Quantitative Risk Analyst Resume Samples
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Quantitative Risk Analyst Resume Samples
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JJ
J Jenkins
Jovan
Jenkins
50760 Hoppe Village
Houston
TX
+1 (555) 900 6932
50760 Hoppe Village
Houston
TX
Phone
p
+1 (555) 900 6932
Experience
Experience
Detroit, MI
Quantitative Risk Analyst
Detroit, MI
Toy and Sons
Detroit, MI
Quantitative Risk Analyst
- Develop and maintain working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
- Formulate analysis to monitor and manage portfolio performance for decision making. Design and develop databases: manage databases and monthly reporting
- Regularly monitoring risks in the portfolios and presenting pertinent analyses on risk and performance to senior risk managers and portfolio management teams
- Demonstrated working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
- Demonstrated working knowledge of banking and fraud databases to provide data and analytical support to Senior Management
- Supporting the creation, production and delivery of supervisory and managerial reports pertaining to risk management and performance attribution
- Support and communicate the enterprise-wide risk management philosophy and establish risk management policies & limits to support risk taking activities
Phoenix, AZ
Point Quantitative Risk Analyst
Phoenix, AZ
Baumbach and Sons
Phoenix, AZ
Point Quantitative Risk Analyst
- Develop quantitative tools and back-test investment ideas
- Deliver research findings to senior management and recommend investment ideas
- Identify and manage new datasets that support investment decisions
- Conduct innovative and scientific research to process and analyze new and non-traditional datasets looking for predictive power
- Analyze large structured and unstructured data sets such as internal trade data, risk data, fundamental data, and sentiment data
- Introduce new approaches, tools, and prototypes
- Masters or Ph.D. in a quantitative discipline
present
Phoenix, AZ
Senior Quantitative Risk Analyst
Phoenix, AZ
Williamson Group
present
Phoenix, AZ
Senior Quantitative Risk Analyst
present
- Assist in the definition, development, testing, implementation and monitoring of credit and collection projects
- Background in statistics, including detailed knowledge of statistical methods (e.g. time series analysis), data analytics, and forecasting models
- Deliver leading-edge analyses, strategy development and predictive modelling based on innovative use of information technology
- Enhance modeling around Basel III Capital and Liquidity Standards, balance sheet and earnings forecasting, and strategic objectives
- Continually review financial regulations and assist in ensuring quantitative modeling practices align with regulatory expectations and strategic objectives
- Help in training and communication as necessary
- Collaborate with other Rogers departments and develop working relations within the company as well as outside
Education
Education
Bachelor’s Degree in Mathematics
Bachelor’s Degree in Mathematics
Carnegie Mellon University
Bachelor’s Degree in Mathematics
Skills
Skills
- Strong technical skills and good knowledge of Excel
- Detail oriented with strong analytical skills
- Proficiency with statistical modeling software: R, SAS, SQL, Tableau
- Strong attention to detail
- Excellent time management, planning and organizing skills to manage multiple priorities and deliver quickly under pressure
- Strong collaboration skills and ability to work in a matrixed, international organization
- Basic programming skills (SQLServer, Visual Basic, Python, R)
- Strong knowledge of spreadsheets and facility with database manipulation
- Excellent communication, reporting and effective presentation skills to enable executive-level decision-making
- Proficiency in both econometric and mathematical modeling in Finance is desirable
15 Quantitative Risk Analyst resume templates
Read our complete resume writing guides
1
Quantitative Risk Analyst Resume Examples & Samples
- Maintain and enhance daily risk exposure measurement infrastructure
- Support ad hoc analytic requests
- Convert and enrich data to information and align information to stakeholders expectations
- Apply database, SQL and programming skills to add efficiencies to processes and value to the analysis being conducted
- Quality control and assessment of risk data
- Utilize all features of Excel and PowerPoint to produce reports and share information in a consistent, clear and detailed manner
- Aggregate and harmonize data from a variety of sources to create detailed, accurate and timely reports representing multiple risk measures
- Understanding of financial markets and market risk models
- Must have at least one of the following: Graduate degree in a technical discipline (i.e. financial engineering, quantitative finance, applied mathematics, etc.)
- Work experience in a financial institution in the risk or asset management field
- Knowledge of linear algebra, Markov processes, probability theory and regression analysis
- Programming: SQL and VBA
- Experience in automating quantitative and reporting processes
- Exceptional attention to detail
- Problem solver who can work independently and collaborate with associates across the firm
- Strong communication skills: thoughtful, precise, clear and accurate written and oral communication
- Certifications: CFA, FRM, CQF
- Familiarity with liquidity risk concepts
- Software and database development experience
- Other programming: R, Python, C++, SSIS
- Experience working with valuation models
2
Gf-quantitative Risk Analyst Resume Examples & Samples
- Actively participate in further development of Counterparty Analytics tools & infrastructure
- Develop/create models/spreadsheets for exposure calculation
- Advices on credit risk mitigation and explain counterparty risks to sales, trading & credit risk management
- Work on ancillary /adhoc projects to further global systematic calculation of derivatives' counterparty risk & risk management process
3
Quantitative Risk Analyst Resume Examples & Samples
- Validate models to detect, identify, and quantify risks in the area of marking-to-market and risk management of model intensive products. Perform product certification and approval of single trades. This involves, among others
- Identifying mis-specified models, i.e. mathematically correct models which are not applicable to the given product and/or market
- Reviewing new products with special emphasis on valuation and risk management
- Detecting misunderstood and/or understated risks
- Highlighting the potential of use of wrong or inconsistent input values for parameters, which are not readily quoted in the market (e.g., skew, correlation, etc.)
- Identifying unnoticed market changes (e.g., new traded products) which affect current valuation/risk management methods
- Identifying the use of mathematically flawed models, quantifying errors, and proposing more adequate solution
- Assist business unit control with the valuation of model-intensive trades and quantitative issues, in particular to specify valuation adjustments or model reserves intended to capture model or parameter uncertainty or other model deficiencies
- Perform general risk management functions in close co-operation with market risk: Assessment of positions with significant model risk or non-standard risks (e.g., correlation risk or volatility skew risk), business approvals for complex structures and other day-to-day activities
- Strong background in financial mathematics
- Knowledge of financial markets/products, especially Credit Derivatives modelling
- Proven track record as a quantitative analyst in an equivalent or a similar role
- Ability to develop models in a timely manner, using innovation and common sense
- Familiarity with C , Java, or Visual Basic
- Masters degree in a quantitative discipline (mathematics/physics) is a prerequisite, PhD is highly desirable
4
Quantitative Risk Analyst Resume Examples & Samples
- Perform trade quantifications of counterparty credit exposure for complex transactions across all regions, business areas and asset classes
- Reviewing new products with a special emphasis on valuation and risk management
- Highlighting the potential of use of wrong or inconsistent input values for parameters which are not readily quoted in the market (e.g., skew, correlation, etc.)
