We are partnering with a global investment bank who is seeking an AVP CCAR Market Risk Production.
As part of a team of risk management professionals, this role will be responsible for executing the CCAR production as well as controls covering CCAR Global Market Shock. The AVP will have a specific focus on the Issuer Default Loss production process.
Successful candidates will have a Bachelors degree in a quantitative subject, as well as three or more years of experience in credit risk business and technical analysis. Experience with IT systems/reporting a plus. As this is a highly visible and critical role within the organization, candidates must have high attention to detail. Knowledge of financial products and pricing models, as well as experience with VBA and SQL strongly preferred.
Please contact Lauren Bowden for more information on 646 766 1230.