- Chennai, Tamil Nadu, India
- 3–5 years
Credit Risk Modeler
Responsibilities
- Support credit risk analytics activities across model development, independent validation, monitoring, and business reporting.
- Conduct data extraction, reconciliation, quality checks, and analytical review using tools such as SQL, SAS, Python, Excel, and PowerPoint.
- Translate analytical findings into clear insights and communicate results to model development, validation, business, and risk stakeholders.
- Maintain clear documentation of analysis, validation observations, reporting logic, assumptions, and key findings.
- Assist in the development and enhancement of IFRS 9 models, including PD, LGD, EAD, expected credit loss, and related risk estimation frameworks.
Requirements
- Masters in Finance, Financial Engineering, Analytics or Mathematics, Computer Science, Statistics, Industrial Engineering, Operations research, or related field.
- Masters in Mathematics/Statistics/Economics/Engineering or any other related discipline.
- Nice to have: Random forests
- Nice to have: Decision trees
- Nice to have: Clustering