Manager / Assistant Manager Credit Risk Modular-Karachi

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HRSG & Innovative Business Solutions, Karachi                       Qualification:

  • Graduate in Computer Science or related equivalent qualification


  • Knowledge and Hands on with Advanced Excel, VBA, C++, SPSS/SAS and other programming skills with experience in working with large datasets         

Roles & Responsibilities:

  • Develop Credit Application & Behavioral Scorecard Models.
  • Develop policy & new risk models to help the organization to improve risk management and to satisfy regulatory requirement. Develop models for Probability of Default (PD), Expected Credit Loss (ECL), Loss Given Default (LGD), & Exposure at Default (EAD), Credit Conversion Factor (CCF) and it’s testing for retail portfolios.
  • Validation of general and specific provisions according to accounting standards. Ensure the model outputs are fit for purposes not only for regulatory capital and ECL estimates but also for daily business usage, underwriting, risk appetite decisions and strategy design.
  • Responsible for compiling and documenting modeling and analytical results in an organized way continuously improving risk modeling tools and methods by enhancing data, including new risk characteristics.
  • Monitor internal models performance through Back-testing exercise on semi-annual basis.
  • Document the assessment to the required standards (technical model documentation)

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