Lead Credit Risk Analyst
Core
Lead a team in developing, validating, and monitoring robust risk pricing models (PD, fraud, death) and driving portfolio performance insights for a lending division.
Role type
Senior IC Lead Credit Risk Analyst (Risk Pricing)
Builds
Production risk models, portfolio performance reports, and strategic pricing recommendations
Domain
Financial Services / Credit Risk / Lending
Deliverable
production ML models
Required skills
Python, SQL, Statistical modeling, Machine Learning, Risk model validation, Portfolio analysis, Data-driven decision making, Team mentoring
Preferred skills
Power BI, Git, Simulation tools (Nexus, Kairos), External data source integration, Regulated environment experience
Technologies
Python, SQL, Nexus, Kairos, Power BI, Git
Responsibilities
Own the development, validation, and ongoing performance of risk models (PD, fraud, death); Independently analyse portfolio performance and identify root causes of deviation; Set analytical standards and best practices for the risk pricing team; Make key decisions on model enhancements and simulation tool improvements; Drive cross-functional initiatives to strengthen risk pricing strategies; Develop and coach analysts on advanced modelling techniques
Seniority
Senior, hands-on IC with team leadership
