Credit Risk Model Development

Role Details Band: C1 / C2 Experience: 5+ Years Location: Gurgaon / Bangalore Work Mode: Hybrid Notice Period: Immediate to 30 Days Preferred About the Role We are looking for experienced professionals with a strong background in Credit Risk Modeling within the US Banking domain. The ideal candidate should have hands-on experience in developing and implementing credit risk models using advanced statistical and machine learning techniques, along with strong programming skills in Python and SQL. Key Responsibilities Develop, enhance, monitor, validate, and implement Credit Risk Models for US Banking clients. Build predictive risk models using statistical and machine learning techniques. Apply advanced algorithms such as XGBoost , Gradient Boosting , and other supervised learning methods for risk assessment and decision-making. Perform model performance evaluation, sensitivity analysis, back-testing, benchmarking, and model monitoring. Collaborate with business stakeholders, model governance, validation, and technology teams throughout the model lifecycle. Prepare comprehensive model documentation and ensure compliance with regulatory and governance standards. Translate business requirements into analytical solutions and provide actionable insights. Mentor junior team members and contribute to best practices in model development. Required Skills & Qualifications 5+ years of experience in Credit Risk Modeling, Model Development, Validation, Monitoring, or Implementation. Strong experience in the US Banking domain. Hands-on experience in Credit Risk Analytics and predictive modeling. Proficiency in Python and SQL . Experience with machine learning algorithms, specifically XGBoost and Gradient Boosting techniques. Strong understanding of model development lifecycle, performance monitoring, and validation methodologies. Experience working with large datasets and applying statistical techniques for business problem-solving. Excellent analytical, communication, and stakeholder management skills. Preferred Industry Experience Candidates from the following industries will be preferred: Banking BFSI Payments FinTech