- Development, enhancement & monitoring of Credit Risk Models
- IFRS 9 / Ind AS 109 – Expected Credit Loss (ECL) modelling & implementation
- Development / implementation of PD, LGD & EAD models
- Internal Rating Models & Scorecards
- SICR, staging assessment, macroeconomic overlays & forward-looking adjustments
- Portfolio analysis, credit behaviour & default/migration analysis
- Model performance monitoring, diagnostics & ongoing model enhancement
- Data analysis using SAS / SQL / Python / R
- Model documentation, methodology papers & governance reporting
- Support for Basel, RBI, regulatory & audit requirements
- Stakeholder management across Risk, Finance, Business, IT & Model Validation
Ideal profile:
- 7–8 years of experience in Credit Risk Modelling / Risk Analytics
- Strong Banking / NBFC background
- Hands-on experience with PD / LGD / EAD / Internal Rating Models
- Strong understanding of IFRS 9 / Ind AS 109 & ECL frameworks
- Good knowledge of Basel regulations, SICR, staging & provisioning methodologies
- Strong statistical / quantitative modelling skills
- Proficiency in SAS, SQL, Python, R or similar analytical tools
- Experience with wholesale credit portfolios preferred
- MBA / CA / FRM / CFA / Master's in Statistics, Mathematics, Economics, Finance or related disciplines preferred
- Exposure to Model Validation / Regulatory interaction would be an advantage
If you're an experienced Credit Risk Modelling / Risk Analytics professional with solid IFRS 9, ECL, PD/LGD/EAD or Internal Rating Model experience and are exploring your next opportunity, I'd be happy to connect. Interested candidates can DM me or share their CV.
📌 Credit Risk Officer (Mumbai)
🏢 Cipher7
📍 Mumbai
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