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Credit Risk Model Developer Jobs (NOW HIRING)

Key Responsibilities Credit Risk Model Ownership & Analytics * Serve as the subject matter expert ... analytics / programming tools such as Python ; experience with Power BI is strongly preferred.

Translate model outputs into actionable capital metrics: compute expected loss, cost of downgrade, and tail risk measures by rating and tenor to support portfolio construction, and limit-setting ...

Analyzes effectiveness of credit risk models and strategies and provides insights and recommendations to leadership. Participates in projects impacting Credit Risk Management. Identifies and ...

Analyzes effectiveness of credit risk models and strategies and provides insights and recommendations to leadership. Participates in projects impacting Credit Risk Management. Identifies and ...

Strong understanding of credit risk modeling, financial statement analysis, and risk rating systems ... Familiarity with relevant regulatory frameworks (e.g., Basel III, Dodd-Frank, IFRS 9, CECL)

VP, Credit Risk Modeling

Manhattan, NY · On-site

$160K - $175K/yr

VP, Credit Risk Modeling New York, New York, United States KKR is a leading global investment firm ... Translate model outputs into actionable capital metrics: compute expected loss, cost of downgrade ...

WI · On-site

## Senior Credit Risk Modeling AnalystApplylocations: ASC - San Antoniotime type: Full timeposted on ... engineering, model development, and loss forecasting, with consideration for governance and ...

You own the risk models, the parameters, and the monitoring cadence. You partner with Capital Markets on structuring and with Product and Engineering to embed credit controls directly into our on ...

You own the risk models, the parameters, and the monitoring cadence. You partner with Capital Markets on structuring and with Product and Engineering to embed credit controls directly into our on ...

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Credit Model Developer [Must have credit risk model (PD, LGD, EAD, ALLL)] - New York, NY/On-Site

York, NY • On-site

Full-time

Re-posted 27 days ago


Job description

Job Title: Credit Model Developer
Location: New York, USA/On-Site
Interview Process: 2 Rounds - 1 Virtual & 1 Face-to-Face

Job Summary:
We are seeking a skilled Credit Model Developer with strong expertise in Python and PySpark, coupled with a solid statistical or quantitative background. The ideal candidate will have experience in credit risk model development (PD, LGD, EAD, ALLL) and a deep understanding of rating models used in financial institutions.
Key Responsibilities:
Develop, enhance, and implement credit risk models (PD, LGD, EAD, ALLL) using Python and PySpark.
Work closely with quantitative teams to design, test, and validate model frameworks.
Perform statistical analysis, model calibration, and performance monitoring.
Collaborate with business and risk teams to translate regulatory and business requirements into model specifications.
Prepare documentation and support internal/external model reviews.
Required Skills & Qualifications:
Strong programming skills: Python and PySpark (hands-on experience required).
Quantitative / Statistical background - degree in Statistics, Mathematics, Engineering, Financial Engineering, or related field.
Proven experience in credit risk model development (PD, LGD, EAD, ALLL).
Experience working on rating models within financial or banking domains.
Note: This role focuses on model development - model validators are not required.
Nice to Have:
Experience with regulatory model frameworks and governance processes.
Familiarity with large-scale data environments and distributed computing.