Quantitative Risk Resume Samples

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A Murphy

Abelardo

Murphy

8073 Dejon Terrace

Chicago

+1 (555) 598 2623

8073 Dejon Terrace

Chicago

Phone

p +1 (555) 598 2623

Experience Experience

Philadelphia, PA

Quantitative Risk Modeler

Philadelphia, PA

Ernser-Cassin

Philadelphia, PA

Quantitative Risk Modeler

Assist in establishing, monitoring, evaluating, developing and implementing strategies for all aspects of risk management
Demonstrated working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
Employ working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
Track portfolio performance and risk strategy results. Incorporate observations and data in to existing models to improve predictive results
Perform Portfolio Management campaign tracking and analysis
Mentor and supervise the work of junior team members and assist in the development of their statistical modeling acumen in areas such as segmentation analysis, logistic regression, decision trees and multivariate analysis
Perform data manipulation and analysis using SQL, SAS and Microsoft Excel and present results and recommendations to Credit Risk Management

Phoenix, AZ

Quantitative Risk Manager

Phoenix, AZ

Conn, Jacobs and Gislason

Phoenix, AZ

Quantitative Risk Manager

Provide consultancy services to the portfolio management teams, internal teams and the wider business
Provide though leadership in research on both risk modelling techniques and statistically based research to support the asset management function
Performing Quantitative Analysis on Market data and Risk Functionality
Respond to ad hoc requests from senior management
Technical and Business Development Lead for firm’s ALM, Stress Testing and Hedge Advisory businesses
Supporting the development of the market risk stress-test library
Standardize quantitative analytics models to create greater efficiencies

present

Detroit, MI

Quantitative Risk Specialist

Detroit, MI

Glover, Abernathy and Gerlach

present

Detroit, MI

Quantitative Risk Specialist

present

Develop and maintain statistical methodologies for our economic capital framework, in particular consequential risk such as operational risk
Collaborate with risk officers, business managers, Change and operations team to establish the processes supporting the good execution of the model
Provide risk-based monitoring tools both on a portfolio as well as on a single client level to facilitate risk management actions
Support senior management with portfolio as well as single client analysis based on specific risk scenarios
Actively elaborate and propose improvement of our internal data systems and data sourcing processes in terms of quality and efficiency
Help the team in daily work, e.g. data/portfolio analyses, explain changes in the various risk categories, etc
Lead the development of statistical and stress testing models for primary (e.g. market) and consequential (e.g. operational) risks using R or python

Education Education

Bachelor’s Degree in Mathematics

Auburn University

Bachelor’s Degree in Mathematics

Skills Skills

Strong interpersonal skills with the ability to work effectively in a team environment and to build cross-functional relationships
Excellent quantitative, analytical, and technical skills, including familiarity with several of the following techniques
Excellent communication skills to develop and present recommendations of “grey areas” / uncertainty
Outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
Excellent oral and written communications skills including the ability to articulate complex theories, concepts, methodology and findings in a non-technical fashion and to non-technical audiences
Solid understanding of general business principles
Strong analytical, conceptual and organizational skills
Experience with credit risk modeling at a bank or Non-Bank Financial Institution (NBFI) Strong Quantitative/statistical skills (logistic and linear regression, advanced statistical modeling, etc)
Deep understanding and knowledge of commercial and retail banking products, operations and credit processes, including credit analysis or lending or credit portfolio management
Ability to interact with a variety of organizational levels

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Quantitative Risk Specialist Resume Examples & Samples

Contribute to the refinement, improvement, and validation of the credit risk methods applied to the Lombard portfolio, particular focusing on the bank's US entities
Provide risk-based monitoring tools both on a portfolio as well as on a single client level to facilitate risk management actions
Propose and develop new approaches for measuring and managing the Lombard-related credit risk
Actively elaborate and propose improvement of our internal data systems and data sourcing processes in terms of quality and efficiency
Sound practical understanding of financial markets and products
Working experience in a risk-related environment
Experience with large data sets and knowledge of regulatory practice would be desirable
Experience with high-level programming languages and knowledge of statistical modelling software (e.g., SAS, R, MatLab, Mathematica)
Co-operativeness and team-orientation, while able to complete tasks independently with a high quality standard at set timelines
Pro-activeness in taking new initiatives and carrying them through to completion
Excellent communication skills with colleagues at all hierarchical levels
Aptitude to explain technical topics, both written and orally, to a non-technical audience
Proficiency in English, both in oral and written form

