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New York, New York Tatum
vp-risk analytics (non-team lead) in new york

Friday, July 2, 2021 nathalie betancourt, tatum executive services permanent US$ 150,000 - US$ 250,000 per year

job summary:

The incumbent will assist in developing and maintaining credit methodology and infrastructure. The main responsibilities include credit risk measurement methodologies, maintaining credit risk analytics infrastructure and tools, as well as providing on-going analytical support for credit risk related analysis.


location: New York, New York
job type: Permanent
salary: $150,000 - 250,000 per year
work hours: 9 to 5
education: Master's Degree
experience: 7 Years

responsibilities:

S/he will help to develop, enhance and maintain varies of credit measurement methodologies, including but not limited to loan loss provisioning, rating methodology and stress testing, update applicable risk metrics to enable comparisons of the Banks risk limits and risk tolerance on portfolio and aggregated enterprise level in line with the Bank's risk appetite.


qualifications:

We are looking for someone with Bachelor's degree or above, ideally a Master and PHD degree is highly preferred with strong quantitative expertise. S/he should have 7 or more year of hands on working experience in credit risk management with specialization in the areas of stress testing, ALLL/CECL, rating methodology. The ideal candidate should have skills of analyzing expected loss, including PD (probability of default), EAD (exposure at default), and LGD (loss given default), broad knowledge of credit markets and specific products knowledge including corporate loans, structured loans, leveraged loans, mergers & acquisition finance etc. CFA/CPA/FRM is highly preferred.


skills: Risk Management, Risk Audit

Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

skills qualification

We are looking for someone with Bachelor's degree or above, ideally a Master and PHD degree is highly preferred with strong quantitative expertise. S/he should have 7 or more year of hands on working experience in credit risk management with specialization in the areas of stress testing, ALLL/CECL, rating methodology. The ideal candidate should have skills of analyzing expected loss, including PD (probability of default), EAD (exposure at default), and LGD (loss given default), broad knowledge of credit markets and specific products knowledge including corporate loans, structured loans, leveraged loans, mergers & acquisition finance etc. CFA/CPA/FRM is highly preferred.

responsibilities

S/he will help to develop, enhance and maintain varies of credit measurement methodologies, including but not limited to loan loss provisioning, rating methodology and stress testing, update applicable risk metrics to enable comparisons of the Banks risk limits and risk tolerance on portfolio and aggregated enterprise level in line with the Bank's risk appetite.

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