- Project management experience in an investment banking environment and proven track-record in dealing with multiple model-related projects and tasks simultaneously
- Collaborate with fellow team-members and front-office quants globally, provide hands-on support to fellow team-members with their projects and testing, while being responsible for conducting own projects and tests
- Interface between front-office model owners, IT, and fellow team-members, ability to effectively communicate and negotiate on behalf of the team with key stakeholders
- Strong background in mathematics, in particular financial mathematics - Familiarity with C++, Visual Basic, or Java
- Knowledge of financial markets and products, especially CVA and credit exposure modelling, and previous experience in a similar role with the ability to develop models in a timely manner using innovation and common sense
- Excellent written and interpersonal communication skills are critical. In particular, the ability to explain technical topics to a non-technical audience (e.g., explain how a certain model works without using equations)
- Organized, detail-oriented, self-motivated and respond well under pressuren with the ability to work in a team, adhere to tight deadlines and maintain relationships
5
Quantitative Risk Analyst Resume Examples & Samples
- Providing support to clients (mainly hedge fund risk managers) regarding the content and the production of risk reports: answering queries on risk exposures, measures, scenarios, Value-At-Risk calculations and models used within the risk system
- Creating ad hoc SQL scripts to extract data out of the GoRisk engine to facilitate investigations
- Working together closely with the risk development team to test and validate new pricing models and enhancements
- Coordinating and actively participating in the setting up of new clients on the risk platform and configuring the risk engine to conduct the set of analyses as required
- Identifying and addressing any adhoc issues regarding the production of risk reports and escalating to the appropriate team
- Basic knowledge of Unix/Linux is a plus
- Experience with production software environments a plus
- Familiarity with SAS a plus
- Understanding of risk management techniques, VaR approaches (Historical, Monte-Carlo) and sensitivity measures (option greeks, DV01...etc)
6
Quantitative Risk Analyst Resume Examples & Samples
- Validate models to detect and quantify risks in the area of marking-to-market and risk management of model intensive products. This involves, among others
- Identifying the use of mathematically flawed models, quantifying errors, and proposing alternative solutions in additoon to - Identifying inadequate models, i.e. models which while being mathematically sound, are not applicable to the given product and/or market
- Highlighting the potential of use of wrong or inconsistent input values for parameters, which are not readily quoted in the market (e.g., skew, correlation, etc)
- Perform product certification and approval of single trades, reviewing new products with special emphasis on valuation and risk management where you'd be required to detect misunderstood and/or understated risks
- Identifying unnoticed market changes (e.g. new traded products) which affect current valuation/risk management methods
- Organised, detail-oriented, self-motivated. Able to respond well under pressure and adhere to tight deadlines. Ability to work in a team, to develop and maintian relationships and be flexible to changes in priorites and
7
Gf-quantitative Risk Analyst Resume Examples & Samples
- Some Knowledge of unix & programming languages (e.g. C++ & Perl etc.)
- No direct experience of counterparty risk calculations needed, but some knowledge of market risk management techniques are desirable
- Knowledge of a wide range of derivative products (FI, Eqty, cmdty, FX, Credit) would be ideal but not a pre-requisite
- Good communication skill is essential as the position requires quatifying risks and explaining them in a quick decision making enviornment
- Eagerness & ability to grasp the complexity of structured derivatives quickly
8
Quantitative Risk Analyst Resume Examples & Samples
- Advanced degree in statistics, applied statistics, economics, applied economics, econometrics, finance or related field experience
- Thorough knowledge of retail/wholesale credit risk modeling and validation
- Five to eight years of experience in Risk Management
- Considerable knowledge of credit analysis and risk assessment
- Strong SAS programming skills
- Ability to work independently and be an effective contributor to team projects
- Regulatory compliance, loss allowance, operational risk, financial forecasting or Basel work experience is a plus
9
Quantitative Risk Analyst Resume Examples & Samples
- Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, etc.). Master or higher degree is strongly preferred
- Good programming skill and data analysis capability are essential, especially in Perl, C/C++, VBA, and basic database skills in either Oracle or Sybase
- Good communication skill is required
- Keen interest in banking and finance, especially in the field of Risk Management
10
Quantitative Risk Analyst Resume Examples & Samples
- Bachelor’s degree in Statistics, Mathematics, or Finance. Master’s degree in Quantitative Finance or Financial Engineering or equivalent preferred
- 5-7 years of experience in credit risk and/or market risk
- Prior financial modeling and/or quantitative analysis experience
- Expert modeling and statistical skills
- Proficiency in SQL, VBA, and R
- Strong analytical skills and understanding of a broad range of financial products, which collateralize securities-based loans, and derivatives
- Familiarity working with large sets of data
- Strong verbal and written communication skills with the ability to articulate quantitative results in laymen’s terms
- Ability to maneuver successfully through a matrixed organization
- Proven project management skills and ability to garner cross-functional support for successful project rollouts
11
Enrty Level Quantitative Risk Analyst Resume Examples & Samples
- Reconciling client expectations with the numbers reported by our system using alternate systems such as Bloomberg and/or in house Excel add in libraries
- Provide input and feedback for the continuous enhancement of the system
- Bachelors degree in quantitative studies plus 1-2 years of experience OR Masters degree in Finance, Financial Engineering or Quantitative Finance
- Good understanding of modern programming language and database management concepts
- Solid understanding of undergraduate level Statistics
- Familiarity with Bloomberg a plus
- Knowledge of cross asset class financial instruments modeling and pricing (equity/FX options, bonds, futures, interest-rate swaps, CDS, etc.)
- Basic understanding of trading strategies across all major asset classes and hedge fund investment styles
- Strong analytic skills and logical reasoning/problem solving a must
- Experience in a client facing role a plus
12
Junior Quantitative Risk Analyst Resume Examples & Samples
- Contribute to the development and implementation of prototype / tactical and strategic solutions for balance sheet simulations, e.g. Economic Value Sensitivity, Net Interest Income, Net Interest Margin
- Maintain parameters for Firm-wide Treasury Risk Control owned models and assess their appropriateness
- Compute and report balance sheet simulation results
- Help to optimize / automate / streamline processes within Firm Wide Treasury Risk Control
13
Senior Quantitative Risk Analyst Resume Examples & Samples
- Credit Risk and Operational Risk
- Market Risk Pricing and VaR
- Asset Liability Management Modeling
- Structured Products
- Familiar with vendor systems, e.g. QRM, BlackRock Aladdin, MUREX, Moody’s Risk Frontier, etc
- Have validation or modeling experience in one or more of the following areas
- Structured product behavior assumptions modeling and/or valuation
- Asset Liability Management
14
Quantitative Risk Analyst Resume Examples & Samples
- Familiar with vendor systems, e.g. QRM, BlackRock Aladdin, MUREX, MOody's Risk Frontier, etc.
