Senior Credit Risk Modeler

About The Role

What if your deep knowledge of credit risk frameworks could directly influence how financial institutions assess, validate, and improve their most critical models? We're looking for a Senior Credit Risk Modeler to evaluate credit scoring models, validate PD/LGD/EAD methodologies, and ensure regulatory alignment across risk-modeling workflows. This is a fully remote, flexible contract role built for seasoned quantitative professionals who want meaningful, high-impact work on their own terms.

What You'll Do

• Analyze credit risk models and rigorously validate their underlying assumptions
• Review PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) frameworks for accuracy and completeness
• Identify inconsistencies in risk scoring logic, segmentation criteria, and model architecture
• Summarize model performance and pinpoint areas requiring recalibration or redesign
• Assess regulatory alignment and evaluate the quality of model documentation
• Support recurring reviews of credit risk datasets and scoring outputs

Must-Have

• Solid background in credit risk modeling, quantitative finance, or applied statistics
• Deep, hands-on understanding of PD/LGD/EAD metrics and regulatory risk concepts
• Strong analytical thinking with the ability to communicate findings clearly in writing
• Prioritize independence and deliver structured, high-quality assessments

Nice To Have

• Experience working with or within financial institutions, banks, or lending platforms
• Familiarity with Basel II/III, IFRS 9, or other regulatory credit risk frameworks
• Background in model validation, model risk management, or internal audit functions