Urgent – Jr. Portfolio Risk Analyst (Connecticut) recruitment
Large Connecticut financial institution is in urgent need of a Portfolio Risk Analyst. This group is becoming more instrumental to the firms business and therefore is growing. This opportunity will allow the right candidate to progress into many different roles in the future. Please respond to this email with your most up to date resume if you are interested. Alternatively please pass this along to anyone who may be interested.
Role:
- Work as part of the Portfolio Risk Analytics Team in the development, testing, and regular running of key portfolio models including: Economic Capital, Stress Testing models for both commercial and consumer exposure.
- Compile and disseminate model output and output reports.
- Interacting with all of the firms business unites.
- Help support regulatory and supervisory review of portfolio models and portfolio modeling processes.
Requirements:
- 2 years of experience in a relevant risk management role.
- Graduate degree in Statistics or Economics
- Strong analytical, quantitative and data handling skills.
- Strong written and oral communication skills.
Preferred:
- FRM or PRIMA designation
- Knowledge of Basel II/III framework and VaR methodologies.
- Strong understanding of credit products is a plus
- Familiar with statistical analysis/programming languages.(SQL, C++, VBA, SAS, S+, R)