Model Monitoring-Credit Risk

5 - 8 years

25 - 30 Lacs

Posted:5 days ago| Platform: Naukri logo

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Work Mode

Remote

Job Type

Full Time

Job Description

Role & responsibilities

  • Perform model monitoring activities for credit risk scorecard models (PD/LGD/EAD).
  • Support model governance including documentation, performance tracking, and regulatory compliance.
  • Work on model development or model validation initiatives as part of BAU/regulatory models.
  • Conduct periodic model performance assessments, stability analysis, and back-testing.

Preferred candidate profile

  • 56 years of relevant experience in the BFSI sector.
  • Strong hands-on experience with Credit Risk models, specifically scorecard models.
  • Prior exposure to Model Monitoring, Model Governance, Model Development, or Model Validation.
  • Experience working on BAU and/or regulatory models. • SAS & Advanced SAS – Mandatory (hands-on).
  • Intermediate Python knowledge for analytics and automation.

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Protiviti India

Consulting

Gurgaon

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