Lead and manage a global team of seven credit risk officers, fostering cross-training, mentoring, and succession planning to ensure continuous coverage and professional development. Provide expert credit oversight for alternative fund structures and asset managers-including Hedge Funds, Private Equity Funds, regulated funds, BDCs, and Investment Managers-while championing the adoption of AI/ML tools (e.g., predictive scorecards, workflow automation) to enhance efficiency and consistency. Oversee credit assessment and approval for a diverse product set: loan finance, subscription finance, structured finance, repo finance, securities lending, and foreign exchange. Perform comprehensive analytical financial reviews, determine credit structures and terms, and exercise approval authority in alignment with the Credit Policy Manual-leveraging advanced analytics to flag emerging risks and commercial opportunities. Serve as a consultative partner and challenger to the first line (1LOD), reviewing all credit requests, offering guidance on deal structuring, and recommending adjustments to align with risk appetite and revenue-enhancement goals. Collaborate with the 1LOD, Chief Credit Risk Officer, Chief Risk Officer, and Risk Analytics () teams to align on major credit decisions, escalate complex transactions, and pilot AI-driven credit analytics initiatives. Facilitate and chair the quarterly Funds & Asset Managers Portfolio Management Committee, driving portfolio reviews, risk reporting, and data-backed action plans that balance growth and safeguards. Contribute to the enhancement of credit evaluation methodologies, scorecards, and risk models identify and implement process improvements using agile test-and-learn sprints. Attend client due diligence and site meetings as required to support relationship teams, validate AI-augmented assessments, and uncover opportunities to streamline onboarding. Prepare and deliver periodic written and oral updates to regulators on portfolio performance, emerging risks, AI-enabled enhancements, and policy changes. Ensure credit policies, procedures, and guidelines remain current-updating them for shifting business needs, regulatory expectations, and the integration of smart-automation tools. Participate in quarterly enterprise-wide portfolio review forums, highlighting trends, concentrations, and risk mitigation strategies through interactive dashboards. Minimum of 15 years experience in credit risk management, including 5+ years in a leadership capacity within a global banking or asset management environment. Proven track record of structuring complex credit facilities and managing a diverse portfolio of Alternative Funds, Fund Managers and Non-Bank Financial Institutions. Exceptional analytical and financial-modeling capabilities, with keen attention to detail and comfort using data-visualization tools (e.g., Tableau, PowerBI). Commercial acumen: ability to translate risk insight into client-centric funding and hedging solutions. Strong leadership, team-management, and talent-development skills, with a thrive together mindset. Excellent communication and stakeholder-management abilities, including presentations to C-suite and regulators. Sound judgment, decisive decision-making, and ability to articulate risk/return trade-offs. In-depth knowledge of credit risk frameworks, policies, scorecards, and regulatory expectations (e.g., Basel, CRD, local regulators). Digital fluency: familiarity with machine-learning concepts, API integrations
