Senior Credit Risk Modeler

The work

Evaluate credit scoring models and the quality of PD, LGD, and EAD methodologies. This flexible remote contract focuses on model assumptions, regulatory alignment, and recurring reviews of credit risk datasets and outputs.

Responsibilities

• Challenge assumptions underlying credit risk models.
• Assess the accuracy and completeness of probability of default, loss given default, and exposure at default methods.
• Identify conflicts in scoring rules, segmentation, and model structure.
• Summarize performance and locate areas needing recalibration or redesign.
• Assess alignment with relevant regulation and the quality of supporting documentation.
• Contribute to repeat reviews of credit data and scoring results.

Background and skills

A strong background in credit risk modeling, quantitative finance, or applied statistics is required. Applicants must have practical command of PD, LGD, and EAD measures and regulatory risk concepts.

You need analytical judgment, clear written explanations, and a record of producing organized assessments independently.

Additional strengths

Experience inside or alongside banks, lenders, or other financial institutions is useful. Familiarity with Basel II/III, IFRS 9, or other credit risk frameworks is welcome, as is model validation, model risk management, or internal audit experience.

Working arrangements

This is a remote hourly contract with flexible working hours. Work is organized around independent assignments and a flexible schedule. The engagement provides independent project work, with potential for recurring assignments when new validation cycles begin.