Credit Risk Modelling Senior Associate (Bilingual FR/EN)
Core
Develop credit risk modeling strategies and capabilities for financial institutions, focusing on predictive modeling, regulatory capital, and expected credit loss measurement.
Role type
Senior Associate, Credit Risk Modeling
Builds
Credit risk methodologies, regulatory capital models, and AI/ML solutions for financial institutions
Domain
Financial Services / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling (retail/wholesale), IFRS 9 ECL, regulatory capital modeling, Python/R/SQL/SAS/C++, quantitative risk measurement
Preferred skills
PRM/FRM/CFA designation, Master's in Economics/Statistics/Mathematics/Financial Engineering
Technologies
Python, R, SQL, SAS, C++, GenAI, cloud platforms
Responsibilities
Develop and validate credit risk models (obligor/facility rating, capital, allowance), implement AI/ML models, manage model risk governance, collaborate on client proposals and thought leadership
Seniority
Senior, hands-on IC