Credit Risk Modeling Consultant x3

TEEMA Solutions Group; Ottawa; On-site; CAD 70,000 - 110,000; Full time

Job summary

An established industry player is looking for Credit Risk Modeling Consultants to enhance their credit risk frameworks and ensure regulatory compliance. This role is crucial in developing and validating credit risk models, analyzing large datasets, and providing insights on credit scoring and underwriting. The ideal candidates will possess strong programming skills and a solid understanding of statistical analytics. Join a team that values diverse expertise and perspectives, driving innovation in the financial sector. This is an exciting opportunity to make a significant impact in risk assessment and lending strategies.

Qualifications

• Expertise in credit risk model development and validation.
• Strong programming skills in SAS, Python, or R.

Responsibilities

• Develop and validate credit risk models including PD, LGD, and EAD.
• Ensure compliance with IFRS 9 and AIRB regulations.

Skills

Model Validation

SAS

Python

R

Excel

Data Analysis

Communication

Education

Advanced degree in Finance

Advanced degree in Economics

Advanced degree in Statistics

Advanced degree in Mathematics

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.