Senior Audit Manager, Quantitative Risk Resume Examples & Samples

Providing expert inputs to front-to-back product audits in the area of risk representation and quantification
Analyzing business, markets and regulatory changes and assessing the impact annual audit plan
Providing practical, innovative, and value-added solutions to issues identified
Leading functional audits and preparing reports of audit findings for UBS senior management at Group level
Interacting with external auditors and regulators on market risk, valuations and model risk matters

Manager, Quantitative Risk Analytics Resume Examples & Samples

Three or more years of relevant business experience in credit and/or market risk, risk management (Basel I II, III, Economic & Regulatory capital, Stress Testing)
In-depth knowledge of Bank’s products, procedures, processes, and data
Good knowledge of database structure and data mining
Well developed project management and communication skills
Excellent written and verbal communication
Ability to work in a dynamic environment and undertake, execute and deliver on time multiple concurrent projects
Must be detail oriented while working under the third party/cross-functional dependencies and tight deadlines pressure

Quantitative Risk Manager Resume Examples & Samples

Specific knowledge of FID products
Good working knowledge of risk regulation including but not limited to Dodd Frank, Volcker Rule and IHC (Intermediate Holding Company), Comprehensive Capital Adequacy Review (CCAR)
Highly self-organised, good planner, tracker and chaser with ability to engage experts to deliver
Ability to produce high quality accurate work under pressure and tight deadlines
Excellent written and verbal communication skills, including ability to provide clear and comprehensive written and verbal responses, and “make complexity simple”
University degree majoring in finance, mathematics, engineering, physics, accounting or business preferred
Establish strong working relationships and build partnerships
Proven team player with a flexible approach; self-starter
LI-SL1* *LI-SL1*

Quantitative Risk Manager Resume Examples & Samples

Good understanding of risk modeling of various derivative and cash products, including securitized products
Understand regulatory requirements and measure their RWA impact for various trading books
Prepare reports and presentations for senior management, regulators, and trading
Provide leadership to junior members of the team in completing these tasks

Bia Quantitative Risk VP Resume Examples & Samples

5+ years experience with pricing financial products in businesses such as equities, rates, commodities, FX, etc
5+ years modeling skills and understanding of industry-standard pricing techniques such as lattice modeling and Monte Carlo Simulation experience
5+ years working with the evolving regulatory environment and its challenges

Quantitative Risk & Valuation Analyst Resume Examples & Samples

Independent review of Front Office and VaR and Counterparty Risk models
Support of Product Control in the proposition, refinement and implementation of fair value adjustment methodologies
Quantitative support to Product Control and Market Risk Management
Development and support of quantitative tools and resources to enhance control framework
Providing assistance to key stakeholders in understanding Model Limitations, Off-System valuations and computing tools and Valuation Consultancy
Working closely with Product control teams, Front Office quantitative groups, system s developers, Market Risk Management and Quantitative Risk Valuation Model Review
Must have a Master or PhD in Mathematics, Physics, Engineering or similar field
Must have C++ and VBA coding skills and be able to demonstrate experience in implementing financial pricing models
Knowledge of derivative markets
Experience as a quantitative analyst or relevant highly technical valuation/risk role
Strong communication skills both oral and written
Must be of enthusiastic nature with a flexible approach and excellent work ethics that enjoys developing quantitative solutions to market based model problems

Senior Quantitative Risk Management Analyst Resume Examples & Samples

Develop and enhance existing risk models as well as design/prototype new models for commodities (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.)
Support the quant team’s efforts in deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
Spearhead Stress testing effort across all commodities products
Strong knowledge or/and experience in Commodities and specifically Power and/or Natural Gas, and well-trained in probability theory, stochastic processes, and PDE’s
Significant experience (2+ yrs.) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
Significant experience (2+) yrs. with developing Risk Management models for Commodities (e.g. Historical VaR, Monte Carlo, Multi-Factor, SPAN, etc.)

