Accessibility Links

Director - Wholesale Credit Risk

  • Job type: Permanent
  • Location: New York
  • Salary: 150K+
  • Job reference: B3KA2
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 25/07/2017
A leading Global Investment Bank in New York City is looking to bring on a VP/Executive Director in their Wholesale Credit Analytics and Solutions group to lead a team. It is essential that this candidate have deep experience in CCAR/DFAST and BASEL, a credit risk background and strong Python, SAS and R abilities. This position will be a leadership role, so be prepared to communicate and teach junior employees on a daily basis. Job specifics include:

  • Lead a team of high performing individuals responsible for Stress Testing analytics
  • Facilitate the design and implementation of robust launch point and results analytics for all wholesale lines of business
  • Oversee the enhancement of existing models related to the Held- For-sale/Fair Value Option (HFS/FVO) loan portfolio for CCAR/DFAST, Mid-Year ICAAP, and Risk Appetite

Qualifications:
  • 5+ years of experience in credit risk
  • An advanced degree in a quant finance area
  • Familiarity with Basel requirements for credit risk/loss models
  • Experience in econometric and statistical modeling for loss and interest income forecasting, risk management, or volume forecasting is highly preferred
Similar jobs
Managing Director - Cross Border M&A
  • Job type: Permanent
  • Location: New York
  • Salary: $350000 - $400000 per annum
  • Description This is an exciting opportunity to join a leading Global Investment Bank in New York. My client is seeking a Managing Director to lead their...
Director of Digital Marketing
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description I am currently working with a Hartford-based premier provider of investment solutions to both individuals and institutions, who is seeking a director of digital marketing  ...
Director of IR (Structured Credit)
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A leading global alternative asset manager with over $100B in AUM is seeking a Director of Investor Relations play an integral part in their growing...
Fixed Income Portfolio Analyst
  • Job type: Permanent
  • Location: Los Angeles
  • Salary: Competitive
  • Description A multi-billion AUM asset management firm is looking to add a corporate portfolio analyst to there team. The role will report to 3 senior members   ...
Director QIS Structuring
  • Job type: Permanent
  • Location: London
  • Salary: £110000 - £150000 per annum
  • Description Director QIS Structuring Salary Bracket £110k – £150k An established Investment Bank based in London is seeking a VP / Director QIS Structuring /