Consultant, Credit Risk Models
In this role, you will help our financial services industry (FSI) clients make high-stakes credit risk decisions with informed confidence. Much of your work will focus on validating credit risk models, in addition to model development, benchmarking, and ad-hoc analytical projects. This means that you may challenge the design and assumptions underlying an IFRS 9, AIRB, or CCAR model, investigate how an adjudication or behavioral scorecard model performs under stress, develop a benchmark model using Python or R by leveraging statistics, machine learning and artificial intelligence, or translate complex analyses into clear recommendations for senior stakeholders. Consultants are expected to perform hands-on analysis and assist project managers with presenting findings, defending conclusions, and helping clients understand what results mean in the context of model risk, regulatory requirements, and business decisions.
This position will appeal to experienced candidates looking for technical depth and variety. You will be involved with multiple portfolios, modelling approaches, financial institutions, and regulatory frameworks. You will use your judgement to identify model limitations, explain their implications, and recommend ways forward. For candidates with backgrounds in banking, consulting, model development, or model validation, this is an opportunity to broaden your exposure while continuing to enhance your deep credit risk expertise. You may also collaborate with team members working in our parallel streams within the Financial Engineering & Modeling group, including market risk, internal audit, machine learning and artificial intelligence, financial crimes, treasury, and others.
Senior Consultant, Credit Risk Models
In this role, you will help our financial services industry (FSI) clients make high-stakes credit risk decisions with informed confidence. Much of your work will focus on validating credit risk models, in addition to model development, benchmarking, and ad-hoc analytical projects. This means that you may challenge the design and assumptions underlying an IFRS 9, AIRB, or CCAR model, investigate how an adjudication or behavioral scorecard model performs under stress, develop a benchmark model using Python or R by leveraging statistics, machine learning and artificial intelligence, or translate complex analyses into clear recommendations for senior stakeholders. Senior Consultants are expected to be hands-on with analysis, but also be comfortable with client-facing responsibilities: you will regularly present findings, defend your conclusions, and help clients understand what results mean in the context of model risk, regulatory requirements, and business decisions.
This position will appeal to experienced candidates looking for technical depth and variety. You will be involved with multiple portfolios, modelling approaches, financial institutions, and regulatory frameworks. You will use your judgement to identify model limitations, explain their implications, and recommend ways forward. For candidates with backgrounds in banking, consulting, model development, or model validation, this is an opportunity to broaden your exposure while continuing to enhance your deep credit risk expertise. You may also collaborate with team members working in our parallel streams within the Financial Engineering & Modeling group, including market risk, internal audit, machine learning and artificial intelligence, financial crimes, treasury, and others.
