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$89.8k - $155k
...Models and Model Systems provide insight into many risk areas, including loan default, exposure at default (EAD), loss given default (LGD), delinquency, prepayment, balances, pricing, risk appetite, revenues and cash flows.Quantitative Development - Architect, implement,...SuggestedFull timeWork at officeFlexible hoursDay shift$200k
...analysis and development of consumer credit models like application and custom scorecards, behavioral and account management models, PD/LGD, loss forecasting, and collections propensity. Own end to end development and deployment of such models. Integrate these models...SuggestedFull timeTemporary workWork at officeLocal areaRemote work3 days per week$200k - $240k
...related discipline, or the ability to demonstrate clear transferable expertise.Familiarity with credit risk concepts such as RWA, PD, and LGD.A commercial mindset focused on delivering the right outcomes for customers and the bank.A deep understanding of the SME credit...Suggested$126k - $190k
...monitoring, and risk reporting.• Familiarity with counterparty credit risk concepts, including initial margin, variation margin, PD, LGD, EAD, exposure measurement, and related regulatory requirements.• Familiarity with regression models, stochastic process modeling, and...SuggestedWork experience placementLocal area$140k - $240k
...credit risk decisions for a leading Canadian bank. As Director, Wholesale AIRB Modeling you will lead the evolution of AIRB BRR/PD, LGD, and EAD models used to adjudicate and manage commercial clients and determine regulatory capital across the bank’s full range of wholesale...SuggestedFull timeContract workPart time$90k - $120k
...other Credit Risk Analysts within the unit and be responsible for assigning work and resolving problems.Develop and maintain PD and LGD risk rating scorecard models for assigned portfolios including statistical quantitative, qualitative, and combined scoring methodology...SuggestedFull time- ...attributes, and other 3rd party variables to solve business problemsAdvanced SQL and Python skills for segmentation and vintage analysis, PD/LGD/EAD risk modeling (e.g. decision trees, logistic regression) and back-testing, rapid prototyping, feature engineering and pipeline...SuggestedWork experience placementWork at officeRemote work
- ...of commercial credit risk rating frameworks and methodologies, including:• Probability of Default (PD) concepts.• Loss Given Default (LGD) considerations.• Internal risk rating scorecards and models.• Financial spreading methodologies and workflows.The Product Owner...SuggestedPermanent employmentFull timePart timeH1bWork at officeWork visaMonday to FridayShift workDay shift
- ...development, supplier selection, launch, series production, post-production performances and lessons learned, in alignment with the LGD product delivery process lead and coordinate multi-disciplinary, cross functional teams to achieve program objectives related to timing...SuggestedWork at office
LG Display America, Inc
Troy, MI21 days ago - ...Maintain a working knowledge of Bancorp credit policies, guidelines and procedures. Perform Borrowing Entity PD Ratings and Obligation LGD Ratings. May assist with training and onboarding of new employees May support special projects or ad hoc analysis as assigned...SuggestedWork at office
$170k - $210k
...Commercial / Corporate Banking and Commercial Real Estate exposures, and the relevant credit risk drivers and portfolio metrics (e.g., PD, LGD, DSCR, LTV, NOI).Experience with credit risk rating models and scorecards, including internal frameworks and/or vendor solutions such...SuggestedWork at officeLocal areaImmediate start$165k - $250k
...pricing, counterparty analysis, contract analysis, and financial and structural analyses.Responsible for the Rabobank Risk Rating, LEA/LGD and RAROC modelsDevelop financial projections for projects and corporatesAssist with the monitoring of the portfolio by researching...SuggestedFull timeContract workWork experience placementWork visa$96.5k - $207.5k
...presenting credit write-ups and watch asset reports. Consistently evaluate/update risk rating analysis including overall ratings, PD and LGD. Monitors timeliness of reporting, tickler information and ensures bank has accurate information to make decisions and be expert...SuggestedWork at office$67.5k - $172.5k
...rates)* Investor eligibility and concentration limits (for subscription facilities)* Assign and justify internal risk ratings (e.g., PD/LGD) * Ensure consistency with policy and underwriting guidelines* Provide recommendations on deal structure, sizing, and terms to...SuggestedFull timeTemporary workPart timeWork experience placementWork at office$100k - $167.5k
