AVP, Credit Risk Monitoring / Analytics

Full Time

International Bank

Office Status: Hybrid

Position Description:

  • Perform quantitative credit risk analysis, credit risk stress testing and timely counterparty credit risk monitoring
  • Responsible for credit portfolio risk analytics utilizing credit transition matrices, probability of default and loss given default
  • Prepare daily credit risk analysis reports, monthly Credit Risk Management Committee and quarterly Trust Committee materials
  • Responsible for the implementation of Credit Risk Management policies and procedures, and for establishing procedures and reporting manuals
  • Proactively make improvements in credit risk reporting, governance to effectively control the inherent risks of the bank’s operations, including the application of regulatory guidelines and industry best practices
  • Management of existing and new regulations related to the business such as FRB Enhanced Prudential Standards
  • Participate in branch and group wide projects and contribute to the timely completion of the project tasks assigned Perform ad-hoc duties as assigned by management

Education and Experience:

  • Bachelor’s Degree
  • Product knowledge in fund finance, wholesale lending, structured finance, credit derivatives, fixed income, and foreign exchange
  • Knowledge of risk management methodologies and disciplines, including quantitative analysis, value at risk, economic capital, stress testing and scenario analysis, preferably with an emphasis in the banking industry
  • Good Understanding of SQL, VBA, MS Excel and MS Access skills with experience building and implementing risk management programs and systems
  • Managerial skills in managing projects, initiatives, and implementing regulatory requirements
  • Detail oriented, excellent communications skills both written and verbal
  • Solid collaboration skills with the ability to manage complex situations working with various stakeholders for timely resolutions
  • Experience with IT, front office, middle office and/or back-office activities within Banking and Capital Markets Personal traits: Proactive / Team player / Flexible and good communicator / Superb analytical, organizational and project-management skills / Ability to perform hands-on tasks / Adaptable to changes
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