Credit Risk Modelling Consultant
New
U
Unison GroupBanking Financial Services
IndiaFull-TimeSenior
Salary not disclosed
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Job Details
- Experience
- 8+ years in Credit Risk Modelling
- Required Skills
- PythonSQLMachine LearningRisk Management
Requirements
- 8+ years of experience in Credit Risk Modelling.
- Knowledge of Basel II, Basel III, Basel IV, IFRS 9, and ICAAP.
- Expertise in statistical modelling (Logistic Regression, Survival Analysis, Decision Trees, Machine Learning).
- Proficiency in Python, SQL, and Excel/VBA.
- Experience with risk management platforms like OFSAA, SAS, Moody's, FIS, or Experian.
- Experience building or validating PD, LGD, EAD, and internal rating models.
- Banking domain experience in corporate, retail, or SME sectors.
- Experience with regulatory interaction.
Responsibilities
- Design, develop, calibrate, and validate corporate rating models and retail/SME scorecards.
- Develop and maintain PD, LGD, and EAD credit risk parameter models.
- Define risk indicators and predictive models for Early Warning Systems (EWS).
- Measure and manage concentration risk including industry and geographic exposures.
- Define portfolio limits and monitor utilization for risk appetite implementation.
- Design macroeconomic stress testing frameworks and scenario-based impact modeling.
- Perform model validation including back-testing, benchmarking, and sensitivity analysis.
- Prepare model documentation and participate in model governance committees.
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