Vice President, Portfolio Credit Risk Modeling

KKR; New York (NY); On-site; USD 160,000 - 175,000; Full time

Job summary

KKR is seeking a Vice President to lead credit risk modeling. This role will build models that quantify exposure and strengthen the firm's risk framework. Candidates should have 8-12 years of experience in credit risk modeling, strong Python skills, and the ability to clearly communicate complex concepts. Joining KKR means contributing to a dynamic team at a leading global investment firm in New York.

The expected annual salary range for this position is $160,000 to $175,000, reflecting KKR's commitment to competitive compensation.

Qualifications

• 8–12 years in credit risk modeling, quantitative finance, or insurance capital modeling.
• Deep expertise in portfolio credit risk frameworks and tail risk measurement.
• Strong written communication for technical and executive audiences.

Responsibilities

• Build and own portfolio credit risk models to quantify tail losses.
• Develop credit risk frameworks and calibrate transition matrices.
• Build production-quality Python pipelines for model execution.

Skills

Credit risk modeling

Quantitative finance

Production-quality Python skills

Technical communication

AI tools usage

Job description

KKR is seeking a Vice President to lead credit risk modeling. This role will build models that quantify exposure and strengthen the firm's risk framework. Candidates should have 8-12 years of experience in credit risk modeling, strong Python skills, and the ability to clearly communicate complex concepts. Joining KKR means contributing to a dynamic team at a leading global investment firm in New York.

The expected annual salary range for this position is $160,000 to $175,000, reflecting KKR's commitment to competitive compensation.