Consultant - Credit Risk Modeling - BFSI

Consultant position supports the Credit Risk Modeling and Quantification team and is responsible for providing accurate and timely information supporting development, maintenance, back-testing, and monitoring of probability of default (PD), exposure at default (EAD), loss given default (LGD), borrower risk rating, and stress testing models

- Must - Minimum 4 years of credit risk modelling experience across wholesale and retail

- Basic CCAR and DFAST, FRY-14A, SR-11/7 understanding. Strong regulatory understanding. Experience in Moddy's risk analyst, different rating data sources like Fitch, Credit pro, Moody etc.

- Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data

Technical skills / systems knowledge (e.g. SAS, R, and Advanced Excel) is preferred

- Working knowledge of SAS and Excel strongly preferred

- Understanding of basic bank/credit accounting and finance principles; loan or GL system experience, Basel II knowledge a plus

- Understanding of data governance/quality principles

- Strong presentation and interpersonal skills

Related Industry qualification (e.g., CFA, FRM)