My client is a Tier 1 Investment Bank here in Dallas who is looking for a high level individual contributor to assist in overseeing their secured lending portfolio both locally and globally. This person will be stepping into a growing team with high impact and exposure to the wider market.
The responsibilities of this role include:
- developing, implementing, and validating for CECL and CCAR models
- creating loss forecasting and stress testing models to manage the credit risk across the model life-cycle
- presenting validation findings to senior management
This role requires at least 6+ years of experience as it is a VP level hire. Additionally, this person should be proficient in SAS or a similar coding language.