Senior Consultant - Engagement Manager

Senior Consultant - Engagement Manager

Responsibilities:

- Overall minimum 6 years of experience in model development and implementation, in financial service area, of which at least 2 years should be in leading a team.

- Model development, validation, and implementation experience in using large datasets.

- Demonstrable knowledge of working with credit bureau data, credit product offerings for credit decisions

- Prior experience Regulatory credit risk model development/Validation - PD, LGD, EAD, Scorecards, CECL, CCAR (loss forecasting)

- Exposure to credit risk and regulatory principles.

- Exposure to SR11-7 guidance

- Domain understanding in retail banking and risk management function

- Hands-on experience in working with Python, SAS including using advanced knowledge of SQL

- Working knowledge of Python (pandas, schikit-learn, NumPy)

- Excellent written communication skills, ability to summarize and present output to business stakeholders and write model documentation to present complex analytical concepts.

- Proficiency with Office applications including Excel, PowerPoint

- Willing to work in flexible hours with virtual team across time zones.