Senior Quantitative Risk Mgmt Analyst Resume Examples & Samples

Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
Superb quantitative and analytical background
Excellent programming (C#/C++/Java), communication, and documentation skills
Knowledge of financial markets, especially fixed income products
Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred
Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred
Work experience or education in yield curve construction and data validation preferred

Quantitative Risk Management Summer Internship Resume Examples & Samples

Pre-implement the research on futures/options products
Develop software tools to efficient implement cutting edge risk methodologies
Pursuing a MS program in Math, Quant finance or any quantitative field and possesses strong quantitative, analytical and problem solving skills
Strong knowledge of statistics, probability theory, stochastic processes, and PDE's

Intern Quantitative Risk, Clearing Resume Examples & Samples

Bachelor in Computer Science, Financial Engineering, Financial Mathematics, Quantitative Finance, Mathematics, Physics, or a related discipline
Quantitative and analytical background
Programming experience with at least one of the following languages: C#/C++/Java
Knowledge of financial markets and basic derivatives products
Work experience or education in derivatives or financial risk modelling and knowledge of volatility models preferred

Quantitative Risk Mgmt Associate Resume Examples & Samples

2+ years of experience in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors
1+ years in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models
Academic experience in probability theory, statistics, and stochastic processes
Experience with programming languages such as C++/C#, R, VBA, and SQL is also required

Quantitative Risk Internship Resume Examples & Samples

Enhance existing risk models as well as design/prototype new models for commodities (e.g. Pricing, VaR, Backtest, Stress, etc.)
Strong knowledge of statistics, probability theory, stochastic processes, and PDEss
Strong academic experience on pricing options and volatility surface estimation
Strong working knowledge of Programming languages such as C++/C#, Matlab, R, VBA. Intermediate level knowledge in SQL

Quantitative Risk Specialist Resume Examples & Samples

Aquire an understanding of the various risk categories and the models applied
Take responsibility for some portfolios and contribute to our regular deliveries
Help the team in daily work, e.g. data/portfolio analyses, explain changes in the various risk categories, etc
Take responsibility to implement improvements to the risk aggregation models
Master's degree in financial mathematics, statistics, engineering, econometrics or other quantitative field
Co-operative and team-oriented, while being able to cmplete tasks independently and to a high standard
Able to work under pressure by focussing on tight delivery deadlines
Experience with statistical programming languages (e.g. R, SAS, Matlab, Python) is desirable
Fluency in English, both in oral and written form

Senior Quantitative Risk Management Analyst Resume Examples & Samples

Work on a team that enhances existing risk models as well as designs/prototypes new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.)
MBA/MS or PhD in Finance, Economics, or a quantitative field required
Must possess strong quantitative, analytical and problem solving skills
Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.) is essential
Candidates must be able to demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc
Possess academic experience in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed
Experience with programming language- C++/C#, R, VBA and SQL is also required
The candidate must have a strong understanding of cleared CME and other OTC products, IRS pricing and risk models used by CME

Quantitative Risk Specialist Credit Methodology Resume Examples & Samples

Contributing to the constant refinement and improvement of our credit risk methods, in line with the regulatory and accounting requirements
Utilizing tools and models for measuring PDs and LGDs as well as for stress testing (incl. regulatory stress exercises such as CCAR), methodologies for the valuation of real estate properties, as well as exposure measurement capabilities
Developing risk-based monitoring tools both on a portfolio as well as on a single client level (e.g., concentration and/or liquidity)
Extending the set of available risk measures in order to support the work of credit officers and client advisors in their core functions
Working closely together with risk officers (market and credit), reporting teams and IT business analysts in a joint effort to improve the quality of credit risk representation and credit risk measures
Supporting senior management with portfolio as well as single client analysis based on specific risk scenarios
Supporting the process of industrialization by actively elaborating and proposing improvement of our internal data systems and data sourcing processes in terms of quality and efficiency