...financial services industry from day one.What you will be responsible forAs Credit Risk Modeler you will:Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s Commercial Real Estate (CRE)...SuggestedFull timeTemporary workFlexible hours$67.5k - $172.5k
...) Investor eligibility and concentration limits (for subscription facilities) Assign and justify internal risk ratings (e.g., PD/LGD) Ensure consistency with policy and underwriting guidelines Provide recommendations on deal structure, sizing, and terms to optimize...Full timeTemporary workPart timeWork experience placementWork at office- ...strengthen Requirements of quality, traceability and delivery execution. Translate complex quantitative credit pricing models (PD/LGD/EAD and risk-adjusted return on capital) into System architecture blueprints Map critical credit application data,...Full time
$134.5k - $265.1k
...Expertise in one or more Financial Risk domains: Credit Risk: Underwriting and portfolio credit risk across products (e.g., PD/LGD/EAD modeling support, credit policy/scorecards, risk rating systems, credit review/QA, allowance/CECL support, concentration/limit monitoring...Work at officeVisa sponsorship$116.88k - $148.13k
...production environments.Strong knowledge of retail credit products (e.g., credit cards, mortgages) and risk drivers; familiarity with PD/LGD/EAD methodologies.Experience with AI-assisted tools and automation to accelerate analysis, documentation, testing, and delivery....Full timeContract workTemporary workWork at officeLocal area$110.7k - $218.3k
...Expertise in one or more Financial Risk domains: Credit Risk: Underwriting and portfolio credit risk across products (e.g., PD/LGD/EAD modeling support, credit policy/scorecards, risk rating systems, credit review/QA, allowance/CECL support, concentration/limit monitoring...Work at officeVisa sponsorship- ...maintenance. • Enter credit minutes and maintain risk rating information, including Probability of Default (PD) and Loss Given Default (LGD) ratings. • Conduct system research and ensure integrity of loan data across platforms. • Reads and interprets credit...Work experience placementWork at office
First South Farm Credit
Ridgeland, MS3 days ago - ...clear, impactful decisions. The scope of responsibilities will include: Analysis and monitoring of key portfolio metrics: FPD, PD, LGD, NPL, Surplus; LTV assessment and active participation in product pricing; Development of customer segmentation strategies (e.g...
Renmoney
United States3 days ago $82.1k - $172.5k
...quantitative support throughout the Risk or Finance divisions. Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital. Provide ongoing support to the development and implementation of quantitative and...Full timeWork at officeFlexible hoursFifth Third Bank, N.A.
Ohio2 days ago$160k - $195k
...infrastructure. What you'll do Underwrite institutional and on-chain credit relationships, and build/own the credit models for RWA assets – PD/LGD frameworks, vintage loss curves, advance-rate haircut schedules, and stress scenarios. Run the due-diligence gate for new credit and...Contract workWork at officeRemote workWork from homeGauntlet
New York, NY4 days ago- ...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...
Software Technology Inc
New York, NY4 days ago $97.35k - $142.66k
...and concentration risk through early warning indicators, financial statement reviews, and credit risk scorecards/dashboards (PD, EL, LGD, EAD), reporting findings and mitigation strategies to leadership. Prepare monthly/quarterly portfolio performance reports and lead credit...Full timeTemporary workWork at officeLocal areaFlexible hoursShift workDay shiftKeHE Distributors
Naperville, IL1 day ago- ...loans and leases.Analyzes collateral and borrower primary and secondary repayment sources. Determines appropriate Loss Given Default {LGD} rating for loans and leases.Demonstrates a strong understanding of key ratio analysis, and the relationship of those ratios on the...Work at officeLocal area
Capital Farm Credit
Amarillo, TX2 hours agonew $110.5k - $192.5k
...into actionable, forward‑looking guidance for senior leaders.Embed affordability, macro‑sensitivity, stress‑testing outcomes, and PD/LGD/EAD overlays directly into strategy design to ensure resilience across economic conditions.Review strategic business cases to ensure...Full timeContract workPart timeWork at officeBMO Bank
Toronto, OHa month ago$180.9k - $301.5k
...’s commercial underwriting and risk quantification models, with particular focus on Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and risk rating scorecards. Oversees the full model lifecycle, including model development, calibration,...Full timeWork at officeRemote workM&T Bank
Bridgeport, CTa month ago
