VP Credit Risk Analytics - Warehouse Lending
Company: Ashton Lane Group, Inc
Location: New York City
Posted on: February 19, 2026
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Job Description:
Job Description Job Description Quantitative leadership position
supporting the warehouse lending & asset backed credit modeling and
analytics team for large US investment bank Responsibilities: Lead
the credit loss modeling coverage for structured / asset-based
lending portfolio, for both stress test and CECL. Develop, and
maintain the performance of Credit Risk and Stress Testing models
for the lending portfolio with broader credit analytics coverage as
needed Participate in research, development, and implementation of
credit risk models Provide econometric analyses to support
methodology development Perform back-tests, stress-tests, scenario
analyses and sensitivity studies Develop data analyses for various
purposes Oversee work of analysts and participate in recruitment,
training and development of junior members of the team.
Requirements: Broad experience in a quantitative research group at
a commercial bank, investment bank, or consulting firm Advanced
statistical skills especially in hypothesis testing, regression,
and discriminant analyses A thorough knowledge of statistics and an
internal drive to challenge and improve models with quantitative
methods Familiarity with statistical packages (e.g., MATLAB, or R )
Team player with strong interpersonal and communication skills
Advanced degree (PhD or MS) in a quantitative discipline (e.g.,
statistics, physics, math) For immediate consideration, please
forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving
the Banking, Insurance, and Alternative Investment sectors. For the
latest opportunities, visit www.AshtonLaneGroup.com Ashton Lane
Group® “A trusted advisor throughout your career”
Keywords: Ashton Lane Group, Inc, Westport , VP Credit Risk Analytics - Warehouse Lending, Accounting, Auditing , New York City, Connecticut
