Role : Senior Consultant - Credit Risk Modeler
Type : Hybrid (3 days / week from office)
Location : San Jose, CA or Chicago, IL
Compensation : $130k - $170k (depending on experience) + 12% bonus
Role Overview :
- Emphasis is on coordinating & driving end to end delivery of project workstreams
- Coordination with partner teams including senior leadership for alignments
- Ownership of overall timelines and incorporation of feedback
- Structure analytical solution when required, to address business objectives
- Provide business acumen and hypothesis
- Effectively guide the team around problem structuring and use of analytics (tools and techniques) to carry out analysis
- Presenting work directly to clients as required
- Liaison and build relationships with the client
Responsibilities :
Project task managementStakeholder management including senior leadership (VP+)Communications, including deck writingCoordination of all sub-team effortsDelivery of outputFacilitation and gathering of client feedback on problem structuringEffective management of frequency of feedback loop with offshore resourcesBuild capabilities in junior team membersQualifications :
Master's degree in economics, mathematics, computer science / engineering, operations research or related analytics areas; candidates with BA / BS degrees in the same fields from the top tier academic institutions are also welcome to apply4-6 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniquesTechnical Skills Required : Hive, PySpark, SQL, PythonMust 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 standardsMust be familiar with performing back testing and model performance tracking to ensure ongoing predictive accuracy and stabilitySuperior analytical and problem solving skillsWillingness to take initiativeStrong program management skills and ability to think abstractly deal with ambiguous / use defined problemsProficient in executive level communications creating slides, decks and building data dashboardsOutstanding written and verbal communication skills