Remote Credit Risk Manager Jobs
Remote Credit Risk Manager jobs are in active demand at remote-first companies and large distributed teams, including employers like CVS Health, Apptegy, and ABB, from junior to senior. Scan the live roles below and apply to whichever ones fit.
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Showing 5 of 185+ Remote Credit Risk Manager jobs
INTRODUCTION
You will own credit risk for one of the largest asset managers in onchain finance. Gauntlet serves $1.5B+ in client TVL, and every dollar of credit we extend onchain runs through a risk function that is yours to build. This is not a seat where you inherit a model and press run. You will define the underwriting standards, design the frameworks, set the redlines, and be the internal check on every asset-onboarding decision Gauntlet makes, working shoulder-to-shoulder with Capital Markets, Vault Curation, and senior leadership. If you want to build the credit infrastructure for institutional finance moving onchain, rather than maintain someone else's, read on.
ABOUT GAUNTLET
Gauntlet builds the financial systems of the future. While much of onchain finance is focused on point solutions, we operate across the entire stack to offer best-in-class vault products. Today we serve over $1.5B in client TVL across some of the largest fintechs/neobanks, protocols, exchanges, and capital allocators in crypto - and, increasingly, traditional asset management. Our team brings together traditional finance and crypto-native expertise to deliver durable, sophisticated products for institutional clients moving onchain.
THE ROLE
The Credit Risk team runs due diligence on the assets, protocols, and chains supported by Gauntlet's lending and vault products, sets the guardrails that govern our lending activity, and monitors credit assets both off-chain and on-chain. You will work the full credit lifecycle - initial diligence and deal structuring through ongoing portfolio surveillance - across direct lending, structured facilities, and on-chain/off-chain securitization. You own the risk models, the parameters, and the monitoring cadence. You partner with Capital Markets on structuring and with Product and Engineering to embed credit controls directly into our on-chain infrastructure.
- Underwrite institutional and on-chain credit relationships, and build/own the credit models for RWA assets — PD/LGD frameworks, vintage loss curves, advance-rate haircut schedules, and stress scenarios
- Run the due-diligence gate for new credit and asset-issuer relationships: structured protocol reviews (solvency, oracle infrastructure, governance, security posture), historical on-chain data analysis, counterparty financials and legal structure, redlines, and final deal approval
- Set the guardrails for each credit product: minimum rate floors, maximum terms, concentration limits per borrower and asset class, eligible collateral, and first-loss buffer sizing for tranched structures
- Partner with Capital Markets on structuring: credit input on term sheets (rate, term, size, collateral, covenants, margin-call triggers); co-design trust tranches, covenants, advance-rate schedules, and facility limits for securitized products before close
- Monitor the portfolio: borrower financial condition, covenant compliance, delinquency trends, and NAV integrity; flag deterioration early and work remediation or exit with Capital Markets
- Stress the book: elevated delinquency, funding-rate shocks, correlated default, and originator failure — validating that structural protections hold under tail conditions
- Maintain on-chain risk parameters: supply caps, LLTV settings, exposure thresholds, and related controls
- Shape credit terms guidance (what we can offer, at what rate, term, and collateral conditions) and track emerging yield strategies, protocols, and issuers to give Curation a competitive edge
WHAT SUCCESS LOOKS LIKE
First 30 days. Ramp on Gauntlet's vault infrastructure, especially on-chain credit structures. Meet stakeholders across Capital Markets, Strategy & Growth, Product, and Engineering, review the current book and pipeline, and form a clear view of the existing DD framework - including its gaps in coverage, model depth, or monitoring cadence.
First 3 months. Operating as the credit-risk owner across active and incoming deal flow: running your own models on the live pipeline (PD/LGD, stress scenarios), producing structured DD memos and go/no-go recommendations for Capital Markets and Vault Curation, and established as the Credit Risk point of contact on at least one active credit product with monitoring cadence and escalation protocols in place.
In 1 year. Reviewed and closed multiple institutional credit relationships across at least two product types. Running a portfolio-monitoring function with consistent cadence (covenant tracking, delinquency surveillance, stress refresh, parameter maintenance). Recognized internally as the authority on Gauntlet's credit standards, with reusable DD playbooks and risk-parameter frameworks that compress future deal cycles for Credit Risk and Capital Markets.
