Director of Enterprise Risk Modeling

Drive credit risk validation as the Director of Enterprise Model Risk Management. Lead a talented team focused on enhancing risk methodologies and compliance.

As an Associate Director/Senior Analyst, your primary focus will be validating the Bank's credit risk systems and developing innovative tools for validation. You will analyze both Wholesale and Retail risk management models, ensuring they meet regulatory and operational standards. Your expertise in machine learning and statistical modeling will provide critical insights into quantitative risk assessments.

Key Responsibilities:

• Validate credit risk systems and account management models

• Organize and analyze data for validation tasks

• Perform comprehensive reviews of risk rating logic

• Develop timelines and solutions for validation processes

• Present validation findings to stakeholders

Requirements:

• Experience with credit risk model development or validation

• Strong programming skills in Python, SQL, SAS

• Knowledge of data structures impacting credit risk

• Familiarity with AI and deep learning methodologies

• Advanced degree in a quantitative field

Make a significant impact on credit risk validation through your skills and leadership in our dynamic team.
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