Structured Credit – Credit Risk Capital VP recruitment
Position Category: Risk Management
Position Title: Structured Credit - Credit Risk Capital VP
Job Level: Vice President
Location: USA - NY - New York
Education Required: Masters Degree
Position Description:
Primary Responsibilities:
• Develop and maintain methodologies for identifying securitization exposures
• Develop and maintain methodologies for calculating Basel II/III capital for securitization exposures
• Work closely with credit professionals, regulatory controllers and other groups on securitization identification
Skills Required:
• The position requires a master's degree or an equivalent background in a quantitative discipline with 5-10 years of work experience.
• Solid understanding of structured finance
• Familiarity with Basel II/III capital framework
• Programming skill in SQL and VBA or equivalent languages
• Team player with strong interpersonal skills
• Strong communication skills
Skills Desired:
• Knowledge of quantitative modeling and statistics
• Familiarity with credit portfolios models