- Commercial Bank Scorecard
- Market Risk VaR
- Structured product behavior assumptuions modeling and/or valuation
- Assest Liability Management
- CCAR
- Basel / ICAAP
15
Quantitative Risk Analyst Resume Examples & Samples
- Prepare, analyze, and deliver periodic market risk reports utilized by portfolio managers, senior management, regulators, and business units
- Contribute to the development of an effective and efficient risk-reporting infrastructure by gathering and analyzing data from various business units, writing reports, and providing recommendations
- Work on ad hoc projects and analyses that support risk management
- Keep up to date on current trends in the hedge fund space, financial markets, securities, and general investment themes, as well as advances in risk management theory and practice
- Bachelor's degree required, quantitative major preferred
- MS or MBA degree required
- SQL and relational database programming required
- CFA charter holder and/or FRM certification preferred or in progress
- Strong foundation of investment knowledge, including an understanding of hedge fund strategies, capital markets, market indexes, and various investment securities (i.e. equity, fixed income, alternatives and derivatives)
- Knowledge of and experience with a range of analytical resources, including RiskMetrics, Vidrio, FactSet, Wilshire, Bloomberg, and Axioma
- Demonstrated quantitative and analytical skills
- Strong knowledge of spreadsheets and facility with database manipulation
- Basic programming skills (SQLServer, Visual Basic, Python, R)
- Familiarity with XML helpful
- Strong collaboration skills and ability to work in a matrixed, international organization
- Demonstrated problem solving skills, ability to imagine multiple solutions, and a proven track record of getting things done
- Must have good judgment with the demonstrated ability to think creatively and strategically
- Proven project management skills with a keen sense of measurement quality, tradeoffs, and technical requirements
16
Quantitative Risk Analyst Resume Examples & Samples
- Identify all sources of market risk
- Development and implementation of risk methodologies to be used for market risk measurement under FRTB
- Evaluate the impact of the new models and captial rules
- Collaborate closely with the data team to ensure that the historical data used in alculations are appropriate
- Ensure that all risk models are adequately documented for both internal and external (e.g. regulatory purposes.)
- First degree in mathematics, theoretical physics, econometrics, statistics or engineering, followed by a Ph.D / MSc. in one of those areas or in finance
- Experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance
- Very good understanding of financial mathematics, and in particular an understanding of derivative instruments and the risks they generate
- Understand the effects, and relative importance, of underlying risk factors upon the value of the instruments
- A very strong mathematical background is essential. In addition a background in statistics, time series analysis and probability theory would be of particular interest
- Problem solving skills, as well as computational and communication skills, are essential
- Be able to explain complicated concepts clearly to all members of staff, and present their proposals in a clear and precise manner to senior management and regulatory bodies
17
Quantitative Risk Analyst Resume Examples & Samples
- Act as a lead in managing Credit Risk Modeling projects and initiatives under the guidance and direction from Management. Present data, results and/or recommendations to Senior Management as necessary
- Identify opportunities to leverage statistical solutions to solve business problems
- Promote an environment that supports diversity and reflects the M&T Bank brand
- Complete other related duties as assigned
- Minimum three (3) years previous relevant experience
- Bachelor degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline, or in lieu of degree, seven years’ experience required. Or in lieu of experience, a degree from North Carolina State University with a concentration in Analytics; no prior experience necessary
- Master’s Degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline
- Experience with SAS, SAS Enterprise Miner and other Statistical Software Packages
- Ability to utilize analytics in a collaborative manner across business functions and product lines to derive optimum solutions
18
Keybank Quantitative Risk Analyst Program Resume Examples & Samples
- Analytics and reporting
- Working with regulatory reporting
- Assess and monitor risk and risk control processes across all risk areas
- Understand and validate models
- Participate in model and report development
- Demonstrate ability to perform research and analysis with integrity and accuracy
- Ability to monitor and evaluate problems across a broad spectrum of risk
19
Quantitative Risk Analyst Resume Examples & Samples
- To provide subject matter expertise in quantitative issues and projects, particularly pertaining to valuation, risk calculations and financial modelling
- Develop, implement and support new and existing in-house financial analytical models and libraries
- Advancing the Analytical Library by developing new technologies, algorithms and numerical techniques
- Development of innovative solutions to quantitative and analytical issues and requirements
- Work closely with Systems & Applications function to ensure the effective and accurate implementation of technical and quantitative solutions
- Use of quantitative and programming expertise for ad-hoc assistance and support of issues and projects within the Market & Liquidity Risk function
- Work with external departments (eg Front Office, IT, EMEA Risk Management teams) on joint projects and initiatives
- Ensure ongoing compliance with all models and valuations, including changes
20
Quantitative Risk Analyst Resume Examples & Samples
- Provide financial analysis and data support to other groups/departments including Finance, Marketing,
- Act as a lead in managing Credit Risk Modeling projects and initiatives under the guidance and direction from Management
- Present data, results and/or recommendations to Senior Management as necessary
21
Quantitative Risk Analyst Resume Examples & Samples
- Provide financial analysis and data support to other groups/departments including Finance, Marketing, Funding, Collections and Corporate
- Development as needed
- Minimum two (2) years previous relevant experience
- Bachelor degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline, or in lieu of degree, six years’ experience required
- Or in lieu of experience, a degree from North Carolina State University with a concentration in Analytics; no prior experience necessary
22
Senior Quantitative Risk Analyst Resume Examples & Samples
- Ensure compliance of quantitative aspects of model development, operation and governance with model framework
- The jobholder will implement measures to contain compliance risk across the business area. This will be achieved by liaising with Compliance department about business initiatives at the earliest opportunity. Also and when applicable, by ensuring adequate resources are in place and training is provided, fostering a compliance culture and optimising relations with regulators
- In depth knowledge on products and transactions in the various traded asset classes with solid understanding to their credit and market risk exposures and advanced quantitative methodologies to model and measure these risks. Strong working experience in quantitative financial methodologies (derivatives theory and models, probability theory, Mathematics, etc.) is required
- Expertise in risk modeling most of the traded assets classes. Demonstrated ability and track experiences to lead complex team efforts and to adapt new products/businesses. Additional expertise and experience on CVA, Counteryparty VaR and market risk VaR methodology and regulatory capital calculation are highly preferred
- Excellent verbal and written skills. Must be able to explain and articulate complex quantitative and/or technical matters clearly, accurately and simply. Need daily interaction with business heads, traders, quants, model review members, market risk and credit risk managers, and IT developers
- Organized, detail-oriented and self-motivated. Ability to leading project, and/or work independently, adhere to tight deadlines and develop and maintain healthy relationships with all clients
- Solid technical skills are required, such as risk system/model implementation in C/C++, Matlab VBA, or Java programming languages. Knowledge on QuIC, Calypso, Summit, Murex, SAS, S-Plus etc. are plus
- Advanced degree in a quantitative or computational field (Computer Science, Math, Physics, Financial Engineering) is required
23
Front Office Quantitative Risk Analyst Resume Examples & Samples
- Assess and validate the institution's counterparty credit risk models
- Assess the risk within the models and the uncertainty around modelling or specific modelling flaws
- Develop and enhance existing models
