Senior Credit Risk Modeler

The 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.

- 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 outputs

- Background in credit risk modeling, quantitative finance, or applied statistics

- Deep understanding of risk metrics and regulatory concepts

- Strong analytical and documentation skills

- Experience with financial institutions, lending models, or Basel/IFRS frameworks