Mizuho Americas Enterprise Risk Management is seeking a highly skilled Executive Director with extensive hands-on experience in Quantitative Credit Modeling to join our dynamic and high pace growing team in New York City.
Requirements
- Manage a team of 7 quantitative developers
- Cooperate with business to design, develop, and calibrate credit risk models
- Perform ongoing model monitoring testing, and sensitivity analysis
- Manage the implementation of model changes, enhancements and remediation plans
- Work with stakeholders across business and functional teams
- Define standards and work with IT business partners on model execution platform development
- Support internal and external remediation, regulatory submissions discussions with regulators and control functions
- Stay current with advancements in credit risk modeling
- Benchmark against industry best practices and peer institutions
- Train, develop and supervise a team of quantitative analysts
Benefits