SVP Credit Risk Analytics

  • Competitive Base & Bonus
  • New York, NY, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 15 Sep 17

Senior position developing credit risk analytics for a leading global bank


  • Responsible for data driven analytics in the retail credit risk space
  • Design data driven models for retail credit risk
  • Work closely with credit risk management teams and the firm’s business units on building analytic tools
  • Lead project-specific working groups


  • PhD with 7+ years quantitative modeling experience within Credit Risk
  • Broad knowledge of retail credit products, such as mortgages, securities based lending, or credit cards
  • Expertise in quantitative modeling, in particular with machine learning approaches
  • Experience with analyzing large datasets
  • In depth knowledge of the credit risk process
  • Excellent written and verbal communication skills
  • Ability to work in a team is essential requirements for the position.

For immediate consideration, please forward resume and contact details to:

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit

Ashton Lane Group® “A trusted advisor throughout your career”