AI/ML Risk Modelling Consultant

What you'll do

• Design, develop, and implement cutting-edge AI and credit risk models for leading financial institutions globally.
• You'll build and validate models for credit scoring, risk forecasting, and automation, using both traditional and Generative AI techniques.
• Your role will involve translating complex analytical results into actionable insights for senior stakeholders and collaborating on high-level projects that push the boundaries of conventional risk modelling.

What you'll need

• A degree in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Computer Science, Engineering); a PhD is a strong plus.
• At least 2+ years of experience in credit risk modelling (PD/LGD, IFRS 9, stress testing) and/or data science.
• Proficiency in Python (pandas, NumPy, scikit-learn) and SQL. Experience with PySpark, Big Data frameworks, and AI/GenAI is highly advantageous.
• Knowledge of regulatory frameworks like BCBS 239, CRR/CRD, and EBA guidelines.
• Excellent communication skills and a willingness to travel for client engagements.

About the company

This is a boutique consulting firm specialised in quantitative finance. The team is made up of top academia and industry professionals, providing a high-level environment where you can learn and contribute equally. With ongoing expansion, particularly in credit risk , you’ll be part of a growing expert network without the red tape of larger firms.

You can also connect with Igor Sceglov on LinkedIn to ask for any more details.