Risk Management Quant Modeling Lead Vice President

What you'll do

• Develop wholesale credit risk measurement models for commercial loans and structured product vehicles.
• Create rating and credit officer-facing modeling approaches to measure risk for corporate clients.
• Assess model performance and limitations to identify and monitor potential model risks.
• Design efficient numerical methods and high-performance computing solutions to improve model runtime and scalability.
• Build reusable analytics software frameworks and integrate model outputs into downstream systems.
• Analyze large, real-world datasets to improve the accuracy and stability of risk models.
• Communicate complex model methodologies, results, and limitations to senior stakeholders and regulators.

What we're looking for

• Master’s degree or PhD in a quantitative discipline such as economics, finance, physics, mathematics, or computer science.
• 5 plus years of experience developing statistical and/or economic models in a financial services or risk context.
• Hands-on programming experience in Python for data analysis and modeling using pandas and NumPy.
• 3 plus years of experience working with machine learning techniques in model development or analytics workflows.
• Experience working with large datasets and building repeatable data pipelines for modeling.
• Knowledge of core banking risks and how risk is measured and managed in a wholesale credit context.
• Ability to explain complex quantitative concepts to non-technical stakeholders and collaborate across functions.
• Doctorate in a quantitative discipline (preferred); experience with numerical algorithms, Linux/Unix environments, or cloud platforms (preferred).