AI led Credit Risk Modeling Manager

Job Summary

We are seeking an experienced Credit Risk Modeller with strong hands-on expertise in credit risk modelling and bureau data analysis. The role involves developing, validating, and maintaining credit risk models to support lending decisions and portfolio risk management.

Key Responsibilities

Develop, enhance, and maintain credit risk models including application scorecards, behavioral scorecards, and risk segmentation models.

Perform data analysis using internal and external bureau data (e.g., CIBIL, Experian, Equifax, CRIF).

Build models using statistical techniques such as logistic regression, decision trees, and machine learning (where applicable).

Conduct model validation, performance monitoring, stability analysis (PSI, CSI), and recalibration.

Work closely with business, policy, and underwriting teams to translate risk insights into actionable strategies.

Prepare detailed model documentation for internal governance and regulatory requirements.

Support portfolio monitoring, risk analytics, and loss forecasting initiatives.

Ensure compliance with internal risk policies and regulatory guidelines.