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 outputs What You BringMust-Have:- Background in credit risk modeling, quantitative finance, or applied statistics - Deep understanding of risk metrics and regulatory concepts - Strong analytical and documentation skills Nice-to-Have:- Experience with financial institutions, lending models, or Basel/IFRS frameworks