WHAT YOU BRING
- 3-6 years in credit risk, structured finance, leveraged finance, or asset-backed lending at a leading financial institution, credit fund, or fintech lender
- Direct credit-underwriting experience: PD/LGD modeling, loss-curve and vintage analysis, advance-rate structuring, covenant design, and stress testing
- Hands-on exposure to one or more of: direct lending, warehouse facilities, ABS/CLO structuring, securitization, asset-backed finance, or structured credit
- Strong grasp of legal/structural credit concepts: SPV formation, bankruptcy remoteness, security-interest perfection, covenant packages, and waterfall mechanics
- Portfolio-monitoring experience: delinquency tracking, covenant compliance, borrower financial review, and early-warning systems
- Exceptional written and verbal communication - able to distill complex credit analysis into clear, actionable recommendations for non-credit stakeholders
- Experience building or maintaining quantitative risk models in Python or R
BONUS POINTS
- On-chain credit protocols, DeFi lending markets, or tokenized-asset structures (e.g., Morpho, Aave, tokenized ABS)
- Crypto-native credit risk: smart-contract risk, oracle failure, depeg events, and on-chain collateral liquidity
- Prior work with RWA issuers, fintech lenders, or asset originators — understanding the pipeline and servicing behind the loan tape
- Exposure to prime-brokerage credit, repo, or securities financing from a risk perspective
WHO THRIVES HERE
- Naturally curious about digital assets, DeFi, and the evolution of institutional credit. Prior crypto experience is not required — curiosity is
- Wants to own the full credit function, not just run models. Comfortable building frameworks from scratch, setting standards, and defending views with Capital Markets and senior leadership
- Operates with significant autonomy in an entrepreneurial environment. Wants to build the credit infrastructure, not inherit it
- Analytically rigorous but commercially aware — understands the credit function exists to enable deal flow, not block it, and manages that tension thoughtfully
BENEFITS AND PERKS
- Remote first - work from anywhere in the US & CAN!
- Regular in-person company retreats and cross-country "office visit" perk
- 100% paid medical, dental and vision premiums for employees
- $1,000 WFH stipend
- Monthly reimbursement for home internet, phone, and cellular data
- Unlimited vacation
- 100% paid parental leave of 12 weeks
- Fertility benefits
- Opportunity for incentive compensation
Please note at this time our hiring is reserved for potential employees who are able to work within the contiguous United States and Canada. Should you need alternative accommodations, please note that in your application.
The national pay range for this role is $160,000 - $195,000 base plus additional On Target Earnings potential by level and equity in the company. Our salary ranges are based on paying competitively for a company of our size and industry, and are one part of many compensation, benefits and other reward opportunities we provide. Individual pay rate decisions are based on a number of factors, including qualifications for the role, experience level, skill set, and balancing internal equity relative to peers at the company.
We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses and identifying potential inconsistencies or verification signals in application materials based on available information. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.
INTRODUCTION
You will own credit risk for one of the largest asset managers in onchain finance. Gauntlet serves $1.5B+ in client TVL, and every dollar of credit we extend onchain runs through a risk function that is yours to build. This is not a seat where you inherit a model and press run. You will define the underwriting standards, design the frameworks, set the redlines, and be the internal check on every asset-onboarding decision Gauntlet makes, working shoulder-to-shoulder with Capital Markets, Vault Curation, and senior leadership. If you want to build the credit infrastructure for institutional finance moving onchain, rather than maintain someone else's, read on.
ABOUT GAUNTLET
Gauntlet builds the financial systems of the future. While much of onchain finance is focused on point solutions, we operate across the entire stack to offer best-in-class vault products. Today we serve over $1.5B in client TVL across some of the largest fintechs/neobanks, protocols, exchanges, and capital allocators in crypto - and, increasingly, traditional asset management. Our team brings together traditional finance and crypto-native expertise to deliver durable, sophisticated products for institutional clients moving onchain.
THE ROLE
The Credit Risk team runs due diligence on the assets, protocols, and chains supported by Gauntlet's lending and vault products, sets the guardrails that govern our lending activity, and monitors credit assets both off-chain and on-chain. You will work the full credit lifecycle - initial diligence and deal structuring through ongoing portfolio surveillance - across direct lending, structured facilities, and on-chain/off-chain securitization. You own the risk models, the parameters, and the monitoring cadence. You partner with Capital Markets on structuring and with Product and Engineering to embed credit controls directly into our on-chain infrastructure.