- Prepare regular model review documentation for internal use as well as for submissions to external regulators
- Understanding and experience in quantitative risk management techniques
- Proficiency in MS Office and LaTeX
- Excellent VBA, R or MatLab programming skills
- Understanding of regulatory requirements in risk management (VaR, CVA/CCR, Stress Testing)
- A Master's degree or higher in a numerical discipline
24
Senior Quantitative Risk Analyst Resume Examples & Samples
- BS/MS/PhD in a quantitative discipline such as Statistics, Econometrics, Mathematics
- Minimum 5 years’ industry experience in commercial and/or retail credit risk model development
- Demonstrated hands-on experience in DFAST/CCAR, Basel II, stress testing, and capital loss
- Strong quantitative and statistical skills: econometrics (time series analysis, logistic/ linear regression, ARIMA modeling, Markov chain, Monte Carlo analysis, cash flow modeling, etc
- Proficiency with statistical modeling software: R, SAS, SQL, Tableau
- Excellent communication, reporting and presentation skills to enable executive-level decision-making
25
Quantitative Risk Analyst Resume Examples & Samples
- Build and manage stress testing models for DFAST for assigned businesses. Responsible for entire lifecycle of collecting data, building and implementing models, and performance tracking
- Conduct econometric and statistical analysis of credit data
- Performing stress testing, back testing, sensitivity analysis, scenario analysis, etc. for assigned businesses
- Keep abreast with latest research and white papers on credit risk parameters & developing methods to calculate value of parameters that meet Basel 2 and other regulatory requirements
- Check the conceptual soundness of the models, assess data quality and integrity as well as model assumptions, and perform stress testing on moderately complex models
- Regularly takes informal leadership role during risk team meetings to facilitate agreements and move the team toward its goals. Responsible for timely achievement of deliverables
- Develop and maintain technical documentation for methodologies and applications; including project plans, model descriptions, mathematical deviations, data analysis, process and quality controls
- Minimum 3 years’ industry experience in commercial and/or retail credit risk model development
- Hands-on experience in DFAST/CCAR, Basel II, stress testing, and capital loss
- Strong quantitative and statistical skills: econometrics (time series analysis, logistic/ linear regression, ARIMA modeling) Markov chain, Monte Carlo analysis, cash flow modeling, etc
- Excellent communication, reporting and effective presentation skills to enable executive-level decision-making
26
Quantitative Risk Analyst Resume Examples & Samples
- Lead cross-departmental initiatives in order to optimize the group’s modeling, reporting, and documentation processes
- Initial responsibilities will include the enhancement of the SAS/SQL based Credit Line report, which Counterparty Risk Management produces daily in order to aggregate counterparty exposure across the bank
- Create models to assess how principal market risk factors impact material counterparties (for example, interest rates, foreign exchange, equities, credit spreads, and commodity prices)
- Formulate analysis to monitor and manage portfolio performance for decision making. Design and develop databases: manage databases and monthly reporting
- Responsible for performing tasks in a manner that are compliant with applicable laws and regulations and/or that serve to help the company be in compliance with laws and regulations that apply to the business line the position supports
- Master’s degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline
- Banking or Financial Services experience
- Advanced financial knowledge, particularly of structured investment products, and topical market awareness preferred. An understanding of banking, accounting and regulatory principals are ideal
- The ability to formulate practical database problem solving approaches to business challenges
- Superior math and analytical skills
- Strong written and oral communication
- Ability to use abstract thinking to develop analytical models with significant intangibles or uncertainties. Ability to present analysis to senior management
- Demonstrated ability to meet deadlines. Ability to multitask and prioritize
- Comprehensive knowledge of risk management techniques
- Experience in forecasting methodologies, vintage analysis, statistical techniques, and credit bureau evaluation
27
Traded Quantitative Risk Analyst Resume Examples & Samples
- Quantitative support to risk managers in their specialist area
- Deliver automation / optimisation to existing reporting
- Act as a specialist within the FI/FM team regarding pricing models in product areas such as equity derivatives, fixed income derivatives, foreign exchange derivatives and credit derivatives
- Participate in the development of credit and trading exposure models and risk methodologies, with special focus on developing risk models aligned with the regulatory Fundamental Review of the Trading Book
- Perform quantitative analysis on market data and risk functionality (such as VaR, Expected Shortfall, or sensitivity reports)
- Write technical reports providing quantitative analysis and model documentation
- Help in the development of benchmark models that can be used for model validation
- 2-3 years practical experience
- Product understanding/able to price a product (simple, not exotic)
- Credit experience is a plus
- Excel, VBA
28
Quantitative Risk Analyst Resume Examples & Samples
- Assist in establishing, monitoring, evaluating and interpreting data with a financial crimes management focus with an understanding of business strategy
- Demonstrated working knowledge of banking and fraud databases to provide data and analytical support to Senior Management
- Perform data manipulation and analysis using SQL, SAS and Microsoft Excel and present results and recommendations to Financial Crimes Management
- Prepare exhibits and supporting materials and develop recommendations for financial crimes policy. Contribute to loss forecasts, demographic and credit limit utilization analysis
- Act as a lead in managing Financial Crimes Modeling projects and initiatives under the guidance and direction from Management
- This role is highly technical in nature and requires demonstrated attention to detail, execution and follow up on multiple initiatives within the Financial Crimes Management department. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role
- Bachelor degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline with minimum of 3 years relevant experience or in lieu of degree, a combined minimum of 7 years higher education and/or work experience to include a minimum of 3 years relevant experience
- Master’s degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline, with minimum of 1 year relevant experience or in lieu of degree, a combined minimum of 7 years higher education and/or work experience to include a minimum of 1 year relevant experience
- Previous Fraud Analysis experience preferred
29
Quantitative Risk Analyst Resume Examples & Samples
- Perform quantitative analysis and modeling on counterparty credit risk per requirements of internal risk management and regulatory compliance including Basel II and Basel III
- Interpret the applicable regulation rules and design implementation plans specific to the firm's status quo. Perform user acceptance testing
- Perform business analysis on the firm’s existing system, data, model and processes within the context of risk management and regulatory implementation
- Evaluate counterparty exposure of proposed derivative trades that are too complex to be covered by the firm’s exposure models in production
- Program, test and implement quantitative financial methods using C++, VBA, Matlab, and SQL. Utilize advanced statistics and mathematics skills including options pricing theory, stochastic calculus, Monte Carlo simulation, numerical analysis and optimization techniques, probability theory, and time series analysis
- Advanced degree (M.S. or PhD) in a quantitative discipline, e.g., economic, mathematics, or finance with a quantitative undergraduate background
- 3 to 5 years work experience in counterparty risk modelling team
- In-depth knowledge of option pricing and stochastic calculus and Monte Carlo simulation
- Strong programming skills in C++, Python, Matlab/R
30
Quantitative Risk Analyst Resume Examples & Samples
- Experience with derivative pricing, energy risk management
- Understanding of commodity transaction types and market structures, experience within both the power and gas sectors
- Understanding of common risk metrics and control methodologies within commodity environment
- Experience with trading and risk management systems
- Demonstrated ability to deal with and communicate complex portfolios and transactions
31
Quantitative Risk Analyst Resume Examples & Samples
- Setup risk policy for asset calculation, sensitivity test, stress test, simulation, etc
- Customize risk input for Hedge Fund clients
