Hi

We are having an opening for Credit Risk - PD, LGD, and EAD models Bangalore Chennai, Pune - (Hybrid)

Working Days: Monday Friday
Job Timing: Day shift

NOTE: We specifically require candidates with end-to-end model development experience. Solely having model validation experience does not meet the requirement.

We are currently looking for candidates with credit risk profiles for one of our fintech clients
PositionCredit RiskQualificationBachelors degree in Finance, accounting, business, economics, or a related field.Number of post5Office LocationBangalore (Hybrid), Chennai and Pune

Bangalore - bellandur - Latent View office
Chennai - , Rajiv Gandhi SalaiTaramani, Chennai - Latent View office
Pune - Virman Nagar -client TransunionJob TypeFull Time GenderMale/FemaleIndustryITExperience:410 years.Industry Experience in NBFC, Banking, Credit Card, or Fintech sectorsInterview process Total 3 Technical round
2 rounds evaluation with LV (we can plan to take this together based on panel availability) & 1 with clientSalaryAs per the market Standard 15 to 35 L p.a. Key Responsibilities

- Build statistically robust application and behavior scorecards; develop PD, LGD, and EAD models.

Probability of Default (PD) Models
Loss Given Default (LGD) Models
Exposure at Default (EAD) Models





- Design loss-forecasting frameworks (vintage, roll-rate/Markov, survival/hazard, GLM/GBM) at segment and portfolio levels.
- Engineer features from bureau, internal behavioral, transaction, device, and alternative data with rigorous quality control.
- Calibrate and backtest models; perform stability monitoring (PSI/CSI), discrimination (KS/AUC), and calibration tests.
- Implement explainability (reason codes/SHAP), bias/fair-lending checks, and challenger/benchmark models.
- Align models to accounting and capital frameworks (IFRS 9, CECL, or Basel concepts).
- Drive portfolio spend growth through segment/persona targeting and campaign recommendations.

Key Skills & Requirements

- Experience in NBFC, Banking, Credit Card, or Fintech sectors.
- Hands-on experience building application scores, behavior scores, and PD/LGD models.
- Solid understanding of IFRS 9 or CECL (lifetime ECL, staging/pooling) and model risk governance.
- Solid knowledge of the credit card lifecycle and portfolio interventions.
- Proficiency in Python, Machine Learning, and SQL.
- Excellent communication skills for documenting and explaining complex methods to non-technical audiences.
- Exposure to bureau data, alternative data, and identity/behavioral signals.

JoiningImmediate / 15 Days

📌 Credit Risk finatech - PD, LGD, EAD Models (Pune)
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