Credit Risk_Tester

Key Responsibilities

1. Functional & Domain Testing

• Perform end‑to‑end testing of credit risk systems, including Credit Decision Engines, Rating Systems, Limit Management, and Portfolio Monitoring tools.


• Validate credit risk components such as:
  
  
  
  • PD, LGD, EAD calculations
  
  
  • RWA computation (Basel II/III/IV)
  
  
  • Credit scoring models
  
  
  • IFRS9/CECL impairment models
  
  
  • Stress testing frameworks
  
  
  
  


• Review and test loan origination workflows, underwriting rules, and credit policy implementations.

2. Test Planning & Documentation

• Create test plans, test cases, test scripts, and traceability matrices based on business requirements.


• Ensure test coverage for functional, integration, regression, and UAT scenarios.


• Document defects, perform root-cause analysis, and work with developers to resolve issues.

3. Data & Analytical Testing

• Validate data pipelines, risk data aggregation, and exposure calculations.


• Perform SQL‑based data validation and data quality checks.


• Verify accuracy of model outputs vs. business expectations.

4. Regulatory & Compliance

• Ensure compliance with Basel III/IV, IFRS9, CECL, CCAR, ECL, and other regulatory requirements.


• Assist in audit and regulatory review activities.

5. Collaboration & Communication

• Work with cross‑functional teams including product owners, risk analysts, model developers, and QA teams.


• Support UAT with business stakeholders and ensure timely delivery of testing milestones.

Required Skills & Qualifications

• Bachelor's degree in Finance, Engineering, Computer Science, or related field.


• 4-6 years of experience in Credit Risk or Banking QA/testing roles.


• Strong understanding of:
  
  
  
  • Retail and Corporate lending products
  
  
  • Credit risk lifecycle
  
  
  • Risk modelling methodologies (PD, LGD, EAD)
  
  
  • RWA, Basel norms
  
  
  • IFRS9/CECL frameworks
  
  
  
  


• Proficiency in SQL, Excel, and data validation techniques.


• Experience with test management tools (JIRA, ALM, QTest, etc.).


• Ability to interpret BRDs, FSDs, and model documentation.