Director, Wholesale AIRB Modeling
Core
Lead the evolution of AIRB BRR/PD, LGD, and EAD models to adjudicate commercial clients and determine regulatory capital across wholesale portfolios.
Role type
Director, Wholesale Credit Risk Modeling
Builds
Production credit risk models and regulatory capital frameworks for commercial portfolios
Domain
Banking / Wholesale Credit Risk / Regulatory Capital (Basel/AIRB)
Deliverable
production ML models | dashboards & analysis
Required skills
Regulatory capital modeling, Stress testing, Machine learning, Model risk management, Quantitative financial modeling, Data wrangling, Computational thinking, Critical thinking
Preferred skills
Data visualization, Cross-functional collaboration, Strategic leadership
Technologies
Machine learning frameworks, Quantitative modeling tools
Responsibilities
Develop pricing and quantitative risk models for fixed income, corporate credit, and loans; Monitor risk in strategies and portfolios alongside project managers; Conduct quantitative research in risks across strategies and portfolios; Document data flow, systems, and processes to improve business group processes; Attract, retain, and enable the career development of top talent; Operate at a group/enterprise-wide level as a senior specialist resource.
Seniority
Director, strategic leadership & team management