Quantitative Risk Modeler Resume Examples & Samples

Assist in establishing, monitoring, evaluating and interpreting data with a risk management focus with an understanding of business strategy
Demonstrated working knowledge of Credit Risk 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 Credit Risk Management
Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities
Prepare exhibits and supporting materials and develop recommendations for credit policy. Contribute to loss forecasts, demographic and credit limit utilization analysis
Funding, Collections and Corporate Development as needed
Provide guidance and direction to lower level analysts regarding all aspects of data analysis and the construction of predictive statistical models
Master’s Degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline AND minimum of 5 years of Quantitative or Credit Risk analysis experience. In lieu of advanced degree, 2 additional years of related work experience required
PhD in Mathematics, Statistics, Quantitative Analysis or another technical discipline plus 1-2 years of relevant experience
Banking or Financial Services experience preferred
Demonstrated ability to communicate complex concepts

Quantitative Risk Modeler Resume Examples & Samples

Lead Quantitative Analysts and Modelers in establishing, monitoring, evaluating and interpreting data with a risk management focus with an understanding of business strategy
Employ working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
Provide financial analysis and data support to other groups/departments including Finance, Marketing, Funding, Collections and Corporate Development as needed
Lead Credit Risk Modeling projects and initiatives under the guidance and direction from Management. Present data, results and/or recommendations to Senior Management as necessary
Adhere to applicable compliance/operational risk controls in accordance with Company or regulatory standards and policies
Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable
PhD in Mathematics, Statistics, Quantitative Analysis or another technical discipline
3 years of Banking or Financial Services experience

Quantitative Risk Specialist Statistical Aggregation Resume Examples & Samples

Developing and implementing new methodologies for the measurement of various risk types (Credit, Market, Operational, Funding, etc.)
Performing regular re-calibration and confirming of statistical and stress models
Preparing impact analysis for various regulators (FINMA, FED, PRA, EBA) and senior management
Contributing to strategic transformation projects in Group Risk Methodology
Preparing ad-hoc analysis and presenting findings to senior management

Quantitative Risk Modeler Resume Examples & Samples

Minimum seven (7) years previous relevant experience
Master’s degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline, or in lieu of degree, eleven years’ experience required. Or in lieu of experience, a degree from North Carolina State University with a concentration in Analytics; no prior experience necessary
Banking or Financial Services experience; Previous Credit Analysis experience preferred

Quantitative Risk Management Associate Resume Examples & Samples

Maintain the enhance the risk model, both the prototype and C++ version for CDS and Repo
Enhance existing risk models as well as design/prototype new models across different asset classes (pricing, VaR, back testing, stress testing, liquidity, etc.)
Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with modern risk management principles
Present/Defend results to Senior Management, Risk Committees and/or Regulatory Bodies
MS, preferably PhD in Finance, Statistics, or other quantitative field such as Financial Mathematics, Financial Engineering, Quantitative Finance
Experience (2+ years) in pricing, valuation and risk analysis/modeling of financial derivatives, preferably credit default swaps and equity derivatives
Experience (2+ years) in developing and working with risk models like Historical/Monte Carlo VaR, Multi-Factor Risk Models
Advanced understanding of market, credit and liquidity risk; practical approach to modeling such risks
Advanced literacy in probability theory, stochastic processes, arbitrage-free pricing of derivatives
Programming languages such as C++/C#, MATLAB, R, VBA and SQL

Mgr Quantitative Risk Mgmt Resume Examples & Samples

MBA or MS/PhD in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related field
3+ years of experience in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors
Experience providing theoretical justifications of risk models
Proven abilities to influence others and to achieve tangible business results

Head of Quantitative Risk Analysis Resume Examples & Samples

Understanding the Risk Appetite Statement
Inventory of current processes
Assessment of data sources, including frequency and quality
Map BAU and periodic regulatory stress testing and reporting process – both current state and future state
Contribute to development reports for management and regulators
Develop a strong understanding of the key models particularly, those pertaining to capital requirements (Economic Capital as well as Stress Testing). A working understanding of modeling in credit risk, operational risk, macroeconomic and variable expansion is helpful
The successful candidate will liaise with multiple functions within the bank, including IT and model developers such as PB & IB Economic Research and Group ERC Methodology. In addition, the candidate will need to be able to take a holistic view of the business and perform capital, risk and regulatory analytics
Perform initial interviews with the business owners, quants, risk analysts, etc
Catalogue the models, identify the key underlying assumptions used, assess the models that are applicable to CSUK given its business and risk framework
Identify the data used in the model development to ensure its relevance and representativeness. This will require ingenuity, analytical thinking and creativity
Ownership of the model(s) that CSUK should include as part of its stress testing framework for BAU and regulatory ICAAP reporting and make appropriate recommendations to the CRO
Write summary reports explaining the analyses performed and their rationale, applicability and limitations; effectively communicate and articulate complex quantitative processes and findings to audiences not necessarily quantitative or expert in the domain
Develop an understanding of the capital implications arising from the stress testing results in line with the risk appetite of the entity and its business strategy
Proactively develop good working relationships with managers in the business as well as other analytical functions. This includes collaboration with teams in Finance, UK Regulatory Reporting and Group Treasury

