Credit Risk Modeler

HRBrain

CONTRACT
Canada
Posted 2 months ago

We are looking for a Credit Risk Modeler! Reach out if you are interested and feel free to refer friends/colleagues!

 

Type of Employment: Contract
Title: Credit Risk Modeler
Term: 6-month – 37.5 hours/week
Location: Remote – Canada or USA
Job ID number: C1206

 

Brief description of duties:

End to end credit risk modeling for retail credit risk team. Regulatory projects.

 

 

MUST haves:

 

  1.  2-4 years experience in credit risk model development – retail / regulatory
  2. Strong knowledge of credit risk analytics, PD, LGD, EAD concepts
  3. Good working knowledge of AIRB regulations
  4. SAS, SQL
  5. Excellent problem solving skills with “can do” attitude and outside the box solutioning
  6. Strong MS Excel, PowerPoint level, and MS Word
  7. Strong communication skills – verbal and presentation
  8. Demonstrable experience in quantitative modeling and/or education in Statistics, Math, or Econometrics.

 

Job Features

Job CategoryCredit Risk Modeler
Risk Model Development2-4
Retail/Regulatory2-4
credit risk analytics, PD, LGD, EAD concepts2-4
SAS,SQL2-4

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