Credit Risk Modelling

Year    HR, IN, India

Job Description

Elevate Your Impact Through Innovation and Learning


Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision-making.
We have 4,500+ talented professionals operating across 45 countries, including India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets such as Colombia, the Middle East, and the rest of Asia-Pacific. Recognized by Great Place to Work in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth-oriented, and open culture that prioritizes flexible work-life balance, diverse and inclusive teams, and equal opportunities for all.

Curious to know what it's like to work at Evalueserve?
Watch this video Role Information


Job Title Senior Analyst
Location Gurugram
Nature of Job Permanent
Department Risk and Quant Solutions About Risk and Quant Solutions (RQS)
Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world's largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions.

Click here to know more. What you will be doing at Evalueserve
Important responsibilities in this role will include:• Model development for Retail and wholesale model development, scorecard model development, IFRS 9/ CECL model development

What we're looking for

• Excellent knowledge of credit risk models for the wholesale portfolio, model structure, variable treatments, variable data framework, and model development process.
• Extensive knowledge of statistical methods and tools such as logistic regression, Bayesian statistics, the Markov chain process, and time series analysis
• Knowledge of credit risk models - PD, EAD, and LGD, scorecards, IFRS 9, Basel II IRB approach for credit risk, logistic and linear regression models
• Extensive knowledge of SAS, Python (including OOP), statistical procedures, and automation capabilities in SAS and Python
• Understanding of various credit risk model constructs and credit risk modeling frameworks
• Understanding of the consumption layer of the curated data, i.e., model development for credit risk models, especially IFRS9, stress testing, and AIRB (PD, LGD, and EAD models)



Disclaimer: The following job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.

Want to learn more about our culture and what it's like to work with us?
Write to us at: careers@evalueserve.com

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Job Detail

  • Job Id
    JD3544446
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    HR, IN, India
  • Education
    Not mentioned
  • Experience
    Year