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Director, Quantitative Credit Risk Analytics (Ratings)

  • New York, NY
  • Full Time

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Office Status: Hybrid

Salary: $144,000 – $200,000


  • 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