Credit Risk & Capital Strats, AVP
Core
Design and implement credit risk calculations, reporting, and capital planning prototypes to drive capital efficiency and resource allocation.
Role type
Associate Vice President, Credit Risk & Capital Strategist
Builds
Credit risk calculation platforms, regulatory reports, and capital planning models for internal stakeholders
Domain
Banking, Credit Risk, Regulatory Compliance (European)
Deliverable
production ML models
Required skills
quantitative analysis, credit risk modeling, capital planning, regulatory reporting, data modeling, C++, Python, banking products knowledge, European banking regulations (CRR, IFRS 9), risk metrics (PD, LGD, CCF)
Preferred skills
CFA, FRM, derivatives knowledge, bank balance sheet accounting
Technologies
C++, Python
Responsibilities
implement regulatory and internal credit risk calculations, build capital planning prototypes, manage Credit Risk RWA metrics, design incentive structures for resource consumption, align Front Office and Finance on calculations
Seniority
AVP, hands-on technical implementation