VP, Credit Risk Modeling
Careers at KKR is hiring for VP, Credit Risk Modeling in New York, New York, United States. Executive level. First seen August 6, 2026; open as of November 12, 2026. Jobs taken straight from company career pages — no aggregator in between.
With Destava: How well do you fit? · Tailor my résumé · Write a cover letter
- Company
- Careers at KKR
- Where
- New York, New York, United States
- Level
- Executive
- First seen
- August 6, 2026
- Listed via
- Greenhouse
What the posting says
Responsibilities: Build and own portfolio credit risk models that quantify tail losses from default and rating migration across asset classes Develop a credit risk framework: calibrate transition matrices, model correlated credit migration, and produce full loss distributions to measure tail risk at the portfolio level Calibrate asset-class-specific inputs — transition probabilities, loss given default, recovery rates, and credit spreads Translate model outputs into actionable capital metrics: compute expected loss, cost of downgrade, and tail risk measures by rating and tenor to support…
Read more and apply on Careers at KKR's site
More jobs like this
Commercial Real Estate Risk Officer - Assistant Vice President
Save to applyPrincipal Auditor/ Auditor – US Financial Risk (Credit) - Assistant Vice President
Save to applyRisk Management Consultant (Capital Construction Projects)
Save to applyFinancial Risk Data Governance, Analyst
Save to apply
See all 145 Financial Risk Specialists jobs in New York
A search agent finds the jobs this list misses: the ones that mean the same without the same words. Have Destava watch for vp, credit risk modeling jobs in New York, New York, United States, new matches every morning on your own account.
This page includes information from the O*NET 31.0 Database by the U.S. Department of Labor, Employment and Training Administration (USDOL/ETA). Used under the CC BY 4.0 license. O*NET® is a trademark of USDOL/ETA.