Credit Risk Officer

🚨 We are hiring | AVP – Credit Risk Modelling

We are looking for an experienced Credit Risk Modelling professional to join a leading banking / financial services organisation in India.

🔹 Role: AVP – Credit Risk Modelling / IFRS 9 & Internal Rating Models

📍 Location: India

💼 Job Type: Permanent | Full-Time

Key areas of responsibility:

• 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 strong 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.