Credit Risk Modeler (Banking)

Hybrid in Chicago, IL, US • Posted 60+ days ago • Updated 7 days ago
Full Time
Hybrid
Depends on Experience
Fitment

Dice Job Match Score™

🎯 Assessing qualifications...

Job Details

Skills

  • credit risk models
  • credit risk model
  • credit risk modelling
  • SQL
  • Python
  • Banking
  • Financial Services
  • Machine Learning
  • ML Models
  • Probability of Default
  • PD
  • Exposure at Default
  • EAD
  • Loss Given Default
  • LGD
  • back testing

Summary

Other Details:

  • Work Authorization: Open to F1 OPT, STEM, TN, etc.
  • Interview Process: 3 rounds via MS Teams
  • Relocation Assistance for non-local candidates.


Client Notes:

  • Top Skills: Primarily focused on building credit risk models not just implementing them. Core expertise in credit risk modelling, with hands-on experience in developing models from scratch. Skilled in SQL and Python.
  • Client need individual contributor.
  • Industry: Banking & Financial Services.
  • Interview: 2 Internal Round and 1 Client Round.

Qualifications:

  • 3-8 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniques.
  • Technical Skills: Hive, PySpark, SQL, Python.
  • Must have experience in development of Credit Risk models (probability of default, exposure at default, loss given default models, etc.) in alignment with internal and regulatory standards.
  • Must be familiar with performing back testing and model performance tracking to ensure ongoing predictive accuracy and stability.
  • Strong program management skills and ability to think abstractly deal with ambiguouse defined problems.
  • Proficient in executive level communications creating slides, decks and building data dashboards.
  • Outstanding written and verbal communication skills.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
  • Dice Id: 10509960
  • Position Id: JS332_CRMIL
  • Posted 30+ days ago
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