Senior Consultant Credit Risk (m/w/d)
Core
Develop and implement credit risk models (rating models, portfolio models, early warning systems) and validate models for financial service providers.
Role type
Senior IC credit risk consultant (advisory)
Builds
Credit risk management solutions and business model designs for financial institutions
Domain
Financial services / Credit risk / Regulatory compliance
Deliverable
production ML models
Required skills
Credit risk modeling, Machine Learning, Text Mining, Regulatory knowledge (Basel/IFRS 9), Statistical forecasting, Database management, Scripting (Python, SAS, R)
Preferred skills
Banking background, Agile project management, Data analysis
Technologies
SAS, Python, Oracle, MS SQL Server, Jira, Confluence, Bitbucket
Responsibilities
Develop and implement credit risk models, Validate and test credit risk models, Advise clients on regulatory questions and RWA optimization, Manage projects in an agile approach, Support sales and proposal creation
Seniority
Senior, hands-on IC