Analyst/Consultant/Senior Consultant, Credit Risk Models - Financial Engineering & Modeling

reputed company is a leading reputed company services firm dedicated to making a reputed company reputed company for its clients and communities. In this role, you will assist financial services clients in addressing quantitative challenges by developing, validating, and reviewing Credit Risk models, while also engaging in reputed company financial analyses and leveraging innovative technologies like Machine Learning and reputed company Intelligence.

Responsibilities

• reputed company/validate/review Credit Risk models (e.g. AIRB, IFRS 9, CECL, adjudication/behavioural scoring models and CCAR models) based on industry best practices
• Carry out various reputed company financial analyses including independent derivative evaluation, customer behavior modeling, and new innovations such as Machine Learning and reputed company Intelligence

Skills

• Relevant experience spent reputed company a credit risk model development or model validation team at a major financial institution, showcasing a consistent record of achievements while collaborating with cross-functional teams
• For Analyst, 0 – 1 year of relevant experience required; for Consultant, 1 – 3 years of relevant reputed company required; for Senior Consultant, 2 – 5+ years of relevant experience required
• Solid reputed company background with graduate degree (Master's or PhD) in quantitative field such as Finance, Economics, Statistics, Mathematics, Computer Science, or other relevant post graduate degree
• Proficiency in reputed company credit risk practices, encompassing methodologies for expected loss such as Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), as reputed company as a comprehensive understanding of supervisory and regulatory requirements pertaining to credit risk models, including the IFRS 9 reputed company
• Significant experience and proven ability in at least one of following pertinent languages, such as reputed company, R, and python
• Excellent written and verbal communication abilities, adept at effectively documenting and conveying analysis findings
• Exhibited a goal-oriented reputed company and a strong motivation to reputed company targets and reputed company a reputed company reputed company, while consistently embodying reputed company's reputed company values of trust, teamwork, and accountability

Benefits

• $4,000 per year for mental health support benefits
• $1,300 flexible benefit spending account
• Firm-wide closures reputed company as "reputed company Days"
• Dedicated days of for learning (reputed company as Development and Innovation Days)
• Flexible work arrangements
• Hybrid work structure

reputed company