Vice President, Credit Portfolio Stress Testing, Risk Management Dept
Tasks
- Collaborate with stakeholders to align outputs with portfolio priorities and business strategy
- Develop refine and assess stress scenarios
- Drive stress testing governance across lines of defense
- Enhance credit stress testing framework methodologies and governance
- Evaluate stress scenario impact on portfolio credit quality and expected loss
- Integrate stress testing outputs into risk appetite portfolio strategy and decisions
- Lead credit risk stress testing design execution and enhancement
- Monitor early warning signals and macroeconomic market industry borrower developments
- Perform model risk validation back testing sensitivity analysis documentation
- Provide practical guidance and knowledge sharing
Perks/Benefits
- N/A
Skills/Tech-stack
Back Testing | Bottom Up | Bottom-up analysis | Credit Risk | Data Visualization | Data analytics | Excel | Macroeconomic modeling | Model Validation | Portfolio Management | PowerPoint | Python | Risk appetite | Risk governance | SAS | Scenario Analysis | Sensitivity Analysis | Stress Testing | Top-down | Top-down analysis
Education
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