Director, Quantitative Credit Stress Testing

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

Job Description:

Office Status: Hybrid
Responsibilities:

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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