Senior Quantitative Risk Management Analyst Resume Examples & Samples

Strong quantitative, analytical and problem solving skills
Significant experience in pricing derivatives including forward, futures and option, and performing advanced statistical analysis such as time series analysis and distribution analysis on underlying risk factors
Significant experience in developing risk models such as Historical VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. Well versed in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed
Previous experience in option pricing using stochastic volatility models and volatility surface calibration and simulation
Experience in working with Information Technology department by means of writing and communicating business requirements, providing test cases and proposing innovative solutions to any problems that might occurs during the implementation of the model

Manager, Quantitative Risk Analytics Resume Examples & Samples

The design and implementation of the methodologies related to Comprehensive Capital Analysis and Review (CCAR) for USA Holdco
The design and implementation of the methodologies related to RBC market risk measure for USA Holdco its subsidiaries and the combined U.S. operations of RBC
The design and implementation of the methodologies related to RBC counterparty credit risk measure for USA Holdco its subsidiaries and the combined U.S. operations of RBC

Quantitative Risk Specialist Risk Analytics Retails & Smes Resume Examples & Samples

Assume responsibilities for the constant refinement and calibration of all our Retail & Corporate models, in line with the regulatory and accounting requirements
Develop risk-based monitoring tools and systems both on a portfolio as well as on a single client level from which steering actions for our portfolios can be derived
Assume responsibility for the yearly business planning process
Support senior management with portfolio as well as single client analysis based on specific risk scenarios related to Retails and Corporates Portfolio
Support the optimization of internal processes by analyzing status quo and proposing efficient and effective solutions
Contribute to the data and systems improvement

Quantitative Risk Modeler Resume Examples & Samples

Assist in establishing, monitoring, evaluating, developing and implementing strategies for all aspects of risk management
Extensive knowledge of risk databases to provide data and analytical support to senior management team
Perform analysis of data using statistical analysis tools including SQL, SAS, and Excel, and present results and recommendations to management
Track actual performance and risk management strategy results
Master’s Degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline and minimum of 5 years of Quantitative or Credit Risk analysis experience
In lieu of advanced degree, 2 years of related work experience required
Experience using data mining, predictive modeling and statistical techniques to solve business problems
Ability to use analytics in a collaborative effort across functions to derive optimum solutions to business problems
Demonstrated ability to effectively communicate (written and verbal) technical and analytical information to a variety of interested parties at all levels
2 years proven experience with SAS, SAS Enterprise Miner, or other statistical modeling software is required
Experience data mining large databases

Quantitative Risk Management Analyst x Resume Examples & Samples

Use financial and mathematical knowledge for formulation and analysis of the existing and new models. Bring this to the stage, where C++ design and implementation can be applied. Cooperate with quants. Learn new related subjects. Reading, making reports, experimenting
Develop C++ and Java QA tests. Formulate and develop stress tests. Design, coding, debugging
Practical experience with C++ Boost, C++ QuantLib, or C LAPACK. Knowledge of other C++ libraries will be considered
Operational experience with Git, SVN, CVS, or Perforce
1+ year of work and flexibility with writing UNIX shell, Python, Ruby, or Perl programs
Knowledge of relational databases and SQL is a plus
Financial analytics (4+ years of work): no arbitrage options pricing models, risk models, portfolio optimization. Asset classes: IRS, FX, CDS, Swaptions, Futures, Commodities

