Credit Model Specialist
$156,000–$312,000 year
RemoteUnited States or US
United States or USRemoteContract$156,000–$312,000 yearLarge
ContractLarge
Job Summary
Perform thorough model validation of credit decisioning and related consumer lending models. Rigorously evaluate predictive accuracy of model assumptions against actual performance and requirements. Document results in a concisely written report and clearly present work to the project lead. This role involves project-based opportunities for remote Credit Risk Modelers within a fast-paced, deadline-driven consulting environment. Candidates must have 5+ years of credit risk model validation experience in financial services, strong Python and R skills, and an understanding of CCAR and DFAST.
Required Qualifications
- Undergraduate degree in a quantitative discipline (i.e. statistics, econometrics, engineering)
- 5+ years of credit risk model validation work experience within the financial services industry
- Strong Python and R programming skills
- Understanding of CCAR and DFAST
- Comfort working in a fast-paced and deadline-driven consulting environment
- Must be able to work in the United States without requiring sponsorship
Desired Qualifications
- Advanced degree a plus
- Experience using SAS and/or Stata software packages a plus
- Experience using Machine Learning packages and evaluating Machine Learning algorithms in consumer lending/leasing or similar businesses
Additional Requirements
- Applicants must be able to work in the United States without requiring sponsorship
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