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, secure, 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, versioning, and
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📌 Assistant Vice President.Retail Risk Analytics-Risk Management (Bengaluru)
🏢 Mashreq
📍 Bengaluru