- Monitor all risk measures for Hedge Fund clients on daily, weekly, monthly and quarterly basis
- Reconcile any differences on all risk measures over time
- Generate in-house risk reports and various regulatory reports (Form PF, OPERA, and AIFMD) for Hedge Fund clients
32
Quantitative Risk Analyst Resume Examples & Samples
- 2+ years of Quantitative Risk experience
- Previous experience with Equities
- Working knowledge of SQL
- Master's Degree and/or Ph.D
33
Quantitative Risk Analyst Resume Examples & Samples
- Previous work experience in an analytical role using SAS, Matlab, or any other statistical/data mining software is a benefit
- Proficiency in at least two of the following statistical/numerical software: Matlab, SAS, SQL, VBA, VB, C++
- Experience with statistical software packages, including SAS and KnowledgeStudio
- Knowledge of the Basel Capital Accord
- Strong project management and change management skills
34
Quantitative Risk Analyst Resume Examples & Samples
- Experience with development of A-IRB models for Basel II preferable in a major Canadian bank is a major asset
- Expertize in various quantitative modelling techniques including logistic regression for risk management
- Experience within the Risk Management Function of financial services industry is a definite asset
- In-depth knowledge of long-term interest rate modelling,
- Experience with VaR, RAROC, NEP is a definite asset
- Experience with Economic Capital Modelling and ICAAP is an asset
- Proficiency in programming with Matlab and/or SAS and/or C++
- Support SAVP with the implementation of Market Risk projects pursuant to regulatory change
- Assist with the identification, monitoring and control of business unit market risk and proactive engagement with business units to ensure this is effective and impactful
- Support to embed risk and compliance awareness into the overall Bank mindset and operations
- Provide assistance to the SAVP and EVP & CRO to ensure the business units have the required resources to understand and appropriately manage risk, regulatory and security requirements, including people, data and systems
- Provide timely education on key risks
- Under the supervision of the SAVP work collaboratively with the business to ensure risk-return transparency exists for credit, market and operational risks across the enterprise
- Support and communicate the enterprise-wide risk management philosophy and establish risk management policies & limits to support risk taking activities
- Assist with the implementation of best practices from the enterprise risk review initiative and Basel III
- Support the AIRB implementation and maintenance, including the development of appropriate risk analytic activities and data management rigor across the enterprise
- Analyze the risk and compliance architecture and infrastructure (including stress testing capability) to ensure that it is adequate to support the level and complexity of the risks undertaken
- Monitor limits, exposure, stress testing, and other key risk metrics to ensure that policies and procedures are followed bank-wide
- Stay abreast of risk and regulatory compliance trends and inform the CEO and Executive team on necessary enhancements across the organization
- Monitor compliance with the bank’s risk appetite statements and participate in select transaction decisions to ensure that business units are taking prudent risks within the Bank’s overall risk appetite
- Implement and report enterprise-level risk metrics
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Quantitative Risk Analyst Resume Examples & Samples
- Independently review models for Rates, FX, Credit Derivatives and Equities used in Investment bank
- Examine/make suggestions to improve the model suitability, calibration, speed, accuracy, risk sensitivities and model performance under stressed market conditions
- Analyze and approve complex transactions and model reserve methodologies
- Develop benchmark models in C++
- Work closely with front office quants, trading desks and other risk control teams
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Deliver leading-edge analyses, strategy development and predictive modelling based on innovative use of information technology
- Must be forward thinking with an ability to consider and strategize about customer experience and business challenges, and proactively propose solutions
- Query, manipulate and understand data tables and information across all lines of business for Rogers and from external sources
- Learn business policies, processes and reports required for analyses to support various credit and collections initiatives
- Create regular and ad hoc statistical and financial reports and communicate key findings, summaries and recommendations in a coherent and comprehensive manner
- Ensure integrity of work by adhering to best practices
- Encode, troubleshoot and manage scorecards, strategies and champion-challengers in decision engine
- Assist in the definition, development, testing, implementation and monitoring of credit and collection projects
- Work on champion-challenger testing and other exploratory exercises
- Help in training and communication as necessary
- Help investigate and resolve disputes, discrepancies, issues and concerns in key areas such as credit evaluation, account maintenance, collections, and credit reporting
- Collaborate with other Rogers departments and develop working relations within the company as well as outside
- Supervise other data analysts within the team. Perform other duties and special projects as required
- Business, Mathematics, Statistics, Economics, Engineering, Computer Science or other degree in a quantitative discipline, preferably with some post-secondary education
- Proficient in Base SAS usage and programming, preferably with an advanced SAS background and working experience
- Solid PC IQ with advanced computing skills in Microsoft Excel, Word, Powerpoint, etc. and a high aptitude for learning new software
- Knowledge of SQL, SAS Enterprise Guide, Web-Focus, KnowledgeStudio/Seeker, Cognos, Powerplay, SPSS, MS Access and Mappoint is a plus
- Demonstrated experience in data mining, data analysis, reporting, gap analysis and problem solving
- Ability to run and interpret results using different modelling tools such as decision trees, clustering, analysis of variance and regression analysis
- Experience in Experian, Fair Isaac and other decision engines is preferred
- Working knowledge of consumer and/or commercial credit risk and collection operations, preferrably in the telecommunications industry, is an asset
- Strong organizational skills and flexibility to adapt to a changing environment
- Self-starter, with the ability to work both independently and with teams to manage multiple priorities and to meet aggressive deadlines
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Senior Quantitative / Risk Analyst Resume Examples & Samples
- Work closely with AVP, Solutions & Integration, on building analytical tool sets using efficient programming languages and support end user’s application of the tools to meet their daily needs, as well as on building prototypes to demonstrate desired system behavior for IT professionals
- Work closely with other variable annuity hedging and analytics teams to understand business needs and analyze solution gaps, and then to formulate and articulate the problems to solution providers
- Understand the behaviors of various system components, identify deficiencies or gaps in system processes, and propose enhancements to be implemented
- Work closely with Investment Systems in various stages of System Development Life Cycle (SDLC) with the focus on development of business requirements and user acceptance testing
- Assist in business analysis and develop analytical tools or prototypes as needed
- Strong quantitative problem solving background in relation to the financial industry, such as finance, operations research, economics, or theoretical fields such as Mathematics, Physics, Statistics, etc. with exposure to real world financial applications (MSc or PhD degree desired)
- Minimum 4 years work experience in the financial derivatives market
- Excellent analytical and communication skills in formulating and articulating problems in both high level abstraction and detailed problem description
- Good aptitude in acquiring new knowledge and skills when facing new problems
- Professional work ethic and team player attitude is a must
- Self-motivated and comfortable working in a fast paced, complex environment
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Quantitative Risk Analyst Resume Examples & Samples
- Structured and accurate way of working, good communication skills, verbally as in writing
- Experience with statistical packages
- Excellent team player, who can motivate and coach other colleages
- Good co-ordinating and stake holder management skills
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Senior Quantitative Risk Analyst Resume Examples & Samples
- The candidate is expected to be aggressively self-driven and have an understanding of risk analysis
- Minimum 3+ years of experience in the above in the banking/finance industry
