Credit Risk- Model Validation

Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision-making. We have 4,500+ talented professionals operating across 45 countries, including India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets such as Colombia, the Middle East, and the rest of Asia-Pacific. Recognized by Great Place to Work® in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth-oriented, and open culture that prioritizes flexible work-life balance, diverse and inclusive teams, and equal opportunities for all.Curious to know what it's like to work at Evalueserve?Watch this videoRoleJob Title Sr. Analyst/Lead AnalystLocation GurugramNature of Job PermanentDepartment Risk and Quant SolutionsAbout Risk and Quant Solutions (RQS)Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world's largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions.Click here to know more.What you will be doing at EvalueserveImportant responsibilities in this role will include:Understanding of modeling codes and modeling documentsModel implementation of IFRS 9 and Basel models such as PD, LGD, EAD, etc.Initially phase of the project will be migration of model codes from SAS to Python however the resource is expected to guide client stakeholders in ideal model development methodologyRole might require in model development or monitoring responsibility in the futureCommunication with client stakeholdersCoordinating with various teams associated with model lifecycle such as model development, validation, model data team, etc.What we're looking forKnowledge of credit risk models for the retail or wholesale portfolioKnowledge of statistical methods and tools such as logistic regression, segmentation, clustering, model testing, etc.Knowledge of credit risk models - PD, EAD, and LGD, scorecards, IFRS 9, Basel II IRB approach for credit risk, logistic and linear regression modelsExtensive knowledge of Python (including OOP), SAS, and automation capabilities in SAS and PythonExperience in model validation, monitoring, implementation or model testingExperience in SAS to Python code migration is a plusDisclaimer: The following job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.Interested candidate can also share resumes directly to aditi.pandey1@evalueserve.com PRB