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Director, Quantitative Credit Stress Testing

Company: Madison-Davis, LLC
Location: White Plains
Posted on: March 10, 2023

Job Description:

Office Status: Hybrid

  • Develop credit risk models for stress testing and other purposes
  • Document such model development and ensure models are internally validated
  • Oversee stress testing model implementation and maintenance
  • Support internal and external review and challenge of models and model -related processes
  • Generate model-based stress tests
  • Participate in the development of scenarios relevant for stress testing and other purposes
  • Communicate with stakeholders including reporting results, providing impact analyses, explaining model/process details, and soliciting feedback for continuous improvement

Keywords: Madison-Davis, LLC, White Plains , Director, Quantitative Credit Stress Testing, Executive , White Plains, New York

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