- Thorough knowledge of at least one programming language such as R/SAS/C/C++/Python
- Good SQL programming
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Quantitative Risk Analyst Resume Examples & Samples
- Bachelor’s degree in Economics, Quantitative/Computational Finance, Mathematics, Computer Science, or another related quantitative field
- Two years of prior applicable experience or graduate degree in a related discipline
- Ability to perform valuation of financial & physical derivatives including forwards, futures, swaps, options, spread options, and other exotic options
- Knowledge of R, Matlab, S-PLUS or another statistical programming package
- Familiarity with the power / natural gas / energy trading
- Excellent organizational skills with ability to simultaneously handle multiple duties
- Master’s degree in quantitative discipline (or MBA)
- Minimum of three years prior related applicable experience in quantitative finance, financial risk management, or energy related structuring (commercial) role
- Valuation experience with energy full-requirements transactions, power and gas retail contracts, power plants, tolling agreements
- Knowledge of risk management fundamentals, derivative pricing concepts, and option theory
- Good decision making and problem solving ability
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Quantitative Risk Analyst Resume Examples & Samples
- Independently review exotic equities and commodities derivative models
- Develop cutting-edge benchmark models in C++
- Work closely with front office quants, market risk officers, and traders
42
Quantitative Risk Analyst Resume Examples & Samples
- Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, engineering). PhD or equivalent degree is strongly preferred, but outstanding candidates with an MSc level qualification will also be considered
- Good IT skills and experience in programming are essential, for example: Matlab, SQL, VBA, C/C++, Python, and other software
- Experience in one or more of the following is an advantage: risk models (VaR/SVaR/IRC/CRM), derivatives pricing, products, risk management practices, regulation, numerical computation, statistics, etc
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Quantitative Risk Analyst Resume Examples & Samples
- Perform scenario analysis, stress testing, and back testing of models to assess the impact of commodity price movement,s potential future exposure, credit risk metrics, and liquidity risks, gross margin at risk, and support regulatory and compliance requests
- Work with the front office and originators to interpret and analyze complex risks of the business portfolio, including long term structured contracts, to determine the appropriate modeling to ensure accurate valuation and risk assessment
- Become familiar with Endur, MarketView, QlikView and other future applications as required by the business
- Direct experience in an energy trading and risk management organization with a fundamental understanding of trading, risk, trading influences, deal structures and types, P&L, mark to market, position reporting, and structured deal evaluation
- Strong foundation and modeling capabilities in the valuation of derivative products including forwards and futures contracts, simple and exotic options, structuring energy transactions within crude and refined products
- LI-MA
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Quantitative Risk Analyst, Pricing Model Risk Resume Examples & Samples
- Investigate and interrogate range of quantitative models of different types and purposes, to test whether they achieve what they are designed to do, find any weaknesses and formulate solutions
- Challenge existing practices, while at the same time creating and maintaining strong relationships with key internal stakeholders, as well as regulators and external and Internal Audit
- Articulate clearly to a variety of audiences how and why a given model is, or is not, fit for purpose
- Participate in training programmes through internal seminars, workshops and online courses
45
Quantitative Risk Analyst Resume Examples & Samples
- Performing analyses to help address real-time demands of senior members of the team
- Performing quantitative analysis across fixed income and equity asset classes to help advance the investment process
- Helping to define the analytical and risk management requirements necessary to adequately monitor portfolio risks
- Partnering with BlackRock Solutions to create “state-of-the-practice” risk analytics and risk models that are practical to use through the Aladdin platform
- Some industry experience in risk management, research, analytics or portfolio management
- Working knowledge of equities, fixed income, FX and commodities
- Experience with VaR, scenario analysis, performance attribution, and other risk metrics
- Understanding of DB pensions, asset-liability management and LDI a plus
- Excellent quantitative, technical and communication skills
- GARP, PRMIA, Chartered Financial Analyst (CFA) designation is a plus
- Strong technical skills and good knowledge of Excel
- Programming skills (VBA, R, Python) are strongly desired
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Develop and maintain quantitative models to be used to translate various risks into loss including: credit risk, liquidity risk, and market risk
- Develop and maintain quantitative models used to project balance sheet growth and earnings capacity under various economic scenarios
- Continually review financial regulations and assist in ensuring quantitative modeling practices align with regulatory expectations and strategic objectives
- Collaborate with Finance, Credit, Risk and business units to understand company risk drivers and reflect that understanding in quantitative models and methods
- Enhance modeling around Basel III Capital and Liquidity Standards, balance sheet and earnings forecasting, and strategic objectives
- Prepare documentation, communication materials and write technical documentation including methodology descriptions consistent with regulatory guidance
- Present findings to senior management and participate in bank’s annual stress test submission
- 4-6 years of experience in financial services with 2+ years focused on stress testing, capital management, capital forecasting, finance, or risk management
- Master’s degree required in a quantitative field (Statistics, Mathematics, Engineering, Economics, Mathematical Finance)
- Strong analytical and computing development skills, particularly statistical and database modeling tools (SAS, SQL, R, MATLAB, SPSS, Access/VBA etc.)
- Background in statistics, including detailed knowledge of statistical methods (e.g. time series analysis), data analytics, and forecasting models
- Proficiency using large and complex data sets
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Credit Quantitative Risk Analyst Senior Resume Examples & Samples
- Utilizes advanced analytics to asses future risk, opportunities, and effectiveness.Translates results into meaningful solutions to enhance decision making.May present findings to various levels of leadership
- Applies advanced knowledge and financial best practices to quantify risk and aggregate exposures.Develops complex systems and programs that measure aggregate risk exposures
- Engages in model validation and produces model validation reports
- Applies innovative and scientific/quantitative analytical approaches to draw conclusions and make recommendations to answer business objectives and drive change.Translates recommendations into communication materials to effectively present for peer review and various management levels
- Applies advanced knowledge to produce advanced analytical material for discussions with cross-functional teams to understand complex business objectives and influence solution strategies
- Provides mentorship to other teammates
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Quantitative Risk Analyst Resume Examples & Samples
- Knowledge of the energy trading function
- Knowledge of, and proficiency in, developing models using advanced statistical package, such as SAS, Matlab, R along with experience in coding C++/C/Python or VBA
- Knowledge of financial analyses methodology including swaps, VAR, DeaR, scenario analyses, futures, and options valuation
- Knowledge of contract and credit issues
- Knowledge of ERCOT's electricity and ancillary services market
- Knowledge of marginal, incremental and market pricing
- Knowledge of accounting principles
- Knowledge of ERM procedures and controls
- Knowledge of natural gas and utility industry and markets
- Knowledge of accounting operations and financial concepts
- Knowledge of risk management concepts
- Skill in providing leadership, direction and supervision to staff
- Skill in creating and delivering presentations
- Skill in analysis and problem solving
- Skill in organization
- Skill in meeting deadlines
- Skill in organizing time and projects by planning, scheduling, prioritizing and coordinating work
- Intermediate skill level in office productivity applications (such as email, word processing, spreadsheets, etc.)
