Senior Vice President, Credit Risk SME/Developer

The Company is seeking a Senior Vice President, Credit Risk SME/Developer to lead the Credit Risk Analytics IT team. The successful candidate will be responsible for defining the strategy, architecture, and managing the development and support of the Credit Risk IT platform. This platform is essential for the design, integration, and support of Middle Office Risk systems, particularly in the calculation and reporting of Credit Risk across various locations. The role requires a leader who can ensure the team meets the demands of the organization and regulatory changes, and who is adept at using a combination of technologies, including MS SQL Server, C#, Python, and MS Azure, to provide innovative solutions that enhance the capabilities of the Risk Management department.

Key responsibilities for this role include managing the Credit Risk Analytics IT team, defining the strategic architecture in line with business objectives and regulatory obligations, and delivering risk project programs. The ideal candidate will have a strong background in Credit Risk pricing, including experience with derivatives, mortgage-backed securities, and other financial products. Essential skills include a strong understanding of counterparty collateral, netting, and market data in credit risk pricing, as well as solid experience in C#, .Net Core Web API, and SQL development. The role also demands excellent communication, leadership, and managerial skills, with a focus on building a high-performing team and a strong engineering and risk culture. Experience with S&P Global Financial Risk Analytics (FRA) and a background in market risk engines are preferred.