Apply for the VP, Risk Methodology Specialist position
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Office Status: Hybrid (2-3 days per week in office)
Salary Range: $120,000-$200,000
Responsibilities:
- Complex statistical analyses as part of quantitative credit risk methodology development projects, e.g., related to Comprehensive Capital Analysis and Review (CCAR)
- Development of PD and LGD projection models for client’s CECL/IFRS9 framework
- Data processing, including aggregation of information from various data sources and extensive use of advanced numerical methods
- Documentation of new models and model changes, including e.g., details on mathematical assumptions, sensitivity analyses, and benchmarking results
- Relationship management, i.e., building relationships with key stakeholders and business associates across various departments of the Bank