- Ability to build relationships and foster teamwork
- Ability to work under pressure and deadlines, balancing competing work demands
- Ability to work cooperatively and proactively with peers and colleagues
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Point Quantitative Risk Analyst Resume Examples & Samples
- Develop quantitative tools and back-test investment ideas
- Conduct innovative and scientific research to process and analyze new and non-traditional datasets looking for predictive power
- Identify and manage new datasets that support investment decisions
- Three or more years of experience in a quantitative capacity covering investments, focusing on equities, although experience in other asset classes is also useful
- Masters or Ph.D. in a quantitative discipline
- The ability to manipulate and synthesize large data sets
- Ability to interact with portfolio managers and senior management
- High level of proficiency with SQL
- A high-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment
- A high degree of drive – must be a self-starter
- The ability to recognize and seize opportunities
- A depth of skills enabling him/her to perform ad hoc and other special studies
- Strong communications skills, with the ability to communicate clearly and concisely to senior management and portfolio managers
- The ability to work cooperatively with all levels of staff and who thrive on working in a team-oriented environment
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Quantitative Risk Analyst Lead-business Solutions Resume Examples & Samples
- Assist as a key contributor and lead analyst supporting independent model validation of capital planning and stress testing models
- Lead the review and care of relevant model and model validation documentation, complete in depth analysis on large data sets, and formulate analysis and reports to support discussions on crucial analytics and model risks
- Four or more years of hands-on modeling experience in stress testing (DFAST, CCAR), capital planning, capital allocation, funding and liquidity
- Three or more years of statistical analysis and the handling of large volumes of data and analyzing for trends
- Three or more years’ experience with the application of regulatory requirements for Model Risk
- Four or more years of work related experience in risk analytics/statistical modeling within the banking or financial industry
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Quantitative Risk Analyst Resume Examples & Samples
- Develop new and review current credit rating models to facilitate counterparty rating by credit analysts
- Develop new and review PD/LGD/EAD models for the Firm’s wholesale, securitization, and retail exposures
- Interact regularly with credit analysts, capital teams, Model risk team, among others
- Provide support to ensure compliance with current and new Regulatory requirements
- Provide support to regulatory exams
- Advanced degree (Msc or PhD), or equivalent, in a highly quantitative subject such as Mathematics, Physics, Finance or Engineering
- Experience in a quantitative group in the Financial Industry
- Strong understanding of credit products and associated risks
- Hands-on experience and solid skills of credit risk modeling
- Proficiency in both econometric and mathematical modeling in Finance is desirable
- Hands-on programming and database skills (Matlab, R, SAS, or SQL)
- Strong communication skills, including inter-personal and documentation skills
- Familiarity with Basel rules and experience in working with regulators is desirable
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Quantitative Risk Analyst Resume Examples & Samples
- Assists and, at times, may lead supervisory assessments of models, modeling practices and model risk management activities as conducted at supervised banking organizations. Activities support supervisory assessments of ‘business as usual’ and stress testing modeling practices and approaches in connection with firm’s risk identification, risk measurement, loss and revenue estimation, or for other purposes
- Makes informed contributions in a largely an assisting role (with occasional leadership) on projects and initiatives. Examples include local projects (such as a range of practice compilations, conducting research, or model development or validation) to broader national projects (such as participating on a national CCAR horizontal evaluation team or a national Basel II qualification team)
- Executes supervisory assignments, projects and other required activities in an informed manner with a moderate degree of oversight while meeting established objectives for performance, administrative, and timeliness requirements. Supervisory assignments are primarily in the Fourth District, but may include out-of-District assignments from time to time
- Prepares and communicates supervisory findings of a moderately complex nature in a clear, logical and risk-focused manner. Is able to proficiently conduct meetings with others and is able to tailor message and findings commensurate with the audience, which may include technical staff and management of supervised firms as well as peer supervisory staff and management. Communication vehicles include written products and work papers, as well as verbal formal and informal presentations in small group meetings
- Works independently or in small teams. Demonstrates and applies technical expertise and proficiency in areas that reflect advanced knowledge of statistical/analytical methods and methodologies
- Maintains awareness of industry range of practice. Monitors white papers, industry developments, and other key knowledge sources to ensure knowledge and expertise remain current
- Is team oriented and maintains effective working relationships. Shares knowledge and expertise with others, including serving as a resource to junior staff, fellow quantitative analysts, examiners, and others to support their knowledge and understanding of models, modeling practices, model risk management, and related matters of relevance
- Adheres to the Bank’s attendance policies through regular and prompt attendance
- Must be willing to travel 40 - 70%
- Position may be located in Cleveland, Cincinnati, or Pittsburgh
- Problem solving and analytical
- Specialized modeling/model risk management skills
- Communication, including presentation, written and verbal
- Critical and strategic thinking/planning
- Basic public speaking
- Advanced (graduate or P.H.D.) degree in a quantitative discipline such as Statistics, Operations Research, Financial Engineering, Mathematics of Finance, MBA with a quantitative focus, Applied Mathematics, or Economics
- 3+ years of experience in financial modeling, model validation, and/or risk management with a focus on advanced quantitative modeling and risk measurement techniques and processes. Specialized technical skills are preferred, including stress testing and/or US Basel II standards for risk measurement, loss (credit, market and operational) and resource estimation, and/or internal capital adequacy assessment processes
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Lead Quantitative Risk Analyst Resume Examples & Samples
- Required -
- Outstanding candidates must possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products
- 2 (Two) or more years
- Statistical analysis and the handling of large volumes of data and analyzing for trends
- Experience with the application of regulatory requirements for Model Risk
- Experience using modeling techniques supporting one the following: Capital Planning, Stress Testing (DFAST and/or CCAR), ALLL, Loss Forecasting, etc
- 3 (Three) or more years of work related experience in
- Risk analytics/statistical modeling within the banking or financial industry
- Hands-on modeling experience in stress testing (DFAST, CCAR), capital planning, capital allocation, funding and liquidity
- 4 (Four) or more years of work associated experience in
- A. statistical modeling risk analytics position
- Statistical tools including but not limited to SAS, Advanced Excel Macros, and SQL
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Confidence, presence, resilience and determination to succeed in a dynamic and demanding business environment
- Problem solving and root cause identification skills
- Demonstrated communication skills, particularly of complex technical concepts to general audiences
- Self motivated, ability to prioritise work with minimal direction
- Team player prepared to help others achieve department goals
- Graduate degree in a highly analytical field (e.g. mathematics, statistics, economics, engineering, finance, etc.) from a reputable university, PhD desirable
- Expertise in financial mathematics and/or other sophisticated quantitative techniques (e.g. Monte Carlo simulations, stochastic calculus, volatility and probability in finance and Econometric modelling techniques)
- Experience in implementation of analytical tools using one of the following: Excel VBA, MATLAB, R, Python as well as experience of working with large data sets
- Knowledge of energy markets is an advantage
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Quantitative Risk Analyst, Cybersecurity Resume Examples & Samples
- A solid ability to execute defined processes for assessing and analyzing cybersecurity risk
- A solid understanding of basic analytical and statistical risk analysis methods
- A broad understanding of IT and IT-related risk factors
- A working knowledge of key information assurance principles and methods
- The ability to guide subject matter experts in providing calibrated estimates for relevant risk factors
56
Quantitative Risk Analyst, Cybersecurity Resume Examples & Samples
- Additional Preferred Qualifications
- Demonstrated experience with statistical analysis tools (e.g., R, Analytica, AgenaRisk, Minitab)
- Desired certifications
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Quantitative Risk Analyst Resume Examples & Samples
