What are the responsibilities and job description for the VP Credit Risk Analytics - Warehouse Lending position at Ashton Lane Group, Inc?
Job Description
Job Description
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 :
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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