Role Overview
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.
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 Bring
Must-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
$40 – $80 an hour
We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.
Apply info ->
To apply for this job, please visit jobs.lever.co
