Scorecards Update and Maintenance - Senior Consultant

Grade Level (for internal use): 10 The Team: The Scorecards team delivers credit risk solutions to clients globally, including PD/LGD models, analytical support, training, and credit risk assessment. The U&M team in Hyderabad owns the operational excellence of Scorecards through controlled model maintenance, performance monitoring, and disciplined change management. What’s in it for you: The primary purpose of this position is to work within a team of credit risk and analytical development professionals. To collect and analyze credit information (both data and research) where probability of default (PD) and loss given default (LGD) scorecard models may be developed, tested for accuracy and predictive capability, and recalibrated. By having a full understanding of the array of existing solutions, the candidate will be responsible for the back-testing, update and maintenance efforts of the whole suite of credit risk scorecards and will provide vital technical support to clients’ requests, on an ad-hoc basis. Using a proactive approach, the candidate will help the team automating any repetitive tasks and reducing operational risks in the scorecards’ use or their update and maintenance. Secondary, the analyst may support other regional teams of S&P Global Market Intelligence in assessing the performance of other, statistical-based credit risk models and provide insights on best practices related to credit risk modelling. The day-to-day job requires substantial hands-on involvement in the back-testing, update, and maintenance of the scorecard solutions. Additionally, the candidate must have good credit risk knowledge, which will be instrumental in his/her project duties and in supporting team members in their technical knowledge development. The Analyst will need to work independently under tight deadlines to consistently produce high-quality work, including updates to technical reference guides, scorecard user-guides, back-testing reports, and interim deliverables, for which in all cases will have full accountability.

Good understanding of fundamentals of credit analysis and related qualitative and quantitative reasoning. Has strong attention to detail and is able to devise creative solutions to automate repetitive tasks or reduce risk of operational errors in the update and maintenance of Excel-based solutions. Writes all deliverables including technical sections, summaries, user-guides and back-testing reports May work in contact with quantitative analytical people and provide credit risk modelling expertise or leverage own quantitative skills in devising tests and updating scorecards. What We’re Looking For:

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 Risk Management / Risk Analytics division of large bank(s), Big 4 consulting firm, credit rating agency or risk consulting firm. Preferred Familiarity with S&P Global Ratings criteria and the shadow rating approach. Experience in Financial sector will be advantageous Experience with credit risk model development and validation would be a plus Experience with recovery analysis, CECL, LGD, credit risk consulting, PD calibration will be a plus Advanced skills in Excel / VBA and experience in statistical programming languages such as Python would be preferred About S&P Global Market Intelligence At S&P Global Market Intelligence, a division of S&P Global we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction. For more information, visit www.spglobal.com/marketintelligence . What’s In It For You? Our Mission: