I am currently representing a few reputable financial institutions that are seeking mid-senior Credit Rating Model Developers (Python). The ideal candidates have quantitative degrees (Master's preferred), a strong understanding of financial markets, credit risk, credit scoring, lending principles, machine learning/dating mining techniques, and experience with credit rating methodologies.
Credit Rating Methodologies can include but are not limited to scoring models (e.g., FICO, VantageScore), credit scoring, PD (Probability of Default) models, LGD (Loss Given Default) models, and EAD (Exposure at Default) models.
- Develop/Enhance Credit Rating Models for both the wholesale and retail portfolio
- Develop Credit Rating Methodologies
- Work cross functionally with the Model Risk Team to validate and implement Credit Rating models
- Participate in Regulatory Exams
- 7 - 10 years of Credit Rating Experience (PD, LGD, EAD)
- 3+ years hands on Model Development Experience
- Proficient utilizing Python, R, SQL
- Machine Learning Techniques (Logistic Regression, Random Forest)
- Medical Insurance
- Hybrid schedule
- Life Insurance
- Located in the heart of the Financial District
We have a current opportunity for a VP Credit Risk Analytics on a permanent basis. The position will be based in New York. For further information about this position please apply.