Description
Key Result Areas

• Responsible for the development, implementation, and maintenance of credit risk models and scorecards, including PD, LGD, and EAD across the retail portfolio lifecycle (acquisition, behavioral, collections).
• Lead the design and enhancement of credit risk modelling frameworks, incorporating scorecards and appropriate statistical/analytical techniques to support underwriting and portfolio management decisions.
• Monitor, document, and communicate the performance, assumptions, and limitations of credit risk models to stakeholders, ensuring transparency and model interpretability.
• Perform model monitoring, backtesting, and periodic recalibration, ensuring models remain accurate, reliable, and compliant over time.
• Provide recommendations for model redevelopment or enhancement based on portfolio trends, data drift, and emerging risk patterns.
• Prepare and support Basel regulatory reporting, including RWA estimation and model-related submissions aligned with internal and regulatory requirements.
• Lead/support IFRS 9 ECL modelling,



including staging, macroeconomic overlays, scenario-based expected credit loss estimation and stress testing including climate risk.
• Deploy credit risk models into production systems / rating platforms, working closely with IT and data teams to ensure data integrity and system robustness.
• Support design and implementation of credit risk strategies and decision rules (e.g., cut-offs, risk segmentation, line management) aligned with model outputs.
• Perform and oversee model validation and testing activities (functional, statistical, and regulatory) prior to deployment.
• Establish robust model governance practices, including documentation, audit trails, and compliance with regulatory standards.
• Identify opportunities to enhance credit risk models using advanced analytics or machine learning techniques, where appropriate and justifiable.
• Establish MLOps standards for model deployment, monitoring, versio

📌 Assistant Vice President.Retail Risk Analytics-Risk Management (Bengaluru)
🏢 Mashreq Bank
📍 Bengaluru