Credit Risk Modelling Senior Associate (Bilingual FR/EN)
Core
Develop and validate credit risk models (IFRS 9, Basel, ECL) and AI/ML solutions for financial institutions to manage borrower and counterparty risk.
Role type
Senior Associate, Credit Risk Modelling (Financial Services)
Builds
Predictive models for credit risk, capital measurement, and stress testing for financial institutions
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling (retail/wholesale), IFRS 9 ECL, Basel regulatory capital, Python, R, SQL, SAS, C++, Model validation, Quantitative analysis
Preferred skills
PRM, FRM, CFA, Master's in Economics/Statistics/Mathematics/Financial Engineering
Technologies
Python, R, SQL, SAS, C++