Moraph LLC in Chicago is seeking a senior credit risk modeler to develop CECL/IFRS9 expected-credit-loss and stress-testing models, and to support validation and governance reviews. You will design scenario frameworks for capital planning and document model behavior for risk committees. Ideal candidates have 5+ years in credit risk modeling, hands-on CECL/IFRS9/CCAR-DFAST experience, and strong Python or R skills with a solid statistical modeling background.
