VP Credit Risk Management/Credit Risk Modeling

New York, NYACG Resources

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AVP Credit Risk Management/Credit Risk Modeling
located in Manhattan
The position will assist section head and conduct varies of credit risk management duties including:
1) Prepare varies of periodical risk reports and draft analysis (e.g. portfolio risk report, KRI dashboard) according to local regulation and home country requirement;
2) Assist with maintaining and improving credit risk reporting workflow and automation (e.g., Code, worksheet, database);
3) Assist with designing credit risk dashboard (KRIs) and implementation;
4) Prepare credit risk management and portfolio risk data for the internal/external stakeholders as needed.

We are looking for someone who has 5+ years of experience in
Credit Risk Modeling and strong computer skills including
advanced Excel/VBA, SQL, Data Process; Exposed to programming language (e.g. VBA/JAVA/R). The candidate with 4+ years of experience in 1)PD (probability of default), LGD (loss given default) and EAD (exposure at default) stress testing models; 2) Credit models for securitization, non-performing loans and real estate investment banking scorecards will be highly preferred.
General knowledge of credit business, product, credit risk
management, portfolio management and risk governance.

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