As a Vice President on the Wholesale Portfolio Analytics team, you will plan, direct, manage and implement end to end grading solutions and analytical outputs for the Wholesale Credit Risk organization.
Job Responsibilities
- Maintain and enhance Wholesale Credit risk grading models, scorecards and frameworks and other analytical outputs generated by the team
- Develop frameworks to identify, analyze & quantify the impact of emerging risks across Wholesale clients – including supply chain, geopolitical and macroeconomic risks
- Engage with stakeholders within WCR in the development of new tools/ frameworks to enhance credit risk management processes – periodic annual reviews, exposure management, credit approval & review etc.
- Perform deep dives on portfolio risks and provide regular updates to stakeholders including senior management
- Play a key role in the development of the Climate Physical and Transition Risk framework for the Commercial Real Estate and Corporate and Industrial portfolios
- Analyze outputs from climate integrated assessment models (transition risk) and catastrophe model (physical risk) and translate into risk drivers that impact credit worthiness of the firm’s clients
- Deliver data driven insights to the risk organization using business intelligence tools and big data infrastructure
- Process both internal and external datasets using SQL and Python for analytics use cases
Required Qualifications, Capabilities and Skills
- Bachelor’s or Master’s degree in Mathematics, Statistics, Finance or related fields
- 6+ years of relevant work experience in Financial Risk Analytics or Wholesale Credit Risk management
- Demonstrates quantitative and problem-solving skills and is adept at applying them to model or analytical tools
- Desire to use modern technologies as a disruptive influence within Banking
- Attentive to detail and easily adaptable
- Enthusiastic about knowledge sharing and collaboration
- Strong interpersonal skills – you listen and communicate in a direct, succinct manner
- Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations
Preferred Qualifications, Capabilities and Skills
- Experience in quantitative modelling using Python