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Responsibilities:

- Lead end-to-end model development and independent validation initiatives across credit risk, market risk, operational risk and Fraud risk (PD, LGD, EAD, CECL, Stress Testing, AML, Fraud, Scorecards, ECAP, CCAR etc.).
- Own the delivery of MRM engagements, ensuring timely execution, quality assurance, and alignment with regulatory standards (SR 11-7, Basel IRB, CCAR, IFRS9).
- Independently validate internal and vendor models for a US bank, applying rigorous conceptual and quantitative assessments to ensure robustness, reliability, and suitability for intended use.
- Develop benchmark models using advanced statistical and machine learning techniques to challenge and validate primary models.
- Manage client communications, including requirement gathering,



progress updates, presentation of validation findings, and strategic recommendations.

Qualifications

- 5-7 years of hands-on experience in model development, validation, and risk management across different types of risks (credit, market, operational and fraud).
- Robust understanding of regulatory guidelines and compliance frameworks (SR 11-7, OCC, CECL, Basel, IFRS9).
- Proficiency in Python, R, SAS, SQL, and ETL tools for data manipulation and model development.
- Master?s degree in a quantitative discipline (Statistics, Economics, Finance, Data Science, etc.) (MUST HAVE).

📌 Credit and Risk Analyst (Haryana)
🏢 Coforge
📍 Haryana