Manager - Credit Risk Modeling

EXL; Gurugram District; On-site; INR 1,200,000 - 1,800,000; Full time

Job summary

EXL is seeking professionals who have developed end-to-end Credit Risk models using Python and SQL, and who are comfortable with model monitoring and validation. The role focuses on Credit Risk Model development, using SAS or Python, end-to-end model delivery, and ongoing monitoring and validation.

Experience with classification techniques such as XGBoost, LightGBM, and Random Forest is desired. This position requires at least 4.5 years of hands-on experience in financial services analytics and

Qualifications

• Credit Risk Model development using SAS or Python
• End-to-End modeling, monitoring and validation
• Classification model experience - LightGBM, XGBoost, Random Forest

Responsibilities

• Credit Risk Model development
• SAS or Python and SQL
• End to End model development
• Model monitoring and Validation of Model
• Classification techniques experience - XGBoost, Random Forest

Skills

Credit risk modeling

Python

SQL

SAS

End-to-end modeling

Model monitoring

Model validation

Classification models

XGBoost

LightGBM

Random Forest

Job description

About the job

We are seeking individuals who have developed Credit Risk Model using Python and SQL. Someone who have developed End to End model development and not just optimizing existing model. The person should be comfortable Model monitoring and Validating models .

Responsibilities

• Credit Risk Model development


• SAS or Python and SQL


• End to End model development


• Model monitoring and Validation of Model


• Classification Techniques experience - XGboost, Random Fores

Experience

• Min 4.5 Yrs years of experience

Required Skills

• Credit Risk Model development using SAS or Python


• End to End model development Model monitoring Validation


• Classification model experience - Light GBM model, XGboost, Random Forest