Our client is a global bank with US offices in NYC. They are seeking an AVP of Credit Risk Analytics.
- Assist risk analytics team lead in developing and maintaining credit methodology and infrastructure
- The main responsibilities include:
- Establishing/maintaining credit risk measurement methodologies
- Building and maintaining credit risk analytics infrastructure and tools
- Providing on-going analytical support for credit risk related analysis
- Bachelor’s degree, preferably majoring in Accounting/ Finance/ Economics/ Statistics/ Mathematics
- Master’s degree is preferred, and CPA/CFA/FRM is also preferred.
- 4+ years of experience in Credit Risk Management
- Knowledge in at least one of the areas:
- Stress testing
- Rating Methodology
- Knowledge of how to analyze expected loss
- Familiar with PD (probability of default), EAD (exposure at default) and LGD (loss given default)
- Broad knowledge of credit markets and specific products knowledge, including corporate loans, structured loans, leveraged loans, mergers & acquisition finance, project finance and trade finance are preferred