Large Investment Bank is looking to add a Senior Credit Risk Manager, Credit Economic Capital and Stress Testing to their team that will lead the banks Credit Economic Capital (EC) program as well as development and implementation of Basel II compliant Stress Testing processes. 

This candidate will be responsible for managing a team of modeling professionals to improve upon existing Credit EC processes and to meet the required deliverables and build capabilities for Basel II stress testing.  This person will also be responsible for timely and clear communication of EC updates to Line of Business stakeholders including clear communication and buy-in during implementation of any Economic Capital changes. The position will require the application of strong knowledge of Quantitative Finance Theory, understanding of credit risk products, the ability to present ideas clearly and persuasively to senior management, and the ability to mentor and coach professional staff.  The team will be responsible for meeting organizational deliverables, documenting work for internal validation, and communication to the regulators in order to obtain final approval.

Ideal candidate will have 6+ years experience in financial analytics; working experience in commercial risk analytics or economic capital strongly preferred. Demonstrated project management skills. Superior quantitative skills; MS from a strong degree program in an analytical field such as economics, physical sciences, statistics, finance; PhD a plus. Proven accomplishments in research and analysis. This person must display strong communication skills and successful experience presenting to senior management. Experience with statistical programming packages. Demonstrated experience in leading project teams and delivering to deadlines. Candidate must have experience managing quantitative professionals.

For more information or immediate consideration please reference Job#TR700 and submit your resume in Word format to:  ian@comprehensiverecruiting.com