Credit Risk Modeller

About the job

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.