Credit Risk Analyst

Credit Risk Analyst

Roles & Responsibilities:

• Credit Risk Assessment & Modelling

  : Use statistical techniques to design advanced analytical scorecards for customer acquisition and lifecycle management. Analyze financial data and borrower behavior to assess creditworthiness.

• Risk Analytics

  : Focus on

  Ind AS, ECL, BASEL, and IFRS9 Modeling

  . Develop, validate, and implement credit risk models for ECL and PD/LGD estimation.

• Data Analysis

  : Compile and analyze macroeconomic and borrower-specific data for model inputs. Conduct portfolio analysis and deep dives on various segments and cohorts.

• Machine Learning

  : Use Machine Learning algorithms for advanced analytics and data augmentation through external data providers.

• Cross-functional Collaboration

  : Collaborate with risk, credit, finance, and data teams to align risk models with business needs and provide insights to optimize credit decisions.

• Implementation & Monitoring

  : Work with business users to implement and monitor analytical solutions via an IT platform.

Skills Required:

• Strong understanding of

  CECL/IFRS 9 frameworks

  and credit risk metrics.
• Proficiency in statistical software such as

  SAS, R, or Python

  .
• Experience in designing advanced analytical scorecards and using Machine Learning algorithms for analytics.
• Knowledge of

  Expected Credit Loss (ECL)

  ,

  PD (Probability of Default)

  , and

  LGD (Loss Given Default)

  model development and validation.
• Excellent analytical, problem-solving, and communication skills.

QUALIFICATION:

• Bachelor's or Master's degree in Finance, Economics, Statistics, or a related field from a premium institute.