Scorecards Update and Maintenance - Senior Consultant

Overview

Senior Consultant in the Scorecards Update and Maintenance team at S&P Global Market Intelligence, working on the back-testing, update and maintenance of PD and LGD credit risk scorecards.

What you'll do

• Perform hands-on back-testing, update and maintenance of the scorecard solutions.
• Collect and analyze credit information (data and research) for PD and LGD scorecard models, including testing for accuracy and predictive capability and recalibration.
• Provide technical support to client requests on an ad-hoc basis.
• Automate repetitive tasks and reduce operational risk in scorecard use, update and maintenance.
• Write all deliverables, including technical sections, summaries, user guides and back-testing reports.
• Work independently under tight deadlines, with full accountability for updates to technical reference guides, scorecard user guides, back-testing reports and interim deliverables.
• Work with quantitative analytical colleagues, providing credit risk modelling expertise or using own quantitative skills to devise tests and update scorecards.
• Support other regional S&P Global Market Intelligence teams in assessing the performance of other statistical-based credit risk models and provide insights on credit risk modelling best practices.

What you'll need

• Background in a quantitative discipline (Statistics, Mathematics, Econometrics, Finance, Engineering, Computer/Data Science).
• 4+ years of experience in credit risk modelling and/or model risk management while working with the Risk Management / Risk Analytics division of a large bank, a Big 4 consulting firm, a credit rating agency or a risk consulting firm.
• Good understanding of the fundamentals of credit analysis and related qualitative and quantitative reasoning.
• Strong attention to detail.

Nice to have

• Familiarity with S&P Global Ratings criteria and the shadow rating approach.
• Experience in the financial sector.
• Experience with credit risk model development and validation.
• Experience with recovery analysis, CECL, LGD, credit risk consulting and PD calibration.
• Advanced skills in Excel / VBA.
• Experience in statistical programming languages such as Python.

Details

• Location: Hyderabad, Telangana.
• Grade Level 10; EEO-2 category 20 - Professional; EEO Job Group BSMGMT202.1 - Middle Professional Tier I.