Manager Quantitative Risk Management Resume Examples & Samples

5+ years of work in C++ projects in roles of developer, and/or manager
2+ years of managing teams of 5 – 15 C++, Java, and/or C# developers
3+ years of work in projects involving no arbitrage options pricing models, risk models, portfolio optimization, and such asset classes as IRS, FX, CDS, Swaptions, Futures, and/or Commodities
1+ year of work with a version of Microsoft Visual Studio
1+ year of work with a version of GCC C++ compiler on Linux (Solaris, AIX will fit)
Understanding UNIX shell scripting and Windows batch processing
1+ year of Python, Ruby, and/or Perl
Operational knowledge of GIT and/or SVN
Knowledge of Bamboo or TeamCity, Sonatype Nexus or Apache Archiva is a plus

Quantitative Risk Analysts Resume Examples & Samples

Linear algebra, Markov processes, probability theory and regression analysis
Programming: SQL R and/or VBA, R, Python, C++, SSIS
Automating quantitative and reporting processes
OTC, liquidity risk concepts
Software and database development
Work with valuation models
Employer will accept any suitable combination of education, training or experience

Quantitative Risk Specialist Stress Testing Financials Resume Examples & Samples

Especially contribute to the CCAR-alignment of the Investment Bank’s credit portfolio macroeconomic stress models with emphasis on PD and LGD
Improvement of our Pillar I and Pillar II credit models to meet all regulatory requirements and defend those methodologies in front of internal stakeholders as well as regulators
Support senior management with portfolio as well as single client analysis based on specific risk scenarios

Senior Director, Quantitative Risk Resume Examples & Samples

Lead the enhancement of existing risk models as well as design/prototype new models across different asset classes related to Commodities & Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.). Prime sub-asset classes of focus would be energy, metals, equity futures, and agriculture
Lead the quant team’s efforts in deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
Provide a comprehensive oversight on model coverage and detailed model validation issues post deployment
Make presentations to Internal and External Risk Committees as well as to regulators
Present results to Sr. Management and/or Risk Committees
Manage junior Quantitative staff and mentor/develop skills among junior quants
MBA/MS or PhD in Finance, Economics, or a quantitative field and possesses strong quantitative, analytical and problem solving skills
Significant experience (7+ years) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
Significant experience (7+) yrs. with developing Risk Management models for Futures/Commodities asset classes (e.g. Historical VaR, Monte Carlo, Multi-Factor, SPAN, etc.)
Preference given to candidates with strong knowledge or experience in other asset classes like Interest Rates, Credit and FX asset classes and well trained in probability theory, stochastic processes, and PDE’s
Ability to work in a team environment and lead/manage mid-level and junior quants

Senior Quantitative Risk Mgmt Associate Resume Examples & Samples

Enhance existing risk models as well as design/prototype new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.)
Ensure deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
Experience (2+ yrs.) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns¿ distribution, volatility, correlations, etc.)
Preference will be given to candidate with significant experience (2+) yrs.in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc

Senior Quantitative Risk Mgmt Analyst Resume Examples & Samples

Master’s degree in Finance, Mathematics, Economics, Statistics or related field
Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
Preference will be given to candidate who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc
Academic experience in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed

Quantitative Risk Modeling Manager Resume Examples & Samples

Conduct analyses of origination, financial, demographic, behavioral, market and economic data as related to credit risk management. Interpret results, present finding and craft recommendations to Senior Management
Define, develop and implement strategies for underwriting to include policies for automated decisoning of credit applications
Work closely with internal and external business partners to develop and implement strategies for optimal pricing of the risk/reward equation with the end goal of maximizing profitability
Interface with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed scorecards, solutions and strategies
Develop and implement performance metrics, reporting and analyses to support data-driven decision making and forecasting
Develop and implement delinquency, loss and recovery forecasts
Act as a lead contact and expert for Senior Management, Product teams, Underwriting functions,
Customer Asset Management and recovery teams, external consultants, vendors and peer banks on facets of quantitative risk management
Mentor and supervise the work of junior team members and assist in the development of their statistical modeling acumen in areas such as segmentation analysis, logistic regression, decision trees and multivariate analysis
Consult with internal businesses with the ongoing management and validation of their scores and scorebased strategies
Specify and model the relationship between appropriate macroeconomic factors and credit risk outcomes such as losses and delinquencies. Analyze and present findings to Senior Management
Define, develop and deploy best credit risk practices and infrastructure bank-wide
Master’s Degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline and a minimum of 7 years of Quantitative or Credit Risk analysis experience. In lieu of advanced degree, 2 years of related work experience
Minimum of 2 years of previous Management/Supervisory experience
PhD in Mathematics, Statistics, Quantitative Analysis or another technical discipline plus 5 - 7 years of relevant experience. 5 years of Banking or Financial Services experience
Advanced Knowledge of SQL and Microsoft Office
Demonstrated ability to manipulate and analyze data across large databases
Demonstrated understanding of operational and compliance drivers in the Risk Management framework

