A
Credit Risk Modelling Analyst
Pune, Maharashtra, India · Full Time
Be the first to apply
- Experience
- 2+ yrs
- Salary
- INR 2,000,000 – INR 3,500,000 / year
- Openings
- 1
- Posted
- 1 day ago
- Work mode
- In office
- Education
- Any graduate
- Eligibility
- Any graduate degree holders can apply.
- Resume
- Required to apply
Where you'll work
Sign in to tell us what does and doesn't work for you here — it sharpens every match we show you.
Job description
Role Overview
This role focuses on developing and implementing credit risk models within a major US multinational corporation, emphasizing analytics to manage and predict credit behaviors and losses.
Key Responsibilities
- Create comprehensive credit risk models employing tools such as SAS, SQL, and advanced statistical techniques to forecast defaults and credit losses.
- Work collaboratively across departments to establish credit risk management strategies aligned with organizational goals.
- Perform rigorous stress testing and scenario evaluations to uncover potential risks and identify opportunities for portfolio growth.
- Deliver actionable data-driven insights and recommendations related to loss forecasting, scorecard development, and overall portfolio health to key stakeholders.
Candidate Profile
- A minimum of two years’ experience in credit risk modeling or analytics is essential.
- Deep knowledge in regulatory frameworks including Basel II/III, CECL, CCAR, and IFRS9 requirements is required.
- Strong programming skills in Python, R, and SAS; familiarity with machine learning techniques is a valuable addition.
Eligibility
Applicants holding any graduate degree are welcome to apply.
Minimum education
Bachelor's Degree