VP, Credit Portfolio Risk — Strategic Risk & Stress Tests

Selby Jennings; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Selby Jennings, on behalf of a leading global financial institution, seeks a VP-level Credit Portfolio Risk professional to join its New York City office. You will analyze the firm's credit portfolio risk using various risk metrics and stress tests, monitor concentrations, and report findings to senior leadership.

The ideal candidate has 5+ years in credit portfolio risk management with strong knowledge of loans, derivatives, and mortgage/securitized products, and will influence business

Qualifications

• 5+ years of experience in Credit Portfolio Risk Management or Credit Portfolio Management.
• Strong knowledge and understanding of mortgage/securitized products.
• Knowledge of various market and credit risk metrics such as stress testing and economic loss models: PFE, CVA, RWA.
• Exposure to and understanding of loans and derivatives is essential.

Responsibilities

• Analyze the firm's credit portfolio risk using various risk metrics and stress tests
• Monitor portfolio and ensure the company is not over-exposed in any specific area
• Communicate risk report findings to senior leadership

Skills

Credit risk management

Stress testing

Loans & derivatives knowledge

Mortgage/securitized products

Job description

Selby Jennings, on behalf of a leading global financial institution, seeks a VP-level Credit Portfolio Risk professional to join its New York City office. You will analyze the firm's credit portfolio risk using various risk metrics and stress tests, monitor concentrations, and report findings to senior leadership.

The ideal candidate has 5+ years in credit portfolio risk management with strong knowledge of loans, derivatives, and mortgage/securitized products, and will influence business