Rft-quantitative Risk Lead Resume Examples & Samples

Transforming financial models produced by financial analysts to robust, efficient analytical engines for massive computational loads
Marshalling and organizing input data across a variety of sources
Working with business end user developers to communicate best practices and provide support
Partnering with other technology teams, business end users, control officers and cyber security teams to ensure appropriate controls and security
Participating in strategic systems planning
Dealing with short term tactical issues
Communicating with senior business and technology managers
Experience managing projects and small teams
Experience with mathematical programming and statistical packages
Experience constructing databases and queries for efficient information retrieval
Experience with constructing highly reliable and maintainable systems
Comfortable controlling operating system environments, including Unix, Linux, and Windows
Expert in structured and object-oriented programming (C++, Python preferred)
Expert in working with relational databases and constructing efficient SQL queries (Oracle preferred)
Familiar with scripting statistical packages (SAS preferred)

Manager, Quantitative Risk Management Resume Examples & Samples

Cover FX product developments (e.g., Alpines, OTC FX NDF, cross products, FX Options)
Develop models to comply with EMIR to account for more complex products within an asset class (e.g., FX) such as liquidity models (per product and for a portfolio of various products within FX)
Enhance existing risk models as well as design/prototype new models for commodities (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.)
Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with the proven theories in the field
Coordinate the quant team’s efforts in deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
Spearhead Stress testing effort across all FX products
Assist with model validation across all asset classes (liaison to the model reviewer
MS or PhD in maths, physics or any quantitative field and possesses strong quantitative, analytical and problem solving skills
Preference given to candidates with strong knowledge or experience in FX, and well-trained in probability theory, stochastic processes, and PDE’s
Significant experience (4+ yrs.) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
Significant experience (4+) yrs. with developing Risk Management models for FX (e.g. Historical VaR, Monte Carlo, Multi-Factor, SPAN, etc.)
Ability to work in a team environment and manage junior quants
Programming languages such as C++/C#, Matlab, VBA and SQL are essential
The successful candidate must also possess strong oral and written communication skills

Portfolio Analysis Quantitative Risk Manager Resume Examples & Samples

The development of new and existing stress testing designs and calibration methodologies covering all asset classes
Responsible for the quality and timeliness of monthly FDSF and other regulatory submissions
Setting risk management tolerances for stress losses
Regular production of high quality reports for Boards and Regulators
Analysing and communicating stress testing results with several stake holder with specific focus to key drivers
Innovate ways to identify key risks/concentrations in the portfolio and implement processes to actively monitor these risks
Run 'what if' simulations to gauge the risk impact of proposed transactions
Liaise with market risk managers, counterparty risk managers and lending risk managers to ensure the appropriateness of the representation of credit risks and market risks in the Firm's comprehensive market and credit risk portfolio risk calculations
Mentor and train junior members of the team
4-6 years relevant work experience in a quantitative risk role with a focus on stress testing at a commercial bank, investment bank, or consulting firm
Knowledge and practical experience of all asset classes covering both market and credit risk
Practical involvement in stress testing
Very good 'hands on' understanding of the various risk metrics and their shortcomings
Experience in analysing and communicating on day to day changes in different risk metrics
Extensive experience in building and analysing robust analysis tools
Strong background in methodology/process documentation is a must
Deep understanding of stress testing and financial products
Ability to handle and analyse large data sets. Proficiency in Matlab/R is highly desirable. Proficiency in Excel, SQL and VBA is required
Keeping up to date with markets and the portfolio changes to identify potential areas of concern
Ability to articulate complex risk modelling matters in plain language and present to senior audience

