Credit Risk Modeling

3 - 8 years

0 Lacs

Posted:1 week ago| Platform: Linkedin logo

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Work Mode

On-site

Job Type

Full Time

Job Description

Experience range

Location: Gurgaon.


One of our Global client is seeking a highly skilled and motivated Credit Risk Modelling Analyst to join their Risk Management team.


Key Responsibilities:

  • Model Development:

    Develop, implement, and maintain credit risk models (PD, LGD, EAD) using SAS and SQL.
  • Data Analysis:

    Extract, clean, and analyze large datasets to support model development and validation processes.
  • Risk Assessment:

    Conduct thorough risk assessments and scenario analyses to evaluate the impact of various credit risk factors.
  • Model Validation:

    Perform model validation and back-testing to ensure the accuracy and robustness of credit risk models.
  • Reporting:

    Prepare detailed reports and presentations on model performance, validation results, and risk assessment outcomes.
  • Regulatory Compliance:

    Ensure models comply with relevant regulatory requirements and internal policies.
  • Collaboration:

    Work closely with cross-functional teams including Risk Management, Finance, and IT to integrate credit risk models into business processes.
  • Documentation:

    Maintain comprehensive documentation of model development processes, assumptions, and methodologies.

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