Credit Risk Analyst - High Value Contracts

Role & responsibilities

• Evaluate credit worthiness of corporate clients by reviewing their financial statements and annual reports

• Utilize various risk models (PD, LGD, EAD) for assessing portfolio level credit risk

• Conduct portfolio-level risk analysis using statistical models including but not limited to Value at risk, Monte Carlo simulation, Stress testing & Scenario Analysis

• Utilize various risk models to effectively prevent and manage concentration risk by setting pre-defined exposure limits

• Continuous monitoring of risk appetite triggers pertaining to credit risk and ensuring that the triggers are not breached

• Qualifications

• Bachelor's or Masters degree in Finance, Economics, Business Administration, or related field. Professional qualifications (e.g., CFA, FRM, or Credit Risk Certification) are highly desirable.

• Minimum of [5-7] years of experience in credit risk analysis, portfolio management, or corporate lending.

• Proven experience in the development, implementation, and validation of credit risk models.

• Experience in portfolio management, stress testing, and exposure to high-value portfolios (e.g., wholesale lending, corporate term loans

Key Competencies

• Strong proficiency in statistical tools and programming languages, including Python, R, SAS, MATLAB, or Excel-based financial models.

• Should have a strong foundation in building an ETL(Extract transform load)data pipeline before performing predictive analysis.

• Should be proficient in using Business intelligence tools like Power-BI , Tableau

• Extensive Experience in building models using credit risk management software(credit risk +) is desirable .