Credit Risk - IRB Wholesale Model Developer

Role Overview: You will be responsible for leading the development of advanced credit risk models, specifically focusing on the wholesale portfolio. Your expertise in credit risk modeling will drive sophisticated initiatives across wholesale portfolios. Key Responsibilities: - Lead end-to-end development of advanced credit risk models, ensuring compliance with IRB Standards - Conduct thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL - Design, build, calibrate, and implement robust credit risk models for wholesale portfolios with rigorous UAT - Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights - Develop comprehensive technical documentation including model documentation, BRD, validation reports, and regulatory compliance documentation - Drive continuous model improvement by identifying optimization opportunities, implementing advanced modeling techniques, and enhancing predictive accuracy - Provide mentorship and technical guidance to junior team members, promoting knowledge sharing and professional development Qualification Required: - 10+ years of hands-on experience in credit risk model development - Proven expertise in modeling across wholesale/LDP credit portfolios - Advanced proficiency in SAS, Python, R, and SQL - Strong knowledge of capital models, particularly the IRB approach - Understanding of IFRS9 and CECL regulatory frameworks is a plus - Exceptional analytical and problem-solving skills - Excellent written and verbal communication abilities Additional Details: - Location: Pan India - Experience Level: 10+ years - Employment Type: Full-time Please note that the technical skills required for this role include model development (PD, LGD, EAD), programming (SAS, Python, R, SQL), and regulatory knowledge (IRB, IFRS9, CECL).,