Dexian
W-2 only (client cannot sponsor at anytime)
Credit Risk Modeler
Corporate & Institutional Banking (CIB) Location:
Onsite 4 days/week Relocation:
Available for qualified candidates
Position Overview The Credit Risk Modeler is responsible for designing, developing, and maintaining credit risk models that support Corporate & Institutional Banking (CIB) portfolios. This role supports commercial lending risk management by building models, analyzing portfolio data, ensuring regulatory compliance, and partnering with cross-functional teams to integrate model insights into business decision-making. The ideal candidate brings strong quantitative skills, experience with CECL and commercial credit modeling, and a solid understanding of financial statements, balance sheet impacts, and commercial markets.
Key Responsibilities Model Development & Maintenance Design, develop, and maintain credit risk models including PD, LGD, and EAD for CIB portfolios. Build and enhance vendor-based models leveraging tools such as Moodys RiskCalc or similar platforms. Conduct model monitoring, benchmarking, back-testing, and performance assessments. Ensure model transparency, interpretability, and compliance with model governance standards (e.g., SR 11-7, OCC 2011-12). Portfolio Analytics & Documentation Analyze commercial loan, borrower, and portfolio data to identify trends and emerging risks. Develop comprehensive model documentation, technical specifications, validation support materials, and presentations for internal stakeholders and regulators. Maintain accurate version control, audit trails, and documentation for all model changes and implementations. Collaboration & Cross-Functional Support Partner with Credit, Lending, Finance, Data Teams, and Risk Management to integrate model outputs into decision-making processes. Support CECL model development, implementation, and ongoing analytics across balance-sheet portfolios. Collaborate with business units to understand commercial structures, risk frameworks, and modeling needs. Assist in regulatory exams, internal audit reviews, and model governance activities. Operational Responsibilities Manage multiple concurrent workstreams and deadlines across modeling, documentation, and stakeholder requests. Participate in planning, implementation, and execution of internal analytics initiatives and model deployment. Work with business partners to translate technical modeling insights into actionable recommendations. Required Skills & Expertise Strong knowledge of CECL, Basel III risk frameworks, and commercial lending risk metrics (e.g., LTV, Borrowing Base Utilization, Hedge Effectiveness). Solid understanding of financial statements, commercial credit structures, and liquidity impacts. Technical proficiency in
Python, SQL, R, SAS , and experience with
model development and documentation . Hands-on experience with
Moodys RiskCalc
or comparable risk modeling tools. Working knowledge of Jira or similar tools for workflow and documentation management. Ability to simplify quantitative concepts for business audiences and senior leadership. Strong analytical, problem-solving, and critical-thinking skills. Ability to operate in fast-moving environments, handle changing priorities, and work cross-functionally. Outstanding communication skills, both written and verbal. High attention to detail and strong organizational capabilities. Qualifications Bachelors degree in Quantitative Finance, Mathematics, Statistics, Economics, or a related field (Masters preferred). 4+ years
of credit risk modeling experience within a commercial or institutional banking environment. 2+ years
of experience using Moodys RiskCalc or similar modeling tools. 1+ year
leading projects or workstreams preferred. Additional Information Position requires use of standard business technology and computer equipment. Relocation assistance available for the right candidate.
Credit Risk Modeler
Corporate & Institutional Banking (CIB) Location:
Onsite 4 days/week Relocation:
Available for qualified candidates
Position Overview The Credit Risk Modeler is responsible for designing, developing, and maintaining credit risk models that support Corporate & Institutional Banking (CIB) portfolios. This role supports commercial lending risk management by building models, analyzing portfolio data, ensuring regulatory compliance, and partnering with cross-functional teams to integrate model insights into business decision-making. The ideal candidate brings strong quantitative skills, experience with CECL and commercial credit modeling, and a solid understanding of financial statements, balance sheet impacts, and commercial markets.
Key Responsibilities Model Development & Maintenance Design, develop, and maintain credit risk models including PD, LGD, and EAD for CIB portfolios. Build and enhance vendor-based models leveraging tools such as Moodys RiskCalc or similar platforms. Conduct model monitoring, benchmarking, back-testing, and performance assessments. Ensure model transparency, interpretability, and compliance with model governance standards (e.g., SR 11-7, OCC 2011-12). Portfolio Analytics & Documentation Analyze commercial loan, borrower, and portfolio data to identify trends and emerging risks. Develop comprehensive model documentation, technical specifications, validation support materials, and presentations for internal stakeholders and regulators. Maintain accurate version control, audit trails, and documentation for all model changes and implementations. Collaboration & Cross-Functional Support Partner with Credit, Lending, Finance, Data Teams, and Risk Management to integrate model outputs into decision-making processes. Support CECL model development, implementation, and ongoing analytics across balance-sheet portfolios. Collaborate with business units to understand commercial structures, risk frameworks, and modeling needs. Assist in regulatory exams, internal audit reviews, and model governance activities. Operational Responsibilities Manage multiple concurrent workstreams and deadlines across modeling, documentation, and stakeholder requests. Participate in planning, implementation, and execution of internal analytics initiatives and model deployment. Work with business partners to translate technical modeling insights into actionable recommendations. Required Skills & Expertise Strong knowledge of CECL, Basel III risk frameworks, and commercial lending risk metrics (e.g., LTV, Borrowing Base Utilization, Hedge Effectiveness). Solid understanding of financial statements, commercial credit structures, and liquidity impacts. Technical proficiency in
Python, SQL, R, SAS , and experience with
model development and documentation . Hands-on experience with
Moodys RiskCalc
or comparable risk modeling tools. Working knowledge of Jira or similar tools for workflow and documentation management. Ability to simplify quantitative concepts for business audiences and senior leadership. Strong analytical, problem-solving, and critical-thinking skills. Ability to operate in fast-moving environments, handle changing priorities, and work cross-functionally. Outstanding communication skills, both written and verbal. High attention to detail and strong organizational capabilities. Qualifications Bachelors degree in Quantitative Finance, Mathematics, Statistics, Economics, or a related field (Masters preferred). 4+ years
of credit risk modeling experience within a commercial or institutional banking environment. 2+ years
of experience using Moodys RiskCalc or similar modeling tools. 1+ year
leading projects or workstreams preferred. Additional Information Position requires use of standard business technology and computer equipment. Relocation assistance available for the right candidate.