About Us:

Solytics Partners is a Global Analytics firm, recognized with multiple industry awards for innovation and excellence. Our team comprises experts with deep domain knowledge in risk, analytics, AI/ML, AML/FCC, and fraud. By converging this expertise with cutting-edge technologies like AI, Machine Learning, Generative AI, and Large Language Models (LLMs), we deliver powerful automated platforms and incisive point solutions.

Our offerings enable clients to streamline and future-proof their risk, AML, and analytics processes, comply seamlessly with global regulations, and safeguard financial systems. Whether it’s solving complex challenges or driving operational efficiency, Solytics Partners is committed to empowering organizations with transformative tools to stay ahead in an evolving regulatory landscape.

Job Summary:

We are looking for a skilled Credit Risk Modelling skilled to join our risk analytics team. The role involves development, validation, and enhancement of a wide range of credit risk models, including regulatory, internal, and scorecard-based models, along with integration of AI/ML techniques within the credit risk framework. This is a dynamic role offering exposure across portfolios, methodologies, and model types rather than being limited to a specific model.

Key Responsibilities:

- Support model implementation and productionization, including translating model methodology into technical/business rules where required.
- Identify and communicate model risks, limitations, and improvement opportunities to relevant stakeholders.
- Develop, enhance, and maintain credit risk models across portfolios (Retail / Wholesale).
- Work on a variety of model types including:
- Regulatory models (PD, LGD, EAD, IFRS9, Basel)




- Internal risk models
- Application / behavioral scorecards
- Apply statistical and machine learning techniques to improve model performance and predictive power.
- Perform data analysis, feature engineering, and model calibration.
- Conduct model validation, backtesting, and performance monitoring.
- Ensure models comply with regulatory requirements and internal governance standards.
- Collaborate with stakeholders across Risk, Business, and Technology teams.
- Prepare model documentation and support audit/regulatory reviews.

Key Requirements:

- 2–5 years of experience in credit risk modelling or risk analytics.
- Strong understanding of credit risk concepts and model lifecycle.
- Experience working on one or more:
- PD / LGD / EAD models
- IFRS9 models
- Scorecards (application / behavioral)
- Experience working with one or more portfolios such as Credit Cards, Personal Loans, Mortgages, SME, Corporate, or Commercial Banking etc.
- Exposure to macroeconomic modelling, scenario analysis, stress testing, or forward-looking adjustments is preferred.
- Experience in model implementation, productionization, or translating model methodology into code/business rules is preferred.
- Experience in ongoing model monitoring, threshold setting, trigger analysis, and periodic model performance assessment.
- Understanding of model governance, model documentation, change management, and model lifecycle processes.
- Ability to present modelling results, explain technical concepts, and communicate findings to business and non-technical stakeholders.
- Hands-on experience with statistical and machine learning techniques (e.g., regression, decision trees, random forests, boosting, etc.).
- Proficiency in tools such as Python / R / SAS / SQL.

📌 Consultant/ Sr. Consultant- Credit Risk Quant (Maharashtra)
🏢 Solytics Partners
📍 Maharashtra