Credit Risk: Consultant - Senior Consultant
Core
Senior consultant supporting the RFR Credit Risk Team in delivering advisory services on delegated engagements and projects at client premises.
Role type
Senior Consultant, Credit Risk Advisory
Builds
Credit risk models, portfolio analytics, and strategic insights for financial services clients.
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models | client delivery
Required skills
Credit risk modelling, predictive modelling, financial modelling (PD, EAD, LGD), Basel regulations, IFRS 9, SAS, R, Python
Preferred skills
Project management, strategic insights, leadership, complex project execution
Technologies
SAS, R, Python, MS Excel
Responsibilities
Develop and calibrate credit risk models; validate, monitor, and test models; benchmark credit metrics; derive portfolio credit analytics; review client deliverables for quality; communicate project outcomes; draft project reports.
Seniority
Senior, hands-on IC with mentorship responsibilities