Senior Consultant - Credit Risk Consulting in Banking

Senior Consultant - Credit Risk Consulting / Credit Risk Modeling Analyst

We are seeking a talented and motivated individual to join our FSRM/Actuarial team as a Credit Risk Modeling Analyst. In this role, you will play a crucial part in developing and validating sophisticated credit risk models that support our banking clients’ business growth.

What you’ll do:
Model Development & Validation: You will be responsible for collecting, analyzing, and validating data to support the development and validation of various credit risk models, including PD, LGD, and CCF. This will involve working with internal client data as well as external sources.
Model Implementation: You will design, develop, and implement credit risk assessment models for various segments of our client bank portfolios, ensuring their accuracy and alignment with regulatory requirements.
Regulatory Compliance: You will stay abreast of regulatory changes and best practices related to credit risk modeling, including those from central banks in Central Asia and Caucasus, the ECB, and IFRS.
Project Delivery & Reporting: You will prepare and present clear and concise reports summarizing project findings and recommendations. You will also coordinate closely with our banking clients to ensure their satisfaction.
ML Model Development: You will participate in research and development of machine learning models to enhance various aspects of our banking clients’ businesses, including customer analytics, collateral valuation, and collection process optimization.

What we’re looking for:
Bachelor’s degree in Economics, Finance, Mathematics, or a related field.
Strong analytical skills with a deep understanding of statistics, econometrics, and probability theory.
Minimum 2 years of experience in developing and/or validating credit risk models within a banking or consulting environment.
Proven ability to work with large data sets and perform data analysis.
Proficiency in Python, R, and SQL. Advanced MS Excel and PowerPoint skills are also essential.
Excellent communication and presentation skills with a keen eye for detail.
A highly motivated, proactive, and critical thinker who is eager to learn and grow.
English proficiency at an Upper-Intermediate level or above.

Bonus Points:
FRM, PRM, or CFA certification.

What we offer:
Flexible Work Arrangements: Work from our offices in Almaty (Esentai Tower) or Astana (Talan Towers) or remotely, depending on your preference and team agreement.
Professional Development: We offer ample opportunities for continuous learning and development in the areas of data analytics and machine learning.
Comprehensive Benefits: Enjoy medical insurance coverage after completing the probationary period, along with discounts on partner products and services.

If you are a highly motivated and skilled professional who thrives in a challenging and fast-paced environment, we encourage you to apply!