Senior Manager
5 days ago
Senior Manager
EXL/SM/1546384
Data ManagementGurgaon
Posted On
04 Nov 2025
End Date
19 Dec 2025
Required Experience
5 - 12 Years
Basic Section
Number Of Positions
1
Band
C2
Band Name
Senior Manager
Cost Code
D008804
Campus/Non Campus
NON CAMPUS
Employment Type
Permanent
Requisition Type
New
Max CTC
Complexity Level
-
Work Type
Hybrid – Working Partly From Home And Partly From Office
Organisational
Group
Analytics
Sub Group
Analytics - UK & Europe
Organization
Data Management
LOB
Services
SBU
Analytics
Country
India
City
Gurgaon
Center
EXL Gurgaon Center 39-A
Skills
Skill
TEAM MANAGEMENT
BANKING
MODEL DEVELOPMENT
STATISTICAL ANALYSIS
Minimum Qualification
BTECH
BACHELOR OF STATISTICS
MASTER OF STATISTICS
B.SC.(H)–MATHEMATICS
Certification
No data available
Job Description
Job Description – Credit Risk Model Development (Banking Domain)
- Develop and enhance credit risk models including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) in alignment with regulatory (Basel/IFRS9/CCAR) and internal risk management frameworks.
- Build and validate scorecard models for various portfolios (e.g., Retail, SME, Cards, or Wholesale), using statistical and machine learning techniques such as logistic regression, decision trees, and WOE/IV analysis.
- Perform end-to-end model development, including data extraction, cleansing, feature engineering, model estimation, calibration, validation, and documentation.
- Work closely with business, risk, and technology teams to ensure accurate model implementation and monitoring of model performance through back-testing and stability assessments.
- Prepare comprehensive model documentation as per regulatory and internal audit requirements, covering methodology, assumptions, and limitations.
- Hands-on experience with analytical tools and languages such as Python, SQL, and Excel, and strong understanding of banking products, credit lifecycle, and risk drivers.
Workflow
Workflow Type
L&S-DA-Consulting
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