Senior Credit Risk Modeler

Role OverviewThe Senior Credit Risk Modeler evaluates credit scoring models, risk segmentation frameworks, and probability-of-default (PD), loss-given-default (LGD), and exposure-at-default (EAD) methodologies. This role focuses on validating assumptions, identifying weaknesses, and ensuring consistency across risk-modeling workflows.What You’ll Do Analyze credit risk models and validate underlying assumptions Review PD/LGD/EAD frameworks for accuracy and completeness Identify inconsistencies in risk scoring logic or segmentation criteria Summarize model performance and highlight areas for recalibration Review regulatory alignment and documentation quality Support recurring assessments of credit risk datasets and scoring outputsMust-HaveWhat You Bring Background in credit risk modeling, quantitative finance, or applied statistics Deep understanding of risk metrics and regulatory concepts Strong analytical and documentation skillsNice-to-Have Experience with financial institutions, lending models, or Basel/IFRS frameworks