VP Credit Risk Analytics - Warehouse Lending

Ashton Lane Group, IncNew York, NY, US

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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 www.AshtonLaneGroup.com

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

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Credit Risk Lending • New York, NY, US