Job Description

The role focuses on developing and maintaining credit risk models to analyze financial risk, portfolio performance, and customer credit behavior.

The candidate will:

• Build statistical and predictive risk models
• Analyze large datasets
• Validate and monitor risk models
• Support regulatory compliance
• Provide business insights for decision-making

This role requires strong analytical skills, statistical modelling expertise, and experience with financial risk systems.

Key Responsibilities

1. Credit Risk Model Development

• Develop credit risk models using:
  • SAS
  • Python
  • Other analytical tools
• Analyze large datasets to identify risk patterns and trends

2. Cross-Functional Collaboration

• Work with:
  • Business teams
  • Risk teams
  • Data teams
• Understand business requirements and develop suitable analytical solutions

3. Model Validation & Monitoring

• Validate risk models to ensure:
  • Accuracy
  • Stability
  • Regulatory compliance
• Monitor model performance and make improvements when needed

4. Portfolio & Risk Analysis

• Provide insights on:
  • Portfolio performance
  • Risk exposure
  • Credit trends
  • Business opportunities
• Support strategic decision-making using data-driven analysis

Required Skills

Technical Skills

• Credit Risk Modelling
• Statistical Modelling
• Model Development
• Predictive Analytics
• Data Analysis

Programming Languages

• SAS
• Python
• R

Financial & Risk Knowledge

• IRB (Internal Ratings Based) Systems
• Credit Risk Analytics
• Regulatory Compliance
• Portfolio Risk Analysis

Soft Skills

• Problem Solving
• Analytical Thinking
• Communication Skills
• Collaboration
• Attention to Detail

Experience Required

• 5–20 years in:
  • Credit Risk Modelling
  • Risk Analytics
  • Related Financial Analytics Roles

Role Details

• Role: Data Science & Analytics – Other
• Industry: Financial Services
• Department: Data Science & Analytics
• Employment Type: Full Time, Permanent
• Role Category: Data Science & Analytics

Education

• Graduation Not Required

Key Skills

• Credit Risk Modelling
• IRB
• Model Development
• SAS
• Python
• R Programming
• Statistical Modelling
• Risk Analytics
• Data Analysis