Senior Credit Risk Model Specialist

Drive credit risk innovation at Coast Capital as a Senior Quantitative Risk Specialist. Focus on commercial credit scorecards and develop robust risk models in a hybrid work environment.

In this pivotal role, you will lead the development and validation of PD, LGD, and EAD models, specialized in commercial lending portfolios. With 4–6+ years of experience in quantitative analytics, you will collaborate across teams to ensure models meet regulatory standards and stakeholder needs effectively.

Key Responsibilities:

• Lead calibration and enhancement of PD, LGD, and EAD models

• Execute data segmentation and methodology design for model builds

• Prepare documentation, monitoring reports, and validation responses

• Support IFRS 9/ECL analysis and stress testing models

• Collaborate with stakeholders to ensure model governance

Requirements:

• 4–6+ years in credit risk modeling or quantitative analytics

• Proficient in Python, SQL, and advanced Excel

• Strong understanding of commercial credit scorecards

• Bachelor's degree in a quantitative field

• Preferred experience with Git and cloud platforms

Utilize your analytical skills and model expertise to enhance credit risk strategies at Coast Capital.
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