VP Credit Risk Analytics - Warehouse Lending

Quantitative leadership position supporting the warehouse lending & asset backed credit modeling and analytics team for large US investment bank
 
Responsibilities:
 

• Lead the credit loss modeling coverage for structured / asset-based lending portfolio, for both stress test and CECL.
• Develop, and maintain the performance of Credit Risk and Stress Testing models for the lending portfolio with broader credit analytics coverage as needed
• Participate in research, development, and implementation of credit risk models
• Provide econometric analyses to support methodology development
• Perform back-tests, stress-tests, scenario analyses and sensitivity studies
• Develop data analyses for various purposes
• Oversee work of analysts and participate in recruitment, training and development of junior members of the team.
   
  Requirements:
   

• Broad experience in a quantitative research group at a commercial bank, investment bank, or consulting firm

• Advanced statistical skills especially in hypothesis testing, regression, and discriminant analyses
• A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods
• Familiarity with statistical packages (e.g., MATLAB, or R )
• Team player with strong interpersonal and communication skills
• Advanced degree (PhD or MS) in a quantitative discipline (e.g., statistics, physics, math)
   
  For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
   
  Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
   
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