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Credit Risk Manager (Enterprise Programs)
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$140,000 - $222,500 a year
Full-time
- Act as the centralized primary representative for Credit Risk in the ongoing model ownership responsibilities of all Credit Risk Models associated with Basel, CECL, CCAR and the internal quarterly stress testing.
- The identification of model and data limitations / weaknesses / gaps in coverage, which are either self-identified based upon performance or new business, recognized as part of the model validation process or identified as part of an ongoing assessment against regulatory expectations,
- The inclusion of identified risks not captured within the scenarios/models in the internal risk identification processes, having developed an appropriate and granular taxonomy to accurately classify and define materiality of any issue.
- Credit Risk Sector / CCAR / Surveillance Leads who use the model suite on a BaU basis, and who will provide qualitative input to the model performance and suitability as part of the ongoing monitoring program, in addition to the quantitative KPI metrics produced by both Credit Risk Governance and the Risk Analytics team.
- Risk Analytics team, who are responsible for model development across the full spectrum of the Credit Risk model inventory.
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