Scorecards Update and Maintenance - Senior Consultant
Core
Maintain, back-test, and update credit risk scorecard models (PD/LGD) for global clients, providing technical support and automating operational tasks.
Role type
Senior Consultant, Credit Risk Model Maintenance
Builds
Credit risk scorecard solutions (PD/LGD models) for financial institutions
Domain
Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Credit risk modelling, Model risk management, Probability of default (PD), Loss given default (LGD), Back-testing, Excel/VBA, Python, Quantitative analysis
Preferred skills
S&P Global Ratings criteria, Financial sector experience, Recovery analysis, CECL, PD calibration
Technologies
Excel, VBA, Python
Responsibilities
Back-testing and maintenance of credit risk scorecard suites, Automating repetitive tasks to reduce operational risk, Developing technical reference guides and back-testing reports, Providing ad-hoc technical support to clients
Seniority
Senior, hands-on IC