Quantitative Risk Management Analyst Resume Examples & Samples

Analyze and track portfolio performance for consumer products (mortgage, HELOC, HELOAN, Auto Loan, Student Loan, Credit Card, etc.)
Focus on loss forecasting, stress testing and non-performing loans analysis and modeling
Facilitate the articulation of each model’s business objectives; employ robust model development efforts to ensure production of high-quality models; support subsequent model validation efforts; oversee the model’s ongoing monitoring & maintenance; and create, review, and update robust and comprehensive model documentation (methodology guide, user guide, policy documents, etc.)
Partner with the model owner, model users, and model validation group to ensure that risks inherent in model development and usage are properly identified and managed
Adhere to and ensure the company’s model risk management policies, procedures and regulatory requirements
Develop, document, and defend quantitative models and analysis
Research best practices and new analysis techniques. Perform complex analysis and draws conclusions

Senior Quantitative Risk Mgmt Analyst Resume Examples & Samples

Develop C++ frameworks one-by-one covering the mentioned asset classes, pricing, margin computation, scenario generation, and liquidity evaluation. Design, coding, debugging. Cooperate with other developers
Participate in automation and adaptation to Clearing Technology Department. Write scripts. Deliver. Make bamboo plans. Review production issues related to delivered software
4+ years of intense C++ recent development. Flexibility with the Standard C++ algorithms. Familiarity with C++ 11, 14. Windows Microsoft Visual Studio C++ (one of 2010, 2013, 2014 2015). UNIX (desirably Linux) experience with GCC 4.8.* - 4.9.*
Familiarity with Google tests, Java and JUnit tests, JNI, Eclipse is a big plus
Two years of work with Monte Carlo, optimization methods, correlation analysis, discretization with trees and lattices. Flexibility with statistics, probability theory, linear algebra, and functional analysis

Quantitative Risk Modelling Services Consultant Resume Examples & Samples

Model risk management and governance
Model development and implementation
Model / system documentation
Valuation and risk system implementation
Model benchmarking
Regulatory readiness
Creating a positive learning culture, coaching junior team members and helping them to develop
A university degree (Masters or PhD) preferably in mathematics, statistics, or physics
Solid experience related to risk in a financial institution or advisory firm (two+ years)
Extensive knowledge of quantitative methods (regression techniques, time series, clustering, survival analysis, data mining)
Experience with development/ validation of financial/ risk models and valuations of financial assets, including derivatives
Excellent structured and analytical thinking
Knowledge of SQL, SAS and R/S, Matlab or a similar programming language
Orientation towards financial markets and financial market regulation
Fluent written and spoken English and Croatian
Very strong ambition and priorities related to professional achievements - your work is more important to you than to many other people
Hard working, problem solving capabilities, “can do” attitude and ability to work under pressure
Willingness to travel internationally

Senior Audit Manager Quantitative Risk, UK Resume Examples & Samples

Analysing and assessing risks (market risk, valuation risk, model risk) assumed by the business
Identifying and evaluating the effectiveness of controls designed to address those risks
Preparing reports of audit findings for UBS senior management at local, global, functional and Group levels
Monitoring the results, risk profile and developments, providing input for planning sessions, interacting with external auditors and regulators on market risk, valuations and model risk matters

Quantitative Risk C++ Developer Resume Examples & Samples

C++, STL, Boost, familiarity with modern object oriented idioms and design
Microsoft Excel/VBA/.Net/COM
Quantitative Risk & Mathematical skills
Written and verbal communication

Quantitative Risk Specialist Resume Examples & Samples

Develop and maintain statistical methodologies for our economic capital framework, in particular consequential risk such as operational risk
Prototype and implement newly developed methodologies using R
Contribute to analysis and responses to demands by internal and external stakeholders
Create documentation of high standards for internal and external distribution
Collaborate closely with other teams (operational risk control, finance, business, reporting and model validation)

Quantitative Risk Management Associate Resume Examples & Samples

Work experience in risk for either OTC (IRS, FX, CDS, and/or equity) or exchange traded (futures and options) asset classes
Experience in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
The candidate should also be well versed in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed
Experience working with senior management requiring concensus-building

Quantitative Risk & Valuation Modeling Professionals Resume Examples & Samples

Participating in, and leading FS Risk and Actuarial engagements
Working effectively as a team member
Developing and maintaining productive working relationships with client personