CCR Lead Product Development SVP
Core
Lead the deployment of Artificial Intelligence in Counterparty Credit Risk Measurements and Crisis management to enhance risk decision accuracy and timeliness.
Role type
Senior IC Product Development SVP (Counterparty Credit Risk)
Builds
Tools for measuring, monitoring, and controlling counterparty risk, stress testing, and crisis reporting for institutional clients.
Domain
Financial Services / Counterparty Credit Risk / Risk Management
Deliverable
production ML models
Required skills
Counterparty Credit Risk (CCR), Stress Testing, Business Requirements Definition, Project Management, Data Analysis, Excel (VBA), Risk Capital Calculation
Preferred skills
Artificial Intelligence Techniques, Python, R, Database Programming, Large-scale Data Handling
Technologies
Python, R, VBA, Excel
Responsibilities
Lead AI deployment for CCR measurements and crisis management; Automate manual processes for internal risk measures and regulatory stress testing (CCAR, EBA, iCAAP); Define business requirements for stress testing data, pricing, and aggregation; Develop tools for exposure measurement and crisis reporting; Coordinate with risk managers and stakeholders to fulfill delivery objectives.
Seniority
Senior, hands-on IC
