Credit Risk Analytics Manager
Core
Develop and maintain credit risk analytics, monitoring frameworks, stress testing methodologies, and reporting to manage institutional client and counterparty exposures.
Role type
Senior IC credit risk analytics manager
Builds
Credit risk models, exposure monitoring frameworks, stress testing scenarios, and management reporting
Domain
Financial services / Credit risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling, stress testing, exposure monitoring, data quality management, risk reporting, Python, SQL, Excel, Bloomberg, concentration risk assessment, margin analysis
Preferred skills
Knowledge of CIRO requirements, collateral management, financial services products, VaR and Greeks
Responsibilities
Develop and maintain credit exposure monitoring frameworks; Execute stress testing and scenario analysis; Ensure data integrity for risk measurement; Monitor client positions and identify emerging credit risks; Produce management reporting and analytics for credit risk decisions
Seniority
Senior, hands-on IC