Credit Risk Manager

Job Title: Credit Risk Modeler/Manager (IRB/Scorecard + Python)

Location: Bengaluru (Work From Office)

Experience: 3 to 8 Years

Domain: Credit Risk, Retail Lending

About the Role

Credit Risk

Key Responsibilities

• Design, develop, and calibrate

  credit risk scorecards

  (Application, Behavioral, Collection, and Basel IRB PD/LGD models) using Python and statistical tools.
• Perform

  validation and backtesting

  of risk models as per regulatory and internal standards.
• Conduct regular

  model performance monitoring

  , produce KPI dashboards, and escalate material deviations.
• Automate risk model monitoring reports and analytics using Python.
  
• Document model development, assumptions, and results clearly and effectively.
  
• Work closely with Risk, Business, and Compliance teams to ensure model relevance and compliance.
  

Required Skills & Experience

• Total Python experience

  : [Add your total years]
• Proficient in Python for

  data processing, model development, and automation

  .
• Hands-on experience with

  IRB/Scorecard modeling

  including

  Development, Validation, Monitoring, and Calibration

  .
• Strong understanding of

  KPI metrics

  used in model monitoring, such as:
• Population Stability Index (

  PSI

  )
• KolmogorovSmirnov (

  KS

  )
• Gini/ROC
  
• Override Analysis
  
• Vintage Analysis
  
• PD/LGD Backtesting
  
• Experience with

  Credit Risk Scorecards ONLY

  (non-retail domains like market or operational risk do not apply).
• Deep understanding of

  retail lending products

  like Personal Loans, Credit Cards, Auto Loans, etc.
• Exposure to

  Basel norms

  ,

  IRB frameworks

  , and regulatory expectations.