Credit Risk Modeling Consultant

Talent To Hire Inc.; Toronto; On-site; CAD 80,000 - 120,000; Full time

Job summary

Talent To Hire Inc. is seeking multiple Credit Risk Modeling Consultants to enhance their credit risk frameworks. This role entails model development and validation, ensuring compliance with financial regulations, and analyzing datasets to identify risk trends. Candidates with strong programming skills in SAS, Python, or R and advanced degrees in relevant fields are encouraged to apply.

Qualifications

• Expertise in model testing and regulatory compliance.
• Advanced degree preferred, knowledge of statistical analytics is a plus.
• Willingness to apply even if not fully meeting requirements.

Responsibilities

• Develop and validate credit risk models (PD, LGD, EAD).
• Ensure compliance with IFRS 9, AIRB, and CCAR regulations.
• Analyze data to identify trends and improve assessments.

Skills

Model Validation

Programming Proficiency

Data Analysis

Communication

Education

Advanced degree in Finance, Economics, Statistics, Mathematics, or a related field

Tools

SAS

Python

R

Excel

Job description

Job Title : Credit Risk Modeling Consultant

Job Description :

We are seeking multiple Credit Risk Modeling Consultants with expertise in credit risk model development and validation. This role involves analyzing risk patterns, optimizing credit frameworks, and ensuring regulatory compliance.

Key Responsibilities :

Develop and validate credit risk models, including PD, LGD, and EAD.

Ensure compliance with IFRS 9, AIRB, and CCAR regulations.

Analyze large datasets to identify trends and improve risk assessment.

Provide insights on credit scoring, underwriting, and portfolio risk.

Enhance credit risk frameworks and lending strategies.

Effectively communicate complex models to non-technical stakeholders.

Document findings and recommendations.

Required Skills :

Model Validation : Expertise in model testing and regulatory compliance.

Programming Proficiency : Strong skills in SAS, Python, R, or Excel.

Data Analysis : Ability to work with structured and unstructured data.

Communication : Strong written and verbal communication skills.

Preferred Qualifications :

Advanced degree in Finance, Economics, Statistics, Mathematics, or a related field.

Familiarity with statistical analytics, IFRS 9, AIRB, and CCAR frameworks.

Please include any relevant certifications, technologies, or tools you have worked with.

Even if you don’t fully meet every requirement, we will still be open to review your application. We value diverse expertise and perspectives that drive innovation.

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Credit Risk Modeling • Toronto, ON, Canada