Senior Credit Risk Modeler

Senior Credit Risk Modeler About the Role What if your deep knowledge of credit risk modeling could directly strengthen the frameworks that financial institutions rely on? We're looking for a Senior Credit Risk Modeler to evaluate, validate, and improve credit scoring models and risk segmentation methodologies — ensuring accuracy, regulatory alignment, and analytical rigor across the board. This is a fully remote, flexible contract role designed for seasoned quantitative professionals who can work independently and deliver high-quality analysis on their own schedule. Type : Hourly Contract Location : Remote Commitment : Flexible, project-based What You'll Do Analyze and validate credit risk models, including the underlying assumptions and logic driving outcomes Review PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) frameworks for accuracy and completeness Identify inconsistencies, weaknesses, or gaps in risk scoring logic and segmentation criteria Summarize model performance findings and flag 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 across multiple workflows Who You Are Must-Have: Solid background in credit risk modeling, quantitative finance, or applied statistics Deep familiarity with risk metrics — PD, LGD, EAD — and the regulatory concepts that govern them Strong analytical thinking with the ability to identify model weaknesses and articulate findings clearly Excellent documentation skills with a structured, detail-oriented approach Nice to Have: Experience working with financial institutions, consumer or commercial lending models, or regulatory frameworks such as Basel III/IV or IFRS 9 Exposure to model validation teams, internal audit functions, or risk governance workflows Familiarity with statistical tools used in credit risk environments (e.g., SAS, R, Python) Why Join Us Full