Full-Time Predictive Modeller, Credit Risk

• Designing and developing statistical and machine learning models for credit risk parameters (PD, EAD, LGD)
• Executing full model development lifecycle from data exploration and feature engineering through validation and deployment
• Implementing advanced modelling techniques
• Conducting model performance monitoring and regulatory compliance validation
• Collaborating with Risk Management, Credit, and Product teams
• Creating automated dashboards, reports, and ad-hoc analyses
• Documenting model methodology, results, and insights
• Leading model refresh initiatives and back-testing procedures

• You have 5+ years of experience in predictive modelling
• You have proven experience developing credit risk models (PD, EAD, LGD)
• You are an expert in Python and SQL
• You have strong knowledge of statistical modelling techniques, machine learning algorithms
• You have experience with cloud platforms (AWS, GCP, Azure)
• You have a track record of measuring and optimizing business outcomes of machine learning models
• You have excellent written and verbal communication skills
• You have experience with regulatory frameworks and model risk management practices in financial services
• You hold a Bachelor’s or Master’s degree in a related quantitative field
• You have a passion for applying data science to improve financial products

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