AVP – Credit Risk Analytics

Full Time

Job Function:

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

Requirements:

  • 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
    • ALLL/CECL
    • 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
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