About the role
Responsibilities:
- Develop and maintain credit risk scorecards (Application, Behavioural, Collection, and Fraud Scorecards).
- Perform data extraction, cleansing, segmentation, and exploratory data analysis.
- Build and validate models using statistical techniques such as Logistic Regression, Decision Trees, and Machine Learning algorithms.
- Monitor model performance through Gini, KS, PSI, ROC-AUC, and back-testing.
- Conduct model recalibration, redevelopment, and champion-challenger analysis.
- Collaborate with Risk, Business, and Technology teams for model implementation.
- Prepare model documentation and support internal/external audits.
- Ensure compliance with regulatory and model risk governance requirements.
Requirements:
- Strong experience in Credit Risk Scorecard development.
- Expertise in SAS.
- Knowledge of credit bureau data (CIBIL, Experian, Equifax, etc. ).
- Experience with model performance metrics (KS, Gini, PSI, ROC).
- Understanding of Basel, IFRS9 and credit risk management practices.
- Excellent analytical and stakeholder management skills.