Highlight of the engagement prospect
• Nature of role: Full time
• Number of years of experience expected:
• Project Manager: 8–13 years, including at least 5 years hands-on in credit risk modelling, credit analytics, credit policy, or regulatory capital.
• Project Director: 13–20 years, including at least 7 years in the above, with proven ownership of delivery, revenue, and client relationships.
• Candidates without direct credit risk modelling / analytics experience will not be shortlisted, regardless of general risk consulting pedigree.
• Areas of past experience preferred / mandatory:
• Credit risk modelling and scorecards: application, behavioural, collection, and bureau scorecards; credit rating and scoring models; PD / LGD / EAD models; scorecard development lifecycle including data preparation, WOE / IV analysis, logistic regression and machine learning models, cut-off setting, calibration, validation, monitoring, and redevelopment.
• Credit risk policy and framework: credit policy, underwriting and credit appraisal, delegation of authority, credit monitoring,



early warning signals (EWS), restructuring, NPA / IRAC classification, provisioning, and write-off policy.
• Regulatory capital and Basel: credit RWA computation, Standardised and IRB (F-IRB / A-IRB) approaches, capital adequacy (CRAR), capital conservation buffer, leverage ratio, ICAAP, and stress testing.
• Portfolio analytics: vintage analysis, roll-rate and migration matrix, delinquency analysis, concentration risk, portfolio ECL, collections and recovery analytics.
• IFRS 9 / Ind AS 109: impairment model design, staging and SICR logic, ECL computation, macro-economic scenario design, and disclosures.
• Model risk management: model validation, model governance, model inventory, back-testing, benchmarking, sensitivity and outcome analysis, and ongoing monitoring.
• Regulatory frameworks: RBI guidelines on credit risk, ECL, IRAC, and provisioning; Basel III / IV; Middle East regulatory context (CB

📌 Project Director/ Project Manager (Mumbai)
🏢 Acies
📍 Mumbai