Lead Expert-Model Risk Management

Allegis Global Solutions (AGS); Bengaluru; On-site; INR 1,500,000 - 2,200,000; Full time

Job summary

Allegis Global Solutions (AGS) is seeking an experienced Lead Expert – Model Risk Management to join our Data Sourcing and Quality Management team in a hybrid Bengaluru setup. The role focuses on supporting regulatory credit risk models (PD, LGD, EAD) and IFRS9 provision models through robust data sourcing, quality assurance, reconciliation, and model‑ready dataset preparation.

The ideal candidate will bring deep expertise in credit risk analytics, risk data management, and regulatory modeling

Qualifications

• Strong expertise in Credit Risk Analytics and Risk Data Management.
• Deep understanding of PD, LGD, EAD, IFRS9 Framework.
• Experience in data sourcing, data wrangling, and data quality management.
• Strong analytical, problem‑solving, and root‑cause analysis skills.
• Ability to manage stakeholder interactions and drive discussions independently.

Responsibilities

• Apply domain expertise across cross‑functional business and risk management processes.
• Manage complex data sourcing and quality management initiatives with minimal supervision.
• Perform root‑cause analysis and resolve data quality, sourcing, and reconciliation challenges.
• Develop, implement, and drive process improvements and project enhancements.
• Collaborate with upstream and downstream stakeholders to ensure data integrity across the model lifecycle.
• Prepare and maintain model‑ready datasets for regulatory credit risk and IFRS9 models.
• Support governance, data validation, reconciliation, and quality control requirements.
• Guide and mentor team members, promoting knowledge sharing and capability development.

Skills

Credit Risk Analytics

Risk Data Management

PD

LGD

EAD

IFRS9 Framework

Data wrangling

Data quality management

Analytical skills

Stakeholder management

Tools

Python

Power BI

SQL

SAS

PySpark

Job description

Lead Expert - Model Risk Management

Location: Bangalore
Work Mode: Hybrid

Domain: Banking/Investment Banking.

About the Role

We are looking for an experienced Lead Expert – Model Risk Management to join our Data Sourcing and Quality Management team. The role focuses on supporting Regulatory Credit Risk Models (PD, LGD, EAD) and IFRS9 Provision Models through robust data sourcing, quality assurance, reconciliation, and model‑ready dataset preparation.

The ideal candidate will possess strong expertise in credit risk analytics, risk data management, and regulatory modeling frameworks, along with hands‑on experience in data wrangling and root‑cause analysis.

Key Responsibilities

• Apply domain expertise across cross‑functional business and risk management processes.
• Manage complex data sourcing and quality management initiatives with minimal supervision.
• Perform root‑cause analysis and resolve data quality, sourcing, and reconciliation challenges.
• Develop, implement, and drive process improvements and project enhancements.
• Collaborate with upstream and downstream stakeholders to ensure data integrity across the model lifecycle.
• Prepare and maintain model‑ready datasets for regulatory credit risk and IFRS9 models.
• Support governance, data validation, reconciliation, and quality control requirements.
• Guide and mentor team members, promoting knowledge sharing and capability development.

Required Skills & Competencies

Functional Skills

• Strong expertise in Credit Risk Analytics and Risk Data Management.
• Deep understanding of:
  • Probability of Default (PD)
  • Loss Given Default (LGD)
  • Exposure at Default (EAD)
  • IFRS9 Framework
• Experience in data sourcing, data wrangling, and data quality management.
• Strong analytical, problem‑solving, and root‑cause analysis skills.
• Ability to manage stakeholder interactions and drive discussions independently.

Technical Skills

• Python
• Power BI
• SQL
• SAS
• Preferred:
  • PySpark
  • Advanced data engineering and reconciliation techniques

Behavioral Competencies

• Excellent communication and stakeholder management skills.
• Strong negotiation and interpretation abilities.
• Ability to mentor and guide junior experts.
• Proactive mindset with a focus on continuous learning and upskilling.

If interested, please share your CV with updated skills/profile at [e-mail]