Senior Consultant(e) - Expert Risque de Crédit (H/F)
Core
Develop credit risk models (PD, LGD, stress testing, IFRS 9 provisioning) and score models for banking and insurance clients.
Role type
Senior Consultant (Credit Risk Modeling & Strategy)
Builds
Production credit risk models and regulatory compliance frameworks for financial institutions
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling, Machine Learning, R, Python, SAS, IFRS 9, Basel parameters (PD, LGD), Data quality management
Preferred skills
Statistical modeling, Stress testing methodology, Commercial proposal development
Technologies
R, Python, SAS
Responsibilities
Model Basel parameters (PD, LGD), Implement stress testing methodologies, Define IFRS 9 provisioning methodologies, Develop credit risk segmentation and analysis, Contribute to firm expertise content (podcasts, articles), Support commercial proposal development
Seniority
Senior, hands-on IC
