Consultant I
EXL
full-time
Posted on:
Location Type: Hybrid
Location: Gurugram • India
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About the role
- Perform **independent validation** and monitoring of credit risk models
- Assess **model validation and monitoring methodology**, assumptions, limitations, and data quality
- Conduct **conceptual soundness reviews**, quantitative testing, and outcome analysis
- Review model performance using metrics such as **Gini, KS, AUC, PSI, stability and back-testing**
Requirements
- Bachelor’s or Master’s degree in **Statistics, Mathematics, Economics, Finance, Engineering, or related field**
- Strong SAS programming (Base SAS, Macros; SAS STAT preferred)
- Knowledge of **credit risk validation techniques**
- Experience with performance monitoring and back-testing
- Familiarity with data sources and model documentation standards
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
SAS programmingBase SASSAS MacrosSAS STATcredit risk validation techniquesperformance monitoringback-testingquantitative testingmodel validation methodologydata quality assessment
Soft skills
independent validationconceptual soundness reviewsoutcome analysis