Job Description:
VP/DIR - Credit/Corporates (SPCS - Risk & Analytics)
Dedicated coverage for LFG, CLO WH sectors, and associated projects involving GFIG and FFSD
Support portfolio-level risk analytics, including modelling, data analysis, stress testing
Enhance Counterparty risk management capabilities across covered sectors

Credit Risk, Counterparty Credit Risk, Structured Credit, Leveraged Finance, CLO/warehouse financing, Prime/Financing risk analytics, or Front Office Risk teams.

Skill are Detailed skills to search for Priority Credit Risk Corporate credit risk, counterparty credit risk, credit underwriting, credit assessment, portfolio credit risk, obligor analysis, issuer risk, exposure analysis Must haveLeveraged Finance Leveraged loans, leveraged finance underwriting/risk, acquisition finance, sponsor-backed lending, highly leveraged transactions, debt capital structures Must have / Strong preference CLO / Structured Credit CLOs, CLO warehouses, warehouse financing, broadly syndicated loans, leveraged loan portfolios, securitization, structured credit Must have / Strong preference Counterparty Risk Current exposure, potential future exposure/PFE, counterparty limits, wrong-way risk, concentration risk, collateralized exposure, netting, margining Must have Portfolio Risk Analytics Portfolio surveillance, risk aggregation, exposure monitoring, concentration analysis, scenario analysis, sensitivity analysis, portfolio-level metrics Must have Stress Testing Credit stress testing, macro/sector stress scenarios, default stress, spread shocks, rating migration, recovery assumptions, stressed exposure Must have Credit Modelling PD, LGD, EAD, expected loss, rating models, default probability, recovery analysis, transition matrices, credit migration Strong preference Corporate Credit Analysis Financial statement analysis, leverage ratios, liquidity, cash flow coverage, debt service capacity, industry/sector analysis, covenant analysis Must have Cash-flow / Debt Modelling Debt waterfall analysis, cash-flow forecasting, repayment schedules, interest coverage, downside scenarios Strong preference Collateral Risk Collateral valuation, haircut methodology, collateral eligibility, LTV, collateral concentration and monitoring Strong preference Market Risk Interaction Spread risk, interest-rate sensitivity, mark-to-market exposure, market/credit interaction Good to have Regulatory / Capital Basel III/IV, CCR capital, SA-CCR, CVA risk, RWA, stress-testing frameworks Good to have depending on client scope Data Analytics Large datasets, data quality/reconciliation, portfolio datasets, risk data aggregation Must have Python pandas, NumPy, analytics/model development, automation, data processing Strong preference / likely must-have SQL Querying risk/position/reference data, joins, transformations, reconciliation Strong preference Excel Advanced Excel, financial modelling, scenario modelling, pivot tables, VBA preferably Must have Visualization Tableau, Power BI, Plotly or equivalent portfolio/risk dashboards Good to have Risk Systems Counterparty risk platforms, credit risk engines, portfolio risk systems, Bloomberg/Refinitiv/Markit depending on bank environment Good to have Senior stakeholder management Interaction with Front Office, Credit Officers, Risk, Structuring, Trading, Finance, Technology, Data teams Must have at VP/DIR Risk governance Limit frameworks, risk appetite, escalation, approval committees, policy interpretation, senior risk reporting Must have at Director level

NTT DATA provides a reasonable range of compensation for U.S.-based positions. The starting pay range for this role is $60 to $62/hour. Actual compensation will depend on a number of factors, including the candidate's relevant experience, technical skills, and other qualifications.
This position is eligible for company benefits including participation in medical, dental, and vision insurance, flexible spending or health savings account, and AD&D insurance, employee assistance, participation in a 401k program, and additional voluntary or legally-required benefits
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