- Underwrite institutional and on-chain credit relationships, and build/own the credit models for RWA assets — PD/LGD frameworks, vintage loss curves, advance-rate haircut schedules, and stress scenarios
- Run the due-diligence gate for new credit and asset-issuer relationships: structured protocol reviews (solvency, oracle infrastructure, governance, security posture), historical on-chain data analysis, counterparty financials and legal structure, redlines, and final deal approval
- Set the guardrails for each credit product: minimum rate floors, maximum terms, concentration limits per borrower and asset class, eligible collateral, and first-loss buffer sizing for tranched structures
- Partner with Capital Markets on structuring: credit input on term sheets (rate, term, size, collateral, covenants, margin-call triggers); co-design trust tranches, covenants, advance-rate schedules, and facility limits for securitized products before close
- Monitor the portfolio: borrower financial condition, covenant compliance, delinquency trends, and NAV integrity; flag deterioration early and work remediation or exit with Capital Markets
- Stress the book: elevated delinquency, funding-rate shocks, correlated default, and originator failure — validating that structural protections hold under tail conditions
- Maintain on-chain risk parameters: supply caps, LLTV settings, exposure thresholds, and related controls
- Shape credit terms guidance (what we can offer, at what rate, term, and collateral conditions) and track emerging yield strategies, protocols, and issuers to give Curation a competitive edge
WHAT SUCCESS LOOKS LIKE
First 30 days. Ramp on Gauntlet's vault infrastructure, especially on-chain credit structures. Meet stakeholders across Capital Markets, Strategy & Growth, Product, and Engineering, review the current book and pipeline, and form a clear view of the existing DD framework - including its gaps in coverage, model depth, or monitoring cadence.
First 3 months. Operating as the credit-risk owner across active and incoming deal flow: running your own models on the live pipeline (PD/LGD, stress scenarios), producing structured DD memos and go/no-go recommendations for Capital Markets and Vault Curation, and established as the Credit Risk point of contact on at least one active credit product with monitoring cadence and escalation protocols in place.
In 1 year. Reviewed and closed multiple institutional credit relationships across at least two product types. Running a portfolio-monitoring function with consistent cadence (covenant tracking, delinquency surveillance, stress refresh, parameter maintenance). Recognized internally as the authority on Gauntlet's credit standards, with reusable DD playbooks and risk-parameter frameworks that compress future deal cycles for Credit Risk and Capital Markets.
WHAT YOU BRING
- 3-6 years in credit risk, structured finance, leveraged finance, or asset-backed lending at a leading financial institution, credit fund, or fintech lender
- Direct credit-underwriting experience: PD/LGD modeling, loss-curve and vintage analysis, advance-rate structuring, covenant design, and stress testing
- Hands-on exposure to one or more of: direct lending, warehouse facilities, ABS/CLO structuring, securitization, asset-backed finance, or structured credit
- Strong grasp of legal/structural credit concepts: SPV formation, bankruptcy remoteness, security-interest perfection, covenant packages, and waterfall mechanics
- Portfolio-monitoring experience: delinquency tracking, covenant compliance, borrower financial review, and early-warning systems
- Exceptional written and verbal communication - able to distill complex credit analysis into clear, actionable recommendations for non-credit stakeholders
- Experience building or maintaining quantitative risk models in Python or R
BONUS POINTS
- On-chain credit protocols, DeFi lending markets, or tokenized-asset structures (e.g., Morpho, Aave, tokenized ABS)
- Crypto-native credit risk: smart-contract risk, oracle failure, depeg events, and on-chain collateral liquidity
- Prior work with RWA issuers, fintech lenders, or asset originators — understanding the pipeline and servicing behind the loan tape
- Exposure to prime-brokerage credit, repo, or securities financing from a risk perspective
WHO THRIVES HERE
- Naturally curious about digital assets, DeFi, and the evolution of institutional credit. Prior crypto experience is not required — curiosity is
- Wants to own the full credit function, not just run models. Comfortable building frameworks from scratch, setting standards, and defending views with Capital Markets and senior leadership
- Operates with significant autonomy in an entrepreneurial environment. Wants to build the credit infrastructure, not inherit it
- Analytically rigorous but commercially aware — understands the credit function exists to enable deal flow, not block it, and manages that tension thoughtfully
BENEFITS AND PERKS
- Remote first - work from anywhere in the US & CAN!
- Regular in-person company retreats and cross-country "office visit" perk
- 100% paid medical, dental and vision premiums for employees
- $1,000 WFH stipend
- Monthly reimbursement for home internet, phone, and cellular data
- Unlimited vacation
- 100% paid parental leave of 12 weeks
- Fertility benefits
- Opportunity for incentive compensation
Please note at this time our hiring is reserved for potential employees who are able to work within the contiguous United States and Canada. Should you need alternative accommodations, please note that in your application.
