A client is hiring a senior VP Credit Risk leader focused on advancing its credit operating system into a next phase centered on speed, automation, and intelligence. The role will scale ML-driven decisioning so portfolio insights translate into automated offers, pricing, and limit actions across the credit funnel, strengthening credit strategy through credit analytics and externally benchmarked expertise.
The client VP will own credit policy and analytics across origination, portfolio monitoring, and customer management, including portfolio-level modeling, monitoring, drift detection, and retraining strategy for credit models. Responsibilities also include transitioning credit decisions toward increasingly automated offers and funnels while maintaining risk discipline, translating portfolio signals into policy, pricing, and growth actions at pace, and partnering with Product, Engineering, and Operations to productionize analytics into decision engines. The role requires visible senior leadership to set direction and raise expectations for the credit and analytics team.
The client is looking for a senior leader with extensive experience in credit, decision science, analytics, or risk (typically in the range of 8–12+ years), with strong ML and analytics fundamentals applied to portfolio-level decisioning. Experience in environments where data and models directly drive live credit decisions is expected, along with comfort moving beyond rule-based strategies toward more automated, model-driven approaches. SMB experience is preferred, and candidates should be able to lead both technical advancement and talent development in real-world, data-intensive credit settings.