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 climate risk for financial institutions
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling (retail/wholesale), IFRS 9 ECL, Basel regulatory capital, Python, R, SQL, SAS, C++, quantitative methodology development
Preferred skills
PRM, FRM, CFA, Master's in Economics/Statistics/Mathematics/Financial Engineering
Technologies
Python, R, SQL, SAS, C++, credit risk management software
Responsibilities
Develop and validate obligor/facility risk rating and allowance for loan loss models; Implement AI and machine learning models for risk assessment; Perform model risk governance and controls; Collaborate on client proposals and thought leadership on GenAI and climate risk
Seniority
Senior, hands-on IC