Credit Risk Modeler, Vice President

State Street UK

New Jersey, US
$125,000 - $215,000 annual; not specified; compreh...
Hybrid
Develop pd/lgd/el models
Credit risk analytical processes
Wholesale portfolio modeling
Lead a quantitative modeling team to develop PD/LGD/EL models to support credit risk analytical processes including Basel/CCAR/CECL/IFRS9/ICAAP for wholesale portfolio

Job Summary

  • Lead a quantitative modeling team to develop PD/LGD/EL models to support credit risk analytical processes including Basel/CCAR/CECL/IFRS9/ICAAP for wholesale portfolio.
  • Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements.
  • State Street offers a comprehensive benefits program including retirement savings, insurance coverage, and paid-time off.

Matching Summary

Lead a quantitative modeling team to develop PD/LGD/EL models to support credit risk analytical processes including Basel/CCAR/CECL/IFRS9/ICAAP for wholesale portfolio.

Salary

$125,000 - $215,000 Annual; Not specified; Comprehensive benefits program

Skills & Requirements

Must-have

  • Develop PD/LGD/EL models
  • Credit risk analytical processes
  • Wholesale portfolio modeling
  • Python/R/SAS programming skills
  • Model development teams experience

Nice-to-have

  • Strong analytical and quantitative mindset
  • Energetic/motivator with leadership skills
  • Organizational strengths and resource management
  • Confident and self-assured communication
  • Ability to adapt to various audiences

Key Requirements

  • 8+ years experience (MS) or 5+ years experience (PhD)
  • Master's degree, prefer PhD, in a quantitative field
  • Experience managing junior and senior modelers

Work Rights

Not specified

Tailored Resume

Cover Letter