- Independently review models for Credit Derivatives, Hybrids and Asset Backed Securities used in the Investment bank, wealth management and asset management divisions
- Examine/make suggestions to improve the model suitability, calibration, speed, accuracy, risk sensitivities and model performance
- Analyse and approve complex transactions and model reserve methodologies
58
Junior Quantitative Risk Analyst Resume Examples & Samples
- Validating risk models for quantifying various types of financial risks (such as operation risk, credit risk market risk and interest rate risk) inherent in the Corporation's business activities and processes
- Ensuring that model development, implementation, data input, reporting, documentation, validation and maintenance use best practices, adhere to consistency and quality standards, and follow the guidance of corporate policies and egulatory requirements
- Ensuring that models use methodologies that are theoretically sound, with modeling choices, assumptions and parameters that are justifiable and supportable
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Validate external vendor models to guarantee accuracy and relevancy
- Liaise with the business teams to discover and highlight model risk associated with models and keep pace with the newest developments in academia, regulatory environment, risk technology (vendor and in-house) and financial services industries in order to provide expert guidance to stakeholders
- Provide independent model review and validation services and support across functions at client
- Five or more years of hands-on modeling experience in stress testing (DFAST, CCAR), capital planning, capital allocation, funding and liquidity
- Four or more years of statistical analysis and the handling of large volumes of data and analyzing for trends
- Four or more years’ experience with the application of regulatory requirements for Model Risk
- Four or more years of experience using modeling techniques supporting one the following: Capital Planning, Stress Testing (DFAST and/or CCAR), ALLL, Loss Forecasting, etc
- Five or more years of work related experience in risk analytics/statistical modeling within the banking or financial industry
- Six or more years of work associated experience in a statistical modeling risk analytics position
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Lead Quantitative Risk Analyst Resume Examples & Samples
- 4 or more years of hands-on modeling experience with the following
- Stress testing (DFAST, CCAR), capital planning, capital allocation, and/or funding and liquidity
- Five or more years of statistical analysis and the handling of large volumes of data and analyzing for trends
- Application of regulatory requirements for Model Risk
- Modeling techniques supporting one the following: Capital Planning, Stress Testing (DFAST and/or CCAR), ALLL, Loss Forecasting, etc
- Related experience in risk analytics/statistical modeling within the banking or financial industry
- Experience in a statistical modeling risk analytics position
- Master's degree or equivalent in
- Statistics, Mathematics, Economics or related quantitative field is required
- Will consider 4 (four) or more years of work related experience in risk analytics position or in lieu of a Master's degree
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Risk Driver Simulation tool re-design and development. This tool is designed to help understand risk drivers from all risk factors via different scenario simulations and assess scenario severity, for example CCAR scenarios
- Streamline and integrate existing processes within the firm being used for Internal Capital. Internal Capital is an AIG firm wide initiative that quantifies how much capital AIG's business units and entities needs
- Streamline and integrate existing processes within the firm being used for Asset Liability Management, Stress Testing and Risk Report production
- Work closely with Reporting, Actuarial, Investments and Operation & Systems teams within AIG to develop and operationalize risk calculations used in various analyses throughout ERM
- Support the ticker and time series data repository used in CCAR, Budget and Risk Charge calculations and use this for across initiatives in firm
- Participate in various risk management projects to support CCAR, Investments, ALM, Market and Credit Risk Analytics team via hands-on development work in R/SAS, Python, MatLab or VBA coding
- Expand knowledge and expertise in industry best practices of Enterprise Risk Management
- 5+ years work experience in a quantitatively oriented role in Banking, Insurance, Asset Management or Hedge Fund
- Master’s or higher degree in statistics, physics, mathematics, economics, computer science, quantitative finance or similar quantitative field
- Strong quantitative analysis and problem solving skills
- In-depth understanding of capital markets instruments and concepts. Basic knowledge of Insurance industry preferred
- In-depth and extensive understanding of market and portfolio risk models couples with strong data manipulation and analysis skills
- Strong communication, presentation and interpersonal skills, ability to lead junior members and work flexible hours with overseas offices, and work independently
- Highly organized and attention to detail, energetic and reliable, accountable for delivery under pressure
- Strong MS Office suite, SQL, Oracle, MATLAB or Python, R skills. Familiarity with third party financial databases such as SNL, Moody’s Credit Edge, Barclays, Bloomberg, JP Morgan Markets etc
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Bachelor’s degree in Economics, Finance, Mathematics, Computer Science, Statistics or other relevant discipline
- Five (5) or more years of experience in Quantitative Finance; or appropriate combination of education and experience
- Master’s degree in a quantitative discipline preferred
- Knowledge and/or experience with credit risk modeling, loss forecasting, regression models and economic capital
- Proficiency in statistical software packages such as SAS, proficiency in data mining and understanding of relational databases. Demonstrated expertise in problem solving
- Proficiency in Microsoft Office applications, including Excel, PowerPoint and Access
- Knowledge of vendor tools such as QRM, Moody’s Risk Frontier, Polypaths
- Knowledge of the finance and lending industry including instrument structures/types and financial markets knowledge. Knowledge of overall risk management and finance concepts
- Excellent communication (both verbal and written) skills. Good listening and interpersonal skills
- Demonstrated initiative and motivation, with the ability to work independently and in a team environment
- Knowledge of the current regulatory framework on risk modeling. Knowledge of agriculture industry
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Senior Quantitative Risk Analyst Resume Examples & Samples
- Business Acumen; Collaboration; Communication; Demonstrate Adaptability; Drive for Results; Innovation
- Demonstrated knowledge of risk management principles, tools and applicable systems
- Strong problem solving abilities and research skills
- Ability to effectively work with both internal and external partners in a highly collaborative, matrixed environment
- Demonstrated critical thinking skills and decision making abilities
- Proactively identifies potential concerns and follows up to resolve issues
- Strong knowledge of Microsoft Office products including Excel and PowerPoint
- Intermediate knowledge base of software systems used for advanced risk measurement
- Advanced knowledge of actuarial techniques and procedures, data analysis tools, and industry data sources
- Highly advanced analytical and problem solving skills
- Demonstrated success with project management and/or leadership
- Ability to proactively communicate effectively and facilitate open discussions. Conveys information and position clearly, concisely, logically and in an organized manner
- Intermediate knowledge of a programming language
- Ability to execute complex assignments and solve issues with large financial and/or risk impact to the organization
- Ability to drive strategic projects for the department, with a leadership presence that can cross function
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Quantitative Risk Analyst Resume Examples & Samples
- Build and analyze credit and liquidity risk analytics
- Improve data gathering and data analytics capabilities
- Work on improving credit risk models and related databases
- Monitor the credit and counterparty risk of the RMBS investment portfolio, and counterparty collateral
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Quantitative Risk Analyst Resume Examples & Samples
- Bachelor’s degree in statistics, math, computer science, economics or relevant discipline
- Minimum 3 years of relevant experience in a quantitative area; or appropriate combination of education and experience
- Advanced statistical skills and experience with statistical packages and/or analytical software
- Knowledge and/or experience in developing macroeconomic forecasting models, loss forecasting, time series models, cross sectional analysis
- Experience with Asset/Liability risk analyses principles such as interest rate risk, liquidity risk, funding risk, and currency risk
- Knowledge of the finance and lending industry including but not limited to instrument structures/types and financial markets knowledge as well as knowledge of overall risk management and finance concepts
- Excellent communication (both verbal and written) skills
- Motivated and able to work independently and in a team environment
- FRM, PRM, and/or CFA certification
- MATLAB, SAS or R
- Computer programming skills (C++ or .Net)
- Knowledge of financial, mathematical modeling theory and practice
- Knowledge and/or experience with credit and market risk modeling practices and concepts desired; experience in economic capital modeling is ideal
- Knowledge of agriculture industry
