ML Risk Modelling Consultant

Roles and Responsibilities:

- Develop credit risk models using Python, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics.

- Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives.

- Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth.

- Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance.

Desired Candidate Profile:

- 2+ years of experience in Credit Risk Modelling/Analytics or related field.

- Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework.

- Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.