Credit Risk Modeler - Beeline ID:7328-1
Posted on :
25-10-2022
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1 Vacancy
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Job Description
Req ID : 1734375
Job Title: Credit risk modeler
Job Location: Richardson, Texas(Remote)
Job Duration: Long-Term
Job Location: Richardson, Texas(Remote)
Job Duration: Long-Term
Job Description:
- We are looking for a risk modeling professional to deliver client facing projects/engagements in quantitative model development projects including full development, re-development, calibration and fit for use assessment of models in the risk and regulatory area.
- This would involve application of various industry best practices and techniques in risk modeling including but not limited to linear/ logistic regression, time series methods, Markov chain, survival modelling and machine learning techniques.
- The selected candidate will work with leading banking clients to support varied model development needs in a fast-paced environment, bring in critical thinking, expertise in modeling and industry best practices.
- Works hands-on in development, re-development and calibration of risk and regulatory models, including but not limited to credit decision scorecards, Basel IRB PD, LGD, EAD, Stress Testing, IFRS 9/CECL models, counter fraud and AML models,
- Providing thought leadership and oversight for a team of risk modelers/validators
- Develop presentations to be shared with senior client management
- Data and quantitative analysis to support modeling decisions
- Leading development of model methodologies, algorithms and diagnostic tools for testing model robustness, sensitivity and stability
- Detailing model techniques and interpretation of variables used in the models to be documented and presented to client Stakeholders
- Validation for the source data quality, forecast data quality as well as change management
- End to end model development. Participation in assessment of compliance with regulatory needs, validation support, implementation support and testing plan
- Helping develop thorough technical documents for distribution and presentation to senior management, model developers, auditors and regulators
- Bringing in industry best practices and consultative inputs to help deliver continuous value to client engagements in advanced risk analytics
Employment Type
Full Time
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