H/F Senior Consultant - Risk Management
Core
Senior consultant specializing in credit risk modeling and management for major financial sector clients.
Role type
Senior IC risk management consultant (credit risk)
Builds
Credit risk models, scoring tools, stress-testing exercises, and IFRS9/ICAAP validation frameworks.
Domain
Financial services / Credit risk
Deliverable
production ML models
Required skills
Credit risk modeling (PD, LGD, EAD, CCF), Internal scoring & rating development, Model review (quantitative approaches, data, performance), Stress-testing & back-testing (EBA, climate), IFRS9/ICAAP validation, Python, R, SAS
Preferred skills
Research & publication, Knowledge management, Business development, Training
Technologies
Python, R, SAS
Responsibilities
Develop credit risk models (PD, LGD, EAD, CCF), Build internal scoring and rating tools, Review models using quantitative and data approaches, Conduct stress-testing and back-testing exercises, Validate IFRS9 impairment and ICAAP models, Participate in research projects and knowledge management activities
Seniority
Senior, hands-on IC
