Get new jobs by email
$72.6k - $97.8k
...timely coordination with other divisions and portfolio groups. Accurately classify loans, ensuring loan data attributes such as PD, LGD, and YBS are correct. Represent and communicate the values, purpose and mission of the organization to employees, customers, the...SuggestedFull timeWork at officeLocal areaHome office- ...and leases. Analyzes collateral and borrower primary and secondary repayment sources. Determines appropriate Loss Given Default (LGD) rating for loans and leases. Interprets, communicates, and provides guidance regarding Association lending policies and procedures...SuggestedWork at office
$127.9k - $258.6k
...and maintain the model validation program Lead the independent validation of all corporate risk models, including credit risk (PD, LGD), forecasting, compliance and operational risk models, and other model types (including certain AI/ ML implementations). This also...SuggestedWork at office$155k - $410k
...Developing, applying, and validating commercial and retail credit risk methodologies including obligor and facility risk rating (e.g., PD, LGD, EAD) models, pricing models, etc.; Creating and executing design and application of commercial and retail credit risk reporting...SuggestedTemporary work- ...with significant exposure to commercial real estate (CRE). Essential Job Functions Builds and maintains credit risk models (PD, LGD, EAD) tailored to commercial real estate exposures. Utilizes Moody's RiskCalc and CMM tools to assess borrower and property-level...SuggestedWork experience placementWork at officeLocal area
$99k - $232k
...Developing, applying, and validating commercial and retail credit risk methodologies including obligor and facility risk rating (e.g., PD, LGD, EAD) models, pricing models, etc.; Creating and executing design and application of commercial and retail credit risk reporting...Suggested- ...Application/Behaviour/Collection scorecard development across products like Credit Card, Mortgage loan, Auto loan Basel Modeling: PD/EAD/LGD estimation and modeling, Economic Capital Calculation, Pre-default paydown Model Validation: Model Validation for multiple...SuggestedPermanent employmentFull timeTemporary work
- ...amount of carefully staged, derived and vetted loan attribute data and risk parameter data into Moody's Impairment Studio using a PD/LGD with EAD approach and requires excel-based derivation of multiple risk parameters and a small amount of final, appropriately documented...SuggestedFull time
$77k - $202k
...Developing, applying, and validating commercial and retail credit risk methodologies including obligor and facility risk rating (e.g., PD, LGD, EAD) models, pricing models, etc.; Creating and executing design and application of commercial and retail credit risk reporting...Suggested- ...management across diverse commercial lending exposures. Essential Job Functions: Builds and maintains credit risk models (PD, LGD, EAD) tailored to CIB portfolios (Corporate and Institutional Banking) Utilizes Moody's RiskCalc or similar tools to assess borrower...SuggestedWork experience placementWork at officeLocal area
$91k - $107k
...models such as AD&Co, Black Knight, Moody's Mortgage Portfolio Analyzer, and/or Intex is highly desirable; Credit risk models: PD/LGD models, credit rating models, collateral haircut models, and stress testing models. High proficiency with at least one of the programming...SuggestedFull timeSummer workWork at officeRemote workFlexible hours3 days per week- ...Management for Financial Institutions. The successful candidate will be responsible for a range of critical tasks, including credit rating, LGD, loan classification, and credit line determination, ensuring that all data is accurately reflected in the relevant systems. This...Suggested
$125k - $215k
...industry from day one is a challenge you are up for. As Credit Risk Modeler you will: Lead a quantitative modeling team to develop PD/LGD/EL models to support credit risk analytical processes including Basel/CCAR/CECL/IFRS9/ICAAP for wholesale portfolio Be hands-on...SuggestedTemporary work$91k - $145k
...Institutions preferred Good understanding of market risk concepts (Greeks, VaR, stress testing, etc.) or credit risk concepts (PD, LGD, EAD, ratings, etc.) The expected base salary ranges from $91,000 - $145,000. Salary offers are based on a wide range of factors...SuggestedWork at officeLocal areaRemote workWorldwide- ...regulatory requirements and processes. Familiarity with credit risk modeling of Probability of Default (PD), Loss given Default (LGD) and Exposure at Default (EAD). Exceptional problem-solving abilities and attention to detail. Strong verbal and written communication...SuggestedFull timeContract workPart timeFor contractors
$55k - $146.9k
...analytical support in the implementation, monitoring and maintenance of regulatory compliant quantitative risk measurement models such as PD, LGD and EAD among others for the wholesale portfolios in the bank. These models along with other commercial lending related...Full timeTemporary workPart timeWork experience placementWork at office$112.77k
...with data visualization tools (i.e., Power BI, Tableau) Basic understanding of quantitative measures of credit performance (e.g., PD/LGD/EL/EC, LEE) Skills and Competencies: Ability to evaluate, synthesize, organize, and interpret data and information Ability to...Full timeFlexible hours- ...monitoring of financial / non-fin covenants, and conduct impact analysis ESRM, CRA, Rep Risk, and Fraud Risk requirements Monitor LGD benefits remains in line with the benefits expected during deal origination Take the lead in Early Alert identification,...Work at officeWork from homeFlexible hours
- ...and reporting requirements, including portfolio reviews, stress tests, RWA monitoring, and limits monitoring as relevant. Monitor LGD benefits remains in line with the benefits expected during deal origination. Take the lead in Early Alert identification, monitoring...
$60.89k - $101.48k
...management review./liliDemonstrate working knowledge of credit risk metrics including Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD)./liliTrack portfolio performance and risk strategy results. Incorporate observations and data in...Work experience placementWork at office$113.2k - $164.05k
...actions, and uphold trust through integrity. Skills & Competencies • 7+ years of experience in credit risk modeling, including PD, LGD, EL, scorecards, hazard models, regression‑based models, and early warning signals • Ability to explain, interpret, and defend...Full time- ...Python, C/C++. You must have knowledge of the following in Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD), Experience in IFRS9/CECL/ CCAR can also be considered You must have stress Testing/Scenarios...
- ...). Track and optimize unit economics at the cohort and product level. Risk Infrastructure Build and manage models for PD, LGD, EAD, and loss provisioning (expected and stress). Design and implement monitoring dashboards, control loops, and early warning systems...Permanent employmentTemporary workRemote work
$120k - $205k
...necessary. - Familiarity with coding languages, particularly Python, is preferred. - Previous experience on stress loss modeling, PD, LGD, EAD modeling is helpful. - Knowledge of regulatory requirements (e.g., CCAR, ICAAP) and familiarity with regulators such as Fed,...Full timeTemporary work- ...Agreement and internal policies to align with current labor regulations. Ensuring adherence to the Spanish General Disability Law (LGD). Coordinating immigration and expatriation matters with external legal professionals. Regularly reviewing legal updates...
leadtech
Washington DC4 hours agonew - ...Experience with visualization tools (especially QuickSight) a plus preferred Exposure to credit or financial risk models (eg, PD/LGD, CECL, stress testing) is a differentiator preferred Experience developing or supporting AI/ML or automation tools is a strong plus...Remote work
BankUnited
Miami, FL4 hours agonew
