Model and Credit Risk Senior Consultant
Core
Perform consulting projects for financial services clients focusing on model risk management practices and model validation for credit risk and treasury management models.
Role type
Senior IC model risk consultant (credit risk & treasury)
Builds
Model validation reports, risk management recommendations, and client presentations
Domain
Financial services / Regulatory compliance / Credit risk
Deliverable
production ML models
Required skills
Model risk management regulatory guidance, Credit risk modeling, Model validation, Data processing, Project management, Statistical analysis
Preferred skills
Econometrics, Risk rating methodology, Capital allocation methodology
Technologies
SAS, Matlab, Stata, Python, R, SQL, Power BI, Tableau, QlikView
Responsibilities
Complete client service projects from planning to completion, Provide recommendations to client management, Support proposal and business development activities, Manage engagements to ensure quality and budget
Seniority
Senior, hands-on IC