The national pay range for this role is $160,000 - $195,000 base plus additional On Target Earnings potential by level and equity in the company. Our salary ranges are based on paying competitively for a company of our size and industry, and are one part of many compensation, benefits and other reward opportunities we provide. Individual pay rate decisions are based on a number of factors, including qualifications for the role, experience level, skill set, and balancing internal equity relative to peers at the company.
We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses and identifying potential inconsistencies or verification signals in application materials based on available information. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.
See All 185+ Remote Credit Risk Manager Jobs
Find roles that match your experience and apply in just a few clicks.
Find JobsRemote Credit Risk Manager Job Market
Who's Hiring
- CVS Health47
- Apptegy6
- ABB3
- Yale University3
- Twilio2
Top Industries Hiring
- Healthcare & Medical Services66
- Technology & Software22
- Insurance13
- Education10
- Consulting & Professional Services7
What Employers Look For
The qualifications that appear most often in remote credit risk manager jobs.
- Bachelor's degree in finance, economics, accounting, or a related quantitative field
- Proficiency in credit analysis, financial statement review, and risk rating frameworks
- Experience with credit risk models, scorecards, or loss forecasting methodologies
- Familiarity with regulatory requirements such as CECL, Basel III, or SR 11-7
- Advanced skills in SQL, Python, SAS, or Excel for portfolio data analysis
- FRM, CFA, or equivalent professional certification preferred for senior-level roles
Tips for Your Remote Credit Risk Manager Job Search
Quantify your loss mitigation outcomes
Hiring managers in credit risk want numbers, not duties. Replace phrases like 'managed credit portfolio' with specific results: default rates reduced, exposure limits set, or reserve calculations refined. Concrete outcomes separate your resume from generic risk summaries.
Highlight model validation and regulatory fluency
Openings frequently require familiarity with SR 11-7 model risk guidance, CECL accounting standards, or Basel framework concepts. If you've worked through a model validation cycle or a regulatory exam, name it explicitly. Vague 'regulatory experience' won't pass a screener.
Target roles by portfolio type, not just title
Credit risk manager openings vary sharply by asset class. A commercial real estate role demands different skills than a revolving consumer credit book. Filter your search by keywords like 'C&I lending,' 'retail credit,' or 'structured finance' to match your actual experience.
Apply early to roles that fit
Migrate Mate lists credit risk manager openings from across the United States in one place, so you can find roles that match and apply directly to each listing.
Prepare for a technical case study round
Many credit risk interviews include a live credit memo exercise or a take-home portfolio analysis. Practice walking through a borrower's financial statements, identifying covenant triggers, and recommending a credit decision with a clear rationale before your first screen.
Negotiate around total compensation structure
Credit risk roles at banks and fintechs often include deferred compensation, equity, or performance-linked bonuses tied to portfolio metrics. Before accepting an offer, ask how variable pay is calculated and what the historical payout range has been for the role you're stepping into.
Remote Credit Risk Manager Jobs: Frequently Asked Questions
How do I get a remote credit risk manager job?
Target companies that already run distributed teams, since they hire remotely by default and know how to onboard someone they never meet in person. Remote credit risk manager employers screen hard for self-direction and clear written communication on top of the core skills, so show evidence you can own work without someone over your shoulder. Apply to the openings above that match your experience.
Which companies hire remote credit risk managers?
Remote credit risk manager roles are posted by CVS Health, Apptegy, and ABB and others right now, based on current remote listings on Migrate Mate as of June 2026. Remote-first firms and large companies running distributed teams post the most remote credit risk manager roles.
Can you get a remote credit risk manager job with no experience?
Yes, but it is harder than an on-site role, because remote work expects you to operate independently from the start. Entry-level remote credit risk manager openings do exist, especially at remote-first companies, and a portfolio of real work helps more than a long resume. Applying broadly to the roles that fit improves your odds.
Do you need a degree for remote credit risk manager jobs?
Not always. Many employers hire remote credit risk managers on demonstrated skills and prior work rather than a specific degree, though some larger companies still prefer one. Showing relevant results matters more than a credential for most remote credit risk manager roles.
Which industries hire the most remote credit risk managers?
Most remote credit risk manager openings sit in Healthcare & Medical Services, Technology & Software, and Insurance, per current remote listings on Migrate Mate as of June 2026. These sectors run distributed teams and hire credit risk managers remotely most consistently.
See All 185+ Remote Credit Risk Manager Jobs
Find roles that match your experience and apply in just a few clicks.
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