Director, Quantitative Credit Risk Analytics (Ratings)

Office Status: Hybrid

Salary: $144,000 – $200,000

Responsibilities:

• Develop credit risk rating model, test, implement and deliver comprehensive technical and non-technical model documentation.
• Obtain and prepare model development data in support of standing up credit risk rating models.
• Select the champion modeling methodology after evaluating multiple options.
• Perform quantitative research to implement model changes, enhancements, and remediation plans.
• Work with stakeholders across business and functional teams during model development and implementation process.
• Create tools and dashboards which can enhance and improve risk analysis.
• Conduct analysis of the implemented model short-comings and design model enhancement plans.
• Identify risks not captured by analytics, develop, and implement methodology to quantify the materiality, and design a strategic plan to better integrate and manage such risk.
• Support discussions with model owner, stakeholders, and regulators as a subject matter expert