Credit Risk Specialist

We are hiring for Credit risk model-Data science for our client based in Gurugram location.

Exp : 2-6yrs

Tech Stack: Credit, credit model, machine learning, Pytho

Mode: Hybrid

A Credit Risk Data Scientist develops and implements machine learning models (scoring, probability of default, loss given default) to manage lending risk and optimize portfolio profitability. Key duties include analyzing large datasets, automating reports, collaborating with product teams, and ensuring regulatory compliance.

Core Responsibilities

• Model Development: Build, validate, and enhance credit risk, LTV, and behavioral scoring models using Python, SAS, or SQL.
• Portfolio Analytics: Analyze large datasets to identify portfolio trends, drivers of loss, and perform profitability segmentation.
• Risk Strategy: Develop risk-reward trade-off models to optimize acquisition, credit limits, and collections.
• Monitoring & Compliance: Monitor model performance, conduct back-testing, and ensure models meet regulatory requirements.

Required Skills & Qualifications

• Technical Skills: Proficiency in Python, SQL, and data analysis tools (e.g., Pyspark).
• Quantitative Expertise: Experience in building machine learning models (e.g., Logistic Regression, Random Forests, Neural Networks).
• Background: Degree in Statistics, Computer Science, Mathematics, or a related quantitative field.
• Experience: Proven experience in credit risk modeling (scorecards, PD/LGD/EAD models).