I am partnered with a global investment bank to bring on a VP for their Risk Modeling team. This team is building out the framework and infrastructure for their new risk platform within the commercial lending unit. This person will play a key, highly visible role in the build out leveraging advanced analytical techniques to implement cutting edge models.
- Design and implement stress and risk models utilizing advanced programming skills in Python and SQL
- Work closely with Tech and Business partner teams to create, implement, and deploy models into new platform
- Serve as a technical mentor to junior developers
- Exceptional Python and SQL skills
- Credit Risk knowledge/exposure
- Deep understanding of risk modeling - stress testing, forecasting, and risk valuation
- Proficiency in reporting standards such as CCAR, IFRS9, etc.