VP Credit Risk Analytics - Warehouse Lending Job at Ashton Lane Group, Inc, New York, NY

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  • Ashton Lane Group, Inc
  • New York, NY

Job Description

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:
  • 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

    Ashton Lane Group® “A trusted advisor throughout your career”

Job Tags

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