VP - Counterparty Credit Risk Analytics VP - Counterparty Credit Risk Analytics …

Selby Jennings Buyside
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Buyside
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Buyside
A top International investment Bank is hiring for a VP-level candidate for their Credit Risk Analytics group for the NY office. The role will report directly up to the Head of the Group and will be cover the development and performance maintenance of credit risk and stress testing models for the firm's portfolios.

A top International investment Bank is hiring for a VP-level candidate for their Credit Risk Analytics group for the NY office. The role will report directly up to the Head of the Group and will be cover the development and performance maintenance of credit risk and stress testing models for the firm's portfolios.

The hire will cover the development and implementation of credit risk models across XVA and secured lending for stress test and CECL, performing stress testing and scenario analysis, data analysis, and be responsible for leading and managing a junior analyst.

The firm is ideally looking for candidates with at least 5-10 year of experience, statistical skills in regards to quantitative modeling, strong programming skills in Python/R, and strong interpersonal skills.

Responsibilities:

  • Covering the research, development and implementation of credit risk models across XVA and secured lending.
  • Performing econometric and data analysis to support various functions across the firm, including methodology development
  • Leading and managing a junior direct report
  • Maintaining the performance of credit risk and stress testing models across the firm's portfolio of assets

Qualifications:

  • 5-10 years of experience
  • Extensive knowledge of statistics and working with models
  • Statistical skills in regards to hypothesis testing, analysis, and regression
  • Strong coding skills in Python/R
  • Excellent interpersonal and communication skills
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