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Job Ref: 14916
Salary: $65000 – $150000
AVP Risk Analytics (financial institution experience required)
Base salary $65k-150k depending on skills and experience
Located onsite in Manhattan with a foreign bank
Qualifications: Bachelor’s degree in Statistics/Mathematics/Engineering/Quantitative required, Master’s preferred
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Minimum 4 years of experience in stress testing, allowances methodology, risk rating modeling and credit risk management at a financial institution
- CPA/CFA/FRM preferred
- Demonstrate broad knowledge of credit markets and specific products knowledge including corporate loans, structured loans, leveraged loans, mergers & acquisition finance, project finance and trade finance, and accounting and capital market knowledge
- Demonstrate knowledge in at least one of the areas: Stress testing, CECL, Rating Methodology
- Responsibilities:
- Develop credit related models (including but not limited to risk rating models, CECL model, stress testing models), test, implement and deliver the comprehensive technical and non-technical model documentation
- Obtain and prepare model development data in support of standing up credit risk models
- Perform quantitative research to implement model changes, enhancements and remediation plans
- Communicate with model users, model risk manager and senior management regarding validation findings and remediation activities
- Independently coordinate the remediation of model validation findings and provide analytical remediation solutions
- Maintain credit model inventory and conduct annual model review and ongoing performance monitoring
- Conducting research and analysis to provide a micro view of risk management in a particular business line and a macro view of risk management for the bank as a whole
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