Financial Institution – Sr Risk Manager Consumer Analytics – CT recruitment
You will work use your quantitative background to lead research projects to enhance the Stress Testing and Economic Capital Frameworks to cover the Consumer Portfolio. You will act as the expert for the economic capital and stress testing models, processes and systems. As the lead for the Consumer Portfolio, you will interact with all Consumer business units, including the Consumer CRO. You will work with regulatory reviews of the portfolio models and process.
This is an opportunity to gain valuable exposure to different parts of the business and gain direct experience working with Economic Capital models.
Requirements:
-Masters in quantitative field (ie engineering, computer science, math, finance etc)
-7+ years relevant experience in Market Risk, Risk Management or Finance
-Strong understanding of credit products, credit markets and credit related models
-Familiarity with Basel II/III
-Knowledge of SQL, C++, VBA, or SAS
-Knowledge of RiskMetrics
-Must have very strong communication skills
Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration.
quant, risk, credit, model validation, , modeling, modelling, quantitative, market risk, portfolio, portfolio analytics