Credit Risk Analytics & Modeling

About the role

IDB Bank is seeking an experienced credit risk professional to join its Credit Risk Analytics & Modeling team in a high-impact role supporting the continued evolution of the bank’s wholesale credit risk framework.

Responsibilities

• Serve as the subject matter expert for the bank’s wholesale credit risk rating and scorecard models, helping ensure consistent, effective use across underwriting, monitoring, and portfolio management activities.
• Lead enablement for model users (training sessions, job aids, interpretation guidance, vendor tool upgrades), improving consistency and decision quality.
• Maintain, test, monitor, and enhance internal and vendor-supported credit risk models, with a focus on model performance, applicability, transparency, and business usability.
• Design and implement reporting and analytics to support portfolio Expected Loss execution, model override monitoring, and portfolio risk insights generation.
• Lead annual model maintenance activities and support the full model lifecycle, including monitoring, documentation, change management, issue remediation, and user guidance.
• Career development and professional growth opportunities within a growing commercial bank where credit risk analytics and modeling are increasingly important to the institution’s strategy and risk framework.

Requirements

• 7–10+ years of hands-on experience in credit risk modeling, analytics, model governance, or a closely related quantitative risk function within a financial institution or consulting environment.
• Strong experience across the credit model lifecycle, including development, testing, monitoring, maintenance, validation support, and implementation.
• Familiarity with model risk management expectations and governance frameworks, including SR 11-7-aligned practices.
• Deep understanding of wholesale credit risk, including Commercial / Corporate Banking and Commercial Real Estate exposures, and the relevant credit risk drivers and portfolio metrics (e.g., PD, LGD, DSCR, LTV, NOI).
• Experience with credit risk rating models and scorecards, including internal frameworks and/or vendor solutions such as Moody’s CreditLens®, RiskCalc, CMM, dual risk ratings, and specialty scorecards.
• Strong analytical and technical toolkit, including advanced Excel, PowerPoint, Power Query, and experience with analytics / programming tools such as Python; experience with Power BI is strongly preferred.
• Demonstrated ability to work independently, prioritize effectively, and manage multiple deliverables and stakeholders in a dynamic environment.
• Excellent written and verbal communication skills, with the ability to translate technical model concepts into actionable business insights.
• Bachelor’s degree in Finance, Economics, Statistics, Mathematics, Data Science, or another quantitative discipline.

Qualifications

• Professional certifications such as FRM, CFA, or related credentials are a plus.