A leading bank is looking to hire a Quantitative Credit Risk Manger. In this role, you will contribute to the company's success by upholding the bank's strong credit culture, while facilitating growth and maintaining the quality of the bank's loan portfolio.
The Quantitative Credit Risk Manager will be responsible for…
- Wholesale/Commercial Quantitative Credit Risk Modeling
- Generating data sets for model development, including execution of controls for data generation
- Maintain and update internal PD & LGD database, help with internal data validation
- CCAR/DFAST stress testing modeling for C&I, CRE, consumer, and residential portfolios
- Inform and support decisions for Credit, Finance, and Treasury, related to Economic Capital, and ALLL
The Quantitative Credit Risk Manager should have the following qualifications...
- Advanced Degree in statistics/finance/economics or related quantitative field
- Minimum of 3 years of experience in a quantitative risk role
- Advanced proficiency with SQL, Python, SAS, VBA, R and other relevant statistical tools
- Experience in macroeconomic forecasting, credit risk forecasting, econometric modeling, model validation, economic capital, DFAST, Basel II, and stress testing methodologies
- Ability to work well in a team environment and build strong relationships with peers and business managers