ACG Resources – Adams Consulting Group
AVP Risk Analytics (financial institution experience required)
ACG Resources – Adams Consulting Group, New York, New York, us, 10261
AVP Risk Analytics (financial institution experience required)
Job Ref:
14916 Salary:
$65,000 – $150,000 Location:
Onsite in Manhattan with a foreign bank Qualifications: Bachelor’s degree in Statistics/Mathematics/Engineering/Quantitative required, Master’s preferred Minimum 4 years of experience in stress testing, allowances methodology, risk rating modeling and credit risk management at a financial institution CPA/CFA/FRM preferred Demonstrate broad knowledge of credit markets and specific products knowledge including corporate loans, structured loans, leveraged loans, mergers & acquisition finance, project finance and trade finance, and accounting and capital market knowledge Demonstrate knowledge in at least one of the areas: Stress testing, CECL, Rating Methodology Responsibilities: Develop credit related models (including but not limited to risk rating models, CECL model, stress testing models), test, implement and deliver the comprehensive technical and non-technical model documentation Obtain and prepare model development data in support of standing up credit risk models Perform quantitative research to implement model changes, enhancements and remediation plans Communicate with model users, model risk manager and senior management regarding validation findings and remediation activities Independently coordinate the remediation of model validation findings and provide analytical remediation solutions Maintain credit model inventory and conduct annual model review and ongoing performance monitoring Conducting research and analysis to provide a micro view of risk management in a particular business line and a macro view of risk management for the bank as a whole
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Job Ref:
14916 Salary:
$65,000 – $150,000 Location:
Onsite in Manhattan with a foreign bank Qualifications: Bachelor’s degree in Statistics/Mathematics/Engineering/Quantitative required, Master’s preferred Minimum 4 years of experience in stress testing, allowances methodology, risk rating modeling and credit risk management at a financial institution CPA/CFA/FRM preferred Demonstrate broad knowledge of credit markets and specific products knowledge including corporate loans, structured loans, leveraged loans, mergers & acquisition finance, project finance and trade finance, and accounting and capital market knowledge Demonstrate knowledge in at least one of the areas: Stress testing, CECL, Rating Methodology Responsibilities: Develop credit related models (including but not limited to risk rating models, CECL model, stress testing models), test, implement and deliver the comprehensive technical and non-technical model documentation Obtain and prepare model development data in support of standing up credit risk models Perform quantitative research to implement model changes, enhancements and remediation plans Communicate with model users, model risk manager and senior management regarding validation findings and remediation activities Independently coordinate the remediation of model validation findings and provide analytical remediation solutions Maintain credit model inventory and conduct annual model review and ongoing performance monitoring Conducting research and analysis to provide a micro view of risk management in a particular business line and a macro view of risk management for the bank as a whole
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