Credit Model Development Quantitative Expert
Core
Develops and builds complex econometric, statistical, and machine learning models to analyze large datasets and generate insights for credit risk management and product enhancement.
Role type
Senior quantitative expert (credit modeling)
Builds
Production credit risk models, behavioral models, and self-healing frameworks
Domain
Banking / Credit Risk / Financial Modeling
Deliverable
production ML models
Required skills
Statistical programming, Econometrics, Machine learning, Data management, Risk modeling, Code review, Team leadership
Preferred skills
Time-series analysis, Panel data methods, Logistic regression, Balance sheet management, Model validation
Technologies
SAS, Python, Stata, R, SQL Server, Hybrid databases (on-premise/cloud)
Responsibilities
Build and validate complex statistical and ML models for classification and pattern analysis; Mentor less experienced data scientists on best practices; Lead code reviews and maintain internal controls; Communicate model outcomes and business value to stakeholders; Analyze large datasets and explain results through visualizations.
Seniority
Senior, hands-on IC with leadership responsibilities