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IRB Scorecard Analyst (Python)

IRB Scorecard Analyst (Python)

3across

3 - 8 years

12 - 22 Lacs

Bengaluru

Posted:1 day ago| Platform:

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Skills Required

python IRB basel credit risk Pandas Statistical Modeling Data Extraction Calibration Scorecard Backtesting Scikit-Learn sql

Work Mode

Hybrid

Job Type

Full Time

Job Description

IRB Scorecard Analyst (Python)

Location: Bangalore (Hybrid)

Exp: 3-8 yrs

Join: Immediate to 30 days

What Youll Do:

Develop and maintain Basel IRB scorecards (PD/LGD/EAD) end-to-end using Python
Perform feature engineering, binning, weight-of-evidence transformation & model calibration
Back-test and monitor scorecard performance; investigate PSI/KS drift & data anomalies
Extract and profile data via SQL; prepare regulator-ready documentation

Must Have:

3–8 yrs in IRB scorecard development or credit-risk analytics at a bank/consultancy
Expert in Python for statistical modeling (pandas, scikit-learn, statsmodels)
Strong SQL skills for data extraction & profiling
Solid understanding of Basel II/III IRB guidelines and risk-weight parameters

Nice to Have:

Hands-on experience with SAS or R for supplementary analyses
Familiarity with model-risk management frameworks (SR 11-7/RBI MRM)
Experience automating workflows via Python scripting or CI/CD

If Interested, kindly share your resume on my email ID - simran.salhotra@portraypeople.com

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