Senior Credit Risk Modeling Consultant

This role involves developing and implementing credit risk models to support informed decision-making and regulatory compliance. The consultant will work closely with stakeholders to understand business needs, translate them into model requirements, and ensure the models are robust, accurate, and aligned with industry best practices.

Key Responsibilities:

Develop, validate, and implement credit risk models for various asset classes.
Perform model performance monitoring and recalibration.
Conduct scenario analysis and stress testing to assess model robustness.
Collaborate with business stakeholders to understand their needs and translate them into model requirements.
Document model development, validation, and implementation processes.
Stay abreast of industry trends and regulatory changes related to credit risk modeling.

Requirements/Qualifications:

Strong analytical and problem-solving skills.
Experience in credit risk modeling, statistical analysis, and data mining.
Proficiency in statistical software packages (e.g., SAS, R, Python).
Excellent communication and interpersonal skills.
Ability to work independently and as part of a team.
Experience with regulatory frameworks related to credit risk.

About the Company: Ernst Young LLP is a global professional services firm providing assurance, tax, transaction, and consulting services. They help clients build long-term value by improving their financial performance and managing their risks.