Senior Quantitative Risk Specialist

Position: Senior Quantitative Risk Specialist Hybrid Role
Elevate your expertise at Coast Capital as a Senior Quantitative Risk Specialist. This full-time hybrid position focuses on commercial credit models and risk analytics with flexible in-office requirements.

In this senior role based out of Help Headquarters, you will spearhead the development and validation of commercial credit risk models, including PD, LGD, and EAD. Engage with senior stakeholders to influence lending decisions while meticulously documenting model performance and compliance with regulatory standards. This high-impact position offers the chance to build foundational capabilities in credit risk modeling, significantly contributing to Coast Capital's success.

Key Responsibilities:

• Lead development and calibration of credit risk models

• Execute model build activities including data and methodology

• Prepare model documentation and validation materials

• Support stress testing and expected loss analyses

• Collaborate across teams for model governance

Requirements:

• 4-6+ years in credit risk modeling or related field

• Strong knowledge of PD, LGD, EAD, and IFRS 9

• Hands-on experience with credit risk scorecards

• Advanced skills in Excel, Python, and SQL

• Bachelor’s degree in a quantitative discipline

This role harnesses your analytical skills while furthering your impact in commercial credit risk at Coast Capital.
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