Jobs · empllo
VP, Credit Risk Modeling
Meridian Softworks · New York · Posted 30d ago
About the role
Build and own portfolio credit risk models and collaborate with investment teams to embed analytics.
📋 Description Build and own portfolio credit risk models for tail losses and rating migration Calibrate transition matrices and model correlated migration; produce loss distributions Calibrate inputs: transition probabilities, loss given default, recovery, spreads Translate outputs into capital metrics: expected loss, downgrade cost, tail risk by rating Build Python pipelines for model execution and automated reporting; visualize results for leadership Collaborate with investment and finance teams to embed analytics in monitoring and stress testing 🎯 Requirements 8–12 years in credit risk modeling or related fields Deep expertise in portfolio credit risk: transition matrices, Monte Carlo, tail risk Production-grade Python skills Experience calibrating and validating credit models Strong written communication for technical and executive audiences Familiarity with AI tools
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FAQ
Is the VP, Credit Risk Modeling role at Meridian Softworks remote?+
This VP, Credit Risk Modeling position is listed as onsite (New York).
What is the salary for the VP, Credit Risk Modeling role at Meridian Softworks?+
The listing states 163000-179000 USD.
What seniority level is this VP, Credit Risk Modeling role?+
This is a unknown level position.
How do I apply for the VP, Credit Risk Modeling role at Meridian Softworks?+
Use the "Apply on empllo" button to open the original posting on empllo, where you can submit your application directly to Meridian Softworks.