Director, Credit Risk Scorecards Model Risk & Governance
GOCal
Hyderabad, India
Credit risk scorecards models
Model performance monitoring and testing
Model governance and change control
Lead a Hyderabad-based team responsible for ensuring credit risk models remain accurate, stable, well-controlled, and audit-ready, aligned to regulatory and industry best practices
Job Summary
Lead a Hyderabad-based team responsible for ensuring credit risk models remain accurate, stable, well-controlled, and audit-ready, aligned to regulatory and industry best practices.
Own ongoing performance monitoring and periodic recalibration activities, overseeing testing such as back-testing, benchmarking, sensitivity analysis, and stress testing.
Establish and maintain a robust monitoring framework, govern the model change process end-to-end, and oversee data integrity for model inputs and monitoring datasets.
Matching Summary
Lead a Hyderabad-based team responsible for ensuring credit risk models remain accurate, stable, well-controlled, and audit-ready, aligned to regulatory and industry best practices.
Skills & Requirements
Must-have
Credit risk scorecards models
Model performance monitoring and testing
Model governance and change control
Data quality and lineage controls
Regulatory expectations (Basel/IRB, IFRS 9, CECL)
Nice-to-have
Cross-functional delivery leadership
Executive-level communication skills
Client query and review response
Continuous improvement in model risk
Key Requirements
Master's degree or PhD in quantitative discipline
15+ years credit risk modelling/model risk management