Director - Credit Risk

Role Overview:

Sirius AI is hiring a director to lead its credit risk practice: setting strategy, designing solutions and overseeing delivery for banks, lenders, NBFCs, card issuers and fintechs. The role combines credit risk expertise, model development, regulatory knowledge, client management and team building.

Key Responsibilities:

Practice and growth

• Own the strategy and roadmap for credit risk offerings, accelerators and reusable model frameworks.
• Own practice growth: build pipeline, win new clients, expand existing accounts and deliver on practice targets.
• Support proposals, solution demonstrations, proofs of concept and client presentations.
• Build, mentor and scale a team of credit risk modelers, data scientists and analysts; set technical standards.
• Produce thought leadership: whitepapers, client workshops and industry forums.

Delivery oversight

• Oversee client engagements from discovery and solution design through development, validation, implementation and adoption.
• Guide development of lifecycle models: application, behavioral and collections scorecards; decisioning and limit-setting; early-warning systems; pricing.
• Guide development of PD, LGD and EAD models for CECL and stress testing.
• Set modeling approach across traditional (logistic regression, survival analysis, transition matrices) and ML (gradient boosting, neural networks) techniques, with explainability and fair lending built in.
• Ensure models meet MRM and regulatory expectations (SR 11-7, OCC 2011-12): conceptual soundness, documentation, validation and monitoring.
• Drive use of alternative data and GenAI: bureau data, automated documentation, credit memos, financial statement and unstructured document analysis.
• Guide deployment, decision engines, monitoring and MLOps.
• Translate model outputs into credit strategy with client risk, finance and business teams.

Requirements:

• 12+ years in credit risk modeling, risk analytics or quantitative risk.
• Personally built and implemented credit risk models that passed validation and regulatory review and run in production.
• Has built and scaled a practice or team.
• Track record of growing business: pipeline, revenue or practice targets beyond pre-sales support.
• Hands-on PD/LGD/EAD and scorecard development; CECL; stress testing; bureau, open banking or alternative data for new-to-credit customers.
• Fair lending and consumer credit compliance: ECOA/Reg B, FCRA, adverse action explainability, disparate impact, less discriminatory alternatives, UDAAP.
• Knowledge of SR 11-7 and OCC 2011-12, with experience engaging model validation, internal audit and regulators.

What we are looking for:

• ICAAP and IFRS 9 familiarity.
• Strong statistics and ML; proficiency in Python, SQL and/or SAS, sufficient to review and challenge teamwork.
• Working knowledge of GenAI/LLMs in regulated environments.
• Consulting or client-facing experience, including solution selling and engagement management.
• Ability to manage stakeholders up to CRO/Head of Credit and explain complex models clearly.
• Degree in quantitative field (Statistics, Mathematics, Economics, Finance, Engineering, Computer Science).
• Good to have publications, white papers or patents in credit risk, quantitative finance or applied AI.
• Experience in US banks, payment, fintechs or other financial services organisations. Exposure to additional markets such as the UK or Europe is an advantage.