Lead/Manager-Model Development (Credit Risk)

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 VideoRole InformationJob Title Lead/ManagerLocation GurugramNature of Job PermanentDepartment Risk and Quant SolutionAbout 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 EvalueserveModel development for Retail and wholesale model development, scorecard model development, IFRS 9/ CECL model developmentWhat we're Looking forExcellent knowledge of credit risk models for the wholesale portfolio, model structure, variable treatments, variable data framework, and model development processExtensive knowledge of statistical methods and tools such as logistic regression, Bayesian statistics, the Markov chain process, and time series analysisKnowledge 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 SAS, Python (including OOP), statistical procedures, and automation capabilities in SAS and PythonUnderstanding of various credit risk model constructs and credit risk modeling frameworksUnderstanding of the consumption layer of the curated data, i.e., model development for credit risk models, especially IFRS9, stress testing, and AIRB (PD, LGD, and EAD modelsDisclaimer: 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 candidates can share their resumes to aditi.pandey1@evalueserve.com PRB