Model Risk Senior Consultant

2 months ago


Chicago, Illinois, United States Crowe Full time

The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients.This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models.Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etcOther model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etcTechnical knowledge about data processing, data storage, and data visualization.Knowledge of risk ratings, risk rating /scorecard methodology, model governance, model development, CECL, DFAST, CCAR and capital allocation methodology would be a plus.Experience with statistical packages such as SAS, Matlab, Stata, Python, and R.Experience with database management, such as SQL.Experience with data visualization tools such as Microsoft Power BI, Tableau, QlikView.Working towards or having professional certification preferred (e.g., RMA CRC, CFA, FRM).



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