AVP - Credit Risk Policy (Hyderabad)

Recognized; Hyderabad; On-site; INR 1,800,000 - 3,000,000; Full time

Benefits offered by this job

Accelerated learning curve

Greater ownership & accountability

Direct impact on the business

Faster career growth

High collaboration & transparency

Job summary

TekFriday in Hyderabad, India seeks an experienced AVP - Credit Risk Policy to lead end-to-end credit strategy for subprime portfolios. You will balance growth with risk, drive unit economics, and mentor a team of risk analysts while partnering with Data Science, Product, Engineering, and Executive Leadership.

This high-visibility role requires strong modeling, forecasting, and communication skills to translate complex risk concepts into actionable business decisions for senior stakeholders.

Qualifications

• 6+ years of experience in credit risk management, consumer lending, or fintech risk.
• Strong SQL and Excel skills for data manipulation and modeling.
• Experience with data visualization tools (Tableau) and model development lifecycle.
• Ability to distill complex risk concepts into actionable business strategies for executives.

Responsibilities

• Design, implement, and optimize origination credit policies for subprime portfolios.
• Lead lifecycle management to maximize customer lifetime value while controlling exposure.
• Model financial metrics such as Net Charge-Offs, Net Revenue, and NPV at vintage/segment levels.
• Collaborate with Data Science to define requirements for origination and behavioral scorecards; oversee model development and monitoring.
• Provide rapid, data-driven insights to the executive team and VP of Risk.
• Mentor and develop junior analysts; recruit and retain top risk talent.

Skills

Credit risk management

Subprime/near-prime lending

SQL

Excel

Tableau

Python/R

Education

Bachelor's or Master's in quantitative field

Tools

SQL

Excel

Tableau

Python/R

Job description

We are seeking an experienced AVP - Credit Risk Policy to lead the end -to -end credit strategy for our subprime line of credit and instalment loan portfolios. In this high -visibility role, you will balance portfolio growth with risk mitigation, drive unit economics, and serve as the connective tissue between Data Science, Product, Engineering, and Executive Leadership. You will not only build robust credit strategies but also build and mentor a high -performing team of risk analysts.

Key Responsibilities

Credit Policy & Strategy Formulation

• Origination Strategy: Design, implement, and optimize origination credit policies for subprime line of credit and instalment loan products, ensuring a balance between approval rates and acceptable risk tolerances.
• Lifecycle Management: Lead the credit line management strategy, owning proactive and reactive line increases (CLI) and decreases (CLD) to maximize customer lifetime value while controlling exposure.
• Financial Forecasting: Lead advanced financial modeling and forecasting efforts, including Net Charge -Offs (NCO), Net Revenue, and Net Present Value (NPV) calculations at the vintage and segment levels.

Analytics, Modeling & Portfolio Monitoring

• Portfolio Health: Establish rigorous portfolio monitoring routines. Track early -stage delinquency, vintage performance, and unit economics to proactively identify and address emerging risk trends.
• Data Science Partnership: Collaborate tightly with the Data Science team to define requirements for origination and behavioral scorecards. Provide business oversight on model development, validation, implementation, and ongoing performance monitoring.
• Executive Support: Act as a key strategic partner to the VP of Risk, leveraging deep analytical capabilities to provide rapid, data -driven insights for unstructured, ad -hoc requests from the executive team.

Cross -Functional Execution & Leadership

• Strategy Deployment: Work cross -functionally with Product and Engineering teams to translate complex credit policies into clear business requirements, ensuring seamless and accurate deployment of decisioning rules into the production environment.
• Team Building: Mentor, develop, and upskill junior analysts, fostering a culture of rigorous analytics and commercial awareness. Play a lead role in recruiting and retaining top talent for the risk organization.

Requirements

Qualifications

• Experience: 6+ years of experience in credit risk management, consumer lending, or a related field, with a strong preference for experience in the subprime, near -prime, or broader fintech lending space.
• Technical Stack: Advanced proficiency in SQL and Excel for complex data manipulation and modeling. Experience with data visualization tools (e.g., Tableau) is required. Python or R programming skills are highly preferred.
• Analytical Nuance: Deep understanding of lending economics, loss forecasting methodologies, and risk -reward tradeoffs. Knowledge of machine learning model development and monitoring lifecycle is a strong plus.
• Communication: Exceptional clarity of thought and articulation. Ability to distill complex, highly technical risk concepts into clear, actionable strategies for non -technical stakeholders and executive management.
• Education: Bachelors or Masters degree in a quantitative field (Mathematics, Statistics, Economics, Engineering, Finance, etc.).

Advantages

Why work with TekFriday

• Accelerated Learning Curve
• Greater Ownership & Accountability
• Direct Impact on the Business
• Faster Career Growth
• High Collaboration & Transparency
• Faster Recognition & Appreciation