Posted:3 hours ago|
Platform:
On-site
Part Time
EXL/SM/1546384
Number Of Positions
1
Band
C2
Band Name
Senior Manager
Cost Code
D008804
Campus/Non Campus
NON CAMPUS
Employment Type
Permanent
Requisition Type
New
Max CTC
2000000.0000 - 3000000.0000
Complexity Level
-
Work Type
Hybrid – Working Partly From Home And Partly From Office
Group
Analytics
Sub Group
Analytics - UK & Europe
Organization
Data Management
LOB
Services
SBU
Analytics
Country
India
City
Gurgaon
Center
EXL Gurgaon Center 39-A
Skill
TEAM MANAGEMENT
BANKING
MODEL DEVELOPMENT
STATISTICAL ANALYSIS
Minimum Qualification
BTECH
BACHELOR OF STATISTICS
MASTER OF STATISTICS
B.SC.(H)–MATHEMATICS
Certification
No data available
Job Description – Credit Risk Model Development (Banking Domain)
Develop and enhance credit risk models including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) in alignment with regulatory (Basel/IFRS9/CCAR) and internal risk management frameworks.
Build and validate scorecard models for various portfolios (e.g., Retail, SME, Cards, or Wholesale), using statistical and machine learning techniques such as logistic regression, decision trees, and WOE/IV analysis.
Perform end-to-end model development, including data extraction, cleansing, feature engineering, model estimation, calibration, validation, and documentation.
Work closely with business, risk, and technology teams to ensure accurate model implementation and monitoring of model performance through back-testing and stability assessments.
Prepare comprehensive model documentation as per regulatory and internal audit requirements, covering methodology, assumptions, and limitations.
Hands-on experience with analytical tools and languages such as Python, SQL, and Excel, and strong understanding of banking products, credit lifecycle, and risk drivers.
Workflow Type
EXL Services
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