# Financial Credit Risk Modeler (R2163)
## Job Details
**Job Title:** Financial Credit Risk Modeler
**Location:** Sholinganallur
**Work Mode:** Hybrid (4 Days Work From Office)
**Experience Required:** 4+ Years
**Notice Period:** Immediate to 30 Days Preferred
## About the Role
We are seeking an experienced Financial Credit Risk Modeler with strong expertise in credit risk model development and validation. The ideal candidate should have hands-on experience in building, validating, and implementing statistical and predictive models within the financial services domain.
## Key Responsibilities
- Develop and validate credit risk models for banking and financial services.
- Design and build scorecards using Logistic Regression techniques.
- Develop and validate IFRS9 models, including:
- Probability of Default (PD)
- Loss Given Default (LGD)
- Perform end-to-end model development activities, including:
- Data preparation
- Feature engineering
- Model development
- Validation and performance monitoring
- Apply statistical and predictive modeling techniques such as:
- Regression Analysis
- Time Series Modeling
- Risk Scorecard Development
- Collaborate with business stakeholders and cross-functional teams to support risk management initiatives.
## Mandatory Requirements
### Credit Risk Modeling Experience
- Minimum 3+ years of hands-on experience in:
- Credit Risk Model Development OR
- Credit Risk Model Validation
- Experience limited to implementation, reporting, data cleansing, or exploratory data analysis alone will not be considered.
### Modeling Expertise
Candidates should have experience in one or more of the following:
- Credit Risk Scorecard Development
- IFRS9 PD Models
- IFRS9 LGD Models
- Predictive Modeling using statistical techniques
### AI / Machine Learning Exposure
Candidates should possess basic knowledge of AI/ML concepts and have exposure to one or more of the following:
- Large Language Models (LLMs)
- AutoML
- Google Cloud Platform (GCP)
- Other AI/ML frameworks and applications
## Technical Skills
Preferred:
- SAS
- Google Cloud Platform (GCP)
## Preferred Candidate Profile
- Strong analytical and problem-solving skills.
- Experience in financial risk modeling and model validation.
- Understanding of banking and financial risk management frameworks.
- Ability to work independently and collaborate effectively within teams.
## Additional Information
- This is a high-priority requirement.
- Candidates available to join immediately or within 30 days will be highly preferred.
