Credit Risk Manager - PD/LGD & EAD

Overview: We are currently looking for candidates with credit risk profiles for one of our fintech clients. Role: Credit Risk - PD, LGD, and EAD models (Bangalore, Chennai, Pune - Hybrid). NOTE: We specifically require candidates with end-to-end model development experience. Solely having model validation experience does not meet the requirement. Key Responsibilities: - Build statistically robust application and behavior scorecards; develop PD, LGD, and EAD models. - Probability of Default (PD) Models. - Loss Given Default (LGD) Models. - Exposure at Default (EAD) Models. - Design loss-forecasting frameworks (vintage, roll-rate/Markov, survival/hazard, GLM/GBM) at segment and portfolio levels. - Engineer features from bureau, internal behavioral, transaction, device, and alternative data with rigorous quality control. - Calibrate and backtest models; perform stability monitoring (PSI/CSI), discrimination (KS/AUC), and calibration tests. - Implement explainability (reason codes/SHAP), bias/fair-lending checks, and challenger/benchmark models. - Align models to accounting and capital frameworks (IFRS 9, CECL, or Basel concepts). - Drive portfolio spend growth through segment/persona targeting and campaign recommendations. Key Skills & Requirements: - Experience in NBFC, Banking, Credit Card, or Fintech sectors. - Hands-on experience building application scores, behavior scores, and PD/LGD models. - Solid understanding of IFRS 9 or CECL (lifetime ECL, staging/pooling) and model risk governance. - Strong knowledge of the credit card lifecycle and portfolio interventions. - Proficiency in Python, Machine Learning, and SQL. - Excellent communication skills for documenting and explaining complex methods to non-technical audiences. - Exposure to bureau data, alternative data, and identity/behavioral signals. Interview Process: Total 3 technical rounds (2 rounds evaluation with Latent View and 1 with client).