Commercial Risk Model Development Associate
Core
Develop, implement, monitor, and enhance quantitative credit risk models to support commercial lending portfolios, risk assessment, and regulatory compliance.
Role type
Associate quantitative risk modeler (credit risk)
Builds
Quantitative risk models and analytical frameworks for commercial lending
Domain
Banking / Credit Risk / Financial Services
Deliverable
production ML models
Required skills
Quantitative modeling, Python, SQL, Statistical modeling, Data engineering, Model validation, Back-testing, Sensitivity analysis, Regulatory compliance knowledge
Preferred skills
Commercial credit risk modeling, Probability of Default (PD) modeling, Cloud data platforms (Snowflake), Model governance
Technologies
Python, SQL, Snowflake
Responsibilities
Develop and enhance quantitative risk models; Perform data analysis and engineering; Evaluate model performance via monitoring and back-testing; Partner with stakeholders to translate requirements into solutions; Support model documentation and governance; Contribute to innovative risk analytics capabilities
Seniority
Associate, mid-level IC
