Director, Quantitative Risk

Mitsubishi HC Capital America Inc•Norwalk, CT

5d•$120,000 - $150,000•Onsite

About The Position

The Director is accountable for the quantitative risk framework supporting the company’s equipment finance portfolio, both retail and wholesale. This role prioritizes analytical initiatives and partners with senior stakeholders to oversee risk appetite and strategic decisions. Spearheads projects to develop models, analyses, and reports that measure credit, residual value, and portfolio risk. Provides thought leadership on analytical approaches and mentors junior colleagues.

Requirements

Master’s degree in financial engineering, statistics, mathematics, engineering, econometrics, or a related field. Bachelor’s degree is acceptable with compensatory experience.
7–10 years of progressive experience in quantitative risk management.
Proven leadership in model governance
Proficiency in Excel and SQL or Python.
Strong stakeholder management and communication skills
Deep understanding of equipment finance risk drivers.
Ability to present complex analyses to non-technical audiences.

Responsibilities

Set strategy and standards for credit, pricing, residual value, and/or portfolio risk modeling.
Analyze portfolio trends, risk concentrations, and emerging risks.
Lead review and challenge of business-leader decisions that influence portfolio composition and risk.
Advise senior management on emerging risks and portfolio vulnerabilities.
Represent quantitative risk in governance committees and audits.
Oversee and approve development of credit, residual value, pricing and/or portfolio risk models. May lead model documentation, testing, and model governance activities
Design and execute stress testing, scenario analysis, and sensitivity analysis.
Lead the automation of risk reports and dashboards.
Oversee model lifecycle management, including development, validation, and deployment.
Manage and develop a team of quantitative professionals.