A lead bank is looking to add a VP to their Credit Risk Analytics group in model development who will be covering the risk rating models for the US Wholesale portfolio from methodology to design, to local implementation and validation.
The VP will be responsible for:
- Developing wholesale credit risk rating models focusing on loans and leases
- Obtaining model development data
- Identify risks and design strategies to better mitigate risk
- work with stakeholders as the subject matter expert
The ideal candidate:
- 8-10 years in the credit risk quantitative modeling vertical
- Proficient in Python, SQL, SAS
- Experience focusing on the commercial portfolios
- Knowledge of credit risk rating methodologies
- Strong communication skills
- Leadership experience
