Lead Credit Risk Data Scientist & Model Validation

Jobtailor; Chicago (IL); On-site; USD 120,000 - 180,000; Full time

Job summary

Jobtailor in Chicago, IL is seeking a senior quantitative professional to develop, validate, and monitor credit risk models. You will lead independent validation, assess conceptual soundness, and produce technical reports for stakeholders.

The role requires advanced Python and SQL skills, strong communication to technical and non-technical teams, mentorship, and the ability to automate validation processes.

Qualifications

• Experience developing and independently validating advanced credit risk models.
• 5+ years in quantitative analysis in financial services; leading complex validation projects preferred.
• Strong knowledge of statistical models and methodologies used in risk management.
• Advanced programming skills in Python and ability to write customized data analysis programs.
• Experience with relational databases and SQL.

Responsibilities

• Develop, enhance, and test credit risk models for lending criteria and verification procedures.
• Lead and perform independent validation of credit risk models.
• Evaluate model fit, conceptual soundness, and data assumptions.

Skills

Advanced credit risk

Quantitative analysis

Model governance

Cross-functional communication

Mentorship

Tools

Python

SQL

Model dashboards

Automation tools

Job description

Jobtailor in Chicago, IL is seeking a senior quantitative professional to develop, validate, and monitor credit risk models. You will lead independent validation, assess conceptual soundness, and produce technical reports for stakeholders.

The role requires advanced Python and SQL skills, strong communication to technical and non-technical teams, mentorship, and the ability to automate validation processes.