Credit Risk Modeler

Role:
Senior Consultant - Credit Risk Modeler
Type:
Hybrid (3 days/week from office)
Location:
San Jose, CA or Chicago, IL
Compensation: $130k - $170k (depending on experience) + 12% bonus
Role Overview:

• Emphasis is on coordinating & driving end to end delivery of project work streams
• Coordination with partner teams including senior leadership for alignments
• Ownership of overall timelines and incorporation of feedback
• Structure analytical solution when required, to address business objectives
• Provide business acumen and hypothesis
• Effectively guide the team around problem structuring and use of analytics (tools and techniques) to carry out analysis
• Presenting work directly to clients as required
• Liaison and build relationships with the client

• Project task management
• Stakeholder management including senior leadership (VP+)
• Communications, including deck writing
• Coordination of all sub-team efforts
• Delivery of output
• Facilitation and gathering of client feedback on problem structuring
• Effective management of frequency of feedback loop with offshore resources
• Build capabilities in junior team members

• Master's degree in economics, mathematics, computer science/engineering, operations research or related analytics areas; candidates with BA/BS degrees in the same fields from the top tier academic institutions are also welcome to apply
• 4-6 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniques
• Technical
  
  Skills Required:
  
  Hive, PySpark, SQL, Python
• Must have experience in development of Credit Risk models (probability of default, exposure at default, loss given default models etc) in alignment with internal and regulatory standards
• Must be familiar with performing back testing and model performance tracking to ensure ongoing predictive accuracy and stability
• Superior analytical and problem solving skills
• Willingness to take initiative
• Strong program management skills and ability to think abstractly deal with ambiguous/use defined problems
• Proficient in executive level communications creating slides, decks and building data dashboards
• Outstanding written and verbal communication skills