Credit Risk Modelling Consultant
Core
Developing statistical models for credit risk monitoring, validation, and audit within prudential and IFRS9 frameworks to support client decision-making.
Role type
Credit Risk Modelling Consultant
Builds
Statistical models (PD, LGD, CCF, EWS) and model risk management training
Domain
Financial services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Statistical modeling, Model validation, Regulatory framework knowledge (IRB/Pillar 2, IFRS9), Data exploration, Training delivery
Preferred skills
Experience in model risk management, Knowledge of market trends
Technologies
SAS, SQL, R, Python
Responsibilities
Develop statistical models for credit risk monitoring; Validate and audit models used in credit risk management; Support clients in identifying key areas for action in model risk management; Monitor key market trends and regulatory developments governing model use
Seniority
Mid-level IC (3+ years experience)