Director of Credit Modeling - Remote

Overview

The Director, Credit Modeling is responsible for effectively developing and implementing models which enable the Bank to optimally measure, monitor and manage its credit risk.

In Short

• Develop and implement cutting-edge models for credit decisioning.
• Create models to assess Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
• Analyze customer and business data to build predictive features for credit models.
• Ensure data integrity and quality.
• Explore new data sources and methodologies.
• Ensure seamless deployment and performance monitoring of models.
• Test the portfolio under various economic scenarios.
• Monitor and validate the performance of deployed models.
• Support audits, regulatory reviews, and internal governance processes.

Requirements

• Bachelor’s or Master’s degree in Data Science, Statistics, Mathematics, Economics, or a related field.
• 5+ years of experience in credit risk modeling, analytics, or data science.
• Understanding of credit risk modeling techniques and frameworks.
• Excellent communication skills to translate technical findings into business insights.
• High attention to detail and a commitment to quality and compliance.
• Knowledge of consumer and commercial credit products.
• Experience with Large Language Models and Generative AI.
• Familiarity with the broader technology landscape.

Benefits

• Opportunity to work in a digital-first environment.
• Flexible remote work options.
• Collaborative and inclusive company culture.
• Focus on professional growth and development.
• Engagement in innovative banking solutions.