Credit Risk Analytics AVP
$110k/y-$170k/y
a month ago
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OnsiteFull-timeSenior
Summary
State Street is seeking a Credit Risk Analytics AVP to join their Credit Risk Management Group within Enterprise Risk Management in Stamford, CT. The role focuses on developing and enhancing credit risk models for critical risk management processes.
About the Role
As a Credit Risk Analytics AVP, you will collaborate with credit risk modelers to develop or enhance credit risk models used in CECL, BASEL, CCAR, and Quarterly Stress Testing. Your responsibilities include reviewing model assumptions, performing model executions, conducting sensitivity and attribution analyses, and enhancing automation within processes. You will also explore advanced analytics and machine learning applications in credit risk management.
About You
Required:
- PhD/Master in economics, mathematics, statistics, engineering or equivalent.
- 5+ years of experience in credit risk modeling/analytics in a financial institution.
- Strong programming skills in Python, R, SQL, or Power BI.
- Strong communication skills in English.
Preferred:
- Undergraduate training in mathematics and probability theory with knowledge of stochastic calculus.
- Experience working with model development teams and analytical library development.
Benefits
- Generous medical care, insurance, and savings plans.
- Flexible Work Programs.
- Access to development programs and educational support.
- Paid volunteer days and matching gift programs.
State Street
At State Street, we partner with institutional investors all over the world to provide comprehensive financial services, including investment management, investment research and trading, and investment servicing. Whether you are an asset manager, asset owner, alternative asset manager, insurance company, pension fund or official institution, you can rely on us to be focused on your challenges. We are committed to doing what it takes to help you perform better — now and in the future.
Stamford, CT