Accessibility Links

Director - Wholesale Credit Risk

  • Job type: Permanent
  • Location: New York
  • Salary: 150K+
  • Job reference: BOLRWAF23KA2
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 19/06/2017
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
Credit Risk Modelling, VP/Director | Hong Kong
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Description Our client is a leading Global Financial Services firm and we are hiring a VP/Director Credit Risk Modelling to be based in Hong Kong.  ...
Market Risk AVP/VP | Equities, Prime Brokerage | Hong Kong
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Description Our client is a leading International Bank, and we are looking for a Prime Brokerage Risk Manager (AVP/VP) to be based in Hong Kong. This...
Structured Credit Sales (ABS)
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Vice President (VP) Structured Credit Sales (ABS) Salary Bracket - £80k - £120k Our client is currently looking for a VP (Vice
Business Development Director
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A top New York asset manager is seeking a Business Development Director with a solid track record of raising capital for fixed income products. This...
Trust Manager / Resident Manager
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description Excellent opportunity for a Trust Manager to join a small boutique wealth planning company in their Singapore office. Responsibilities: Acting as a Resident Manager