago

    Chennai, India Ford Global Business Services Full time

    **Job Description & Qualifications** **Roles & Responsibilities** - Develop and validate credit risk models - Using SAS, R, Python for model building and model validation - Compile and analyze the results from modeling output and translate into actionable insights - Prepare PowerPoint presentations and document preparation for the entire credit risk...

  • Credit Risk

    4 days ago

    Chennai, Tamil Nadu, India LatentView Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    About Latentview:LatentView Analytics is a leading global analytics and decision sciences provider, delivering solutions that help companies drive digital transformation and use data to gain a competitive advantage. With analytics solutions that provide 360-degree view of the digital consumer, fuel machine learning capabilities and support artificial...

  • Credit Risk Strategy

    16 hours ago

    Chennai, Tamil Nadu, India Tiger Analytics Full time

    - Tiger Analytics is a global leader in AI and analytics, helping Fortune 1000 companies solve their toughest challenges. We offer full-stack AI and analytics services & solutions to empower businesses to achieve real outcomes and value at scale. We are on a mission to push the boundaries of what AI and analytics can do to help enterprises navigate...

  • Chief Manager

    4 weeks ago

    Chennai, India Tvs Credit Services Ltd Full time

    Job Description Key Responsibilities Risk Monitoring & Reporting - Prepare product-level risk decks, analyzing performance against key risk metrics and benchmarks. - Track early bucket bounces and flow rates; provide actionable insights to credit and business teams. - Perform portfolio reviews focused on delinquency reports and Early Warning System (EWS)...

  • Chief Manager

    7 days ago

    Chennai, India TVS Credit Services Full time

    Job Description Key Responsibilities: - Design and manage credit policies for customer acquisition through e-commerce platforms. - Analyze partner-sourced customer profiles and define risk segmentation frameworks. - Collaborate with credit bureaus, data science, and analytics teams to develop scorecards and alternate data models. - Monitor key performance...

  • Model Risk Officer, Director

    6 days ago

    Bengaluru, Chennai, India Natwest Digitalx Full time ₹ 12,00,000 - ₹ 30,00,000 per year

    Join us as a Model Risk OfficerIn this key role, youll support the bank-wide policy covering the governance and control of model risk, developing, maintaining, and promoting the risk appetite setting for model riskYoull validate credit risk models used in credit decisioning and capital computation and ensure they are fit for purpose while providing effective...

  • Chief Manager

    7 days ago

    Chennai, India TVS Credit Services Full time

    Job Description Key Responsibilities: - Develop and manage credit policies for Consumer Durable Loans across various products and geographies. - Design rule-based or scorecard-driven underwriting criteria in line with risk appetite and market trends. - Work closely with OEMs, retailers, and sales finance teams to align credit policies with business strategy....

  • Santander FI Credit risk assessment

    1 week ago

    Chennai, Tamil Nadu, India Crisil Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    The role entails counterparty credit risk assessment of financial institutions. The key activities include research and analysis of global financial institutions to assess their credit strength. Prepare detailed credit risk assessment reports for FI credits that involve analysis of factors such as the operating environment, business strength, financial...

  • Chief Manager

    7 days ago

    Chennai, India TVS Credit Services Full time

    Job Description Key Responsibilities: - Own and drive credit policy design for cross-sell personal loan programs, targeting existing customer bases from internal or partner channels - Analyze customer behavior, repayment history, and alternate data to develop segmentation and eligibility strategies - Define and continuously refine scorecard-based or...