Senior Credit Risk Modeler

Alignerr Corp.; Seattle (WA); Remote; USD 83,000 - 165,000; Part time

Job summary

Alignerr Corp. is seeking a Senior Credit Risk Modeler for a fully remote hourly contract. You will rigorously evaluate credit risk models, validate PD/LGD/EAD methodologies, and ensure regulatory alignment across risk-modeling workflows.

The role demands deep expertise in credit risk, strong analytical capabilities, and the ability to communicate findings in writing while delivering high-quality assessments on a flexible schedule.

Qualifications

• Strong background in credit risk modeling and quantitative finance.
• Hands-on understanding of PD/LGD/EAD metrics.
• Excellent written communication to convey findings.
• Demonstrated ability to work independently and deliver structured assessments.

Responsibilities

• Analyze credit risk models and validate underlying assumptions.
• Review PD/LGD/EAD frameworks for accuracy and completeness.
• Identify inconsistencies in risk scoring logic, segmentation criteria and model architecture.
• Summarize model performance and highlight recalibration needs.
• Assess regulatory alignment and evaluate model documentation quality.
• Support recurring reviews of credit risk datasets and scoring outputs.

Skills

Credit risk modeling

Quantitative finance

Applied statistics

Analytical thinking

Written communication

Independent work

Education

Master's or PhD in a quantitative field

Job description

About The Role

What if your deep knowledge of credit risk frameworks could directly influence how financial institutions assess, validate, and improve their most critical models? We're looking for a Senior Credit Risk Modeler to evaluate credit scoring models, validate PD/LGD/EAD methodologies, and ensure regulatory alignment across risk-modeling workflows.

This is a fully remote, flexible contract role built for seasoned quantitative professionals who want meaningful, high-impact work on their own terms.

• Type: Hourly Contract
• Location: Remote
• Commitment: Flexible

What You'll Do

• Analyze credit risk models and rigorously validate their underlying assumptions
• Review PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) frameworks for accuracy and completeness
• Identify inconsistencies in risk scoring logic, segmentation criteria, and model architecture
• Summarize model performance and pinpoint areas requiring recalibration or redesign
• Assess regulatory alignment and evaluate the quality of model documentation
• Support recurring reviews of credit risk datasets and scoring outputs

Who You Are

• Solid background in credit risk modeling, quantitative finance, or applied statistics
• Deep, hands-on understanding of PD/LGD/EAD metrics and regulatory risk concepts
• Strong analytical thinking with the ability to communicate findings clearly in writing
• Proven ability to work independently and deliver structured, high-quality assessments

Nice To Have

• Experience working with or within financial institutions, banks, or lending platforms
• Familiarity with Basel II/III, IFRS 9, or other regulatory credit risk frameworks
• Background in model validation, model risk management, or internal audit functions

Why Join Us

• Fully remote and flexible — work on your schedule, from anywhere
• Engage with complex, intellectually stimulating credit risk challenges
• Freelance autonomy with the structure of meaningful, ongoing project work
• Contribute expertise that directly shapes the quality and integrity of risk models
• Potential for recurring engagements as new model validation cycles launch