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Credit Risk Analyst

2 months ago

Pittsburgh, United States ALOIS Solutions Full time

Hello Applicant,


Working on a Fulltime role where my direct client is looking for "Credit Loss Model Developer" for their Banking Client with experience in Credit Loss Models – LGD, PD, EAD, CECL, CCAR, BASEL, IFRS9. Expertise in using Linear/Logistic Regression and ML techniques through Python, SQL is must. Min 4+ years of experience in Model Development in Banking Domain (hands-on). Experience of working on Automotive portfolio is preferrable. Working knowledge of Hadoop & PySpark is preferable. They will be happy to see someone local to Pittsburgh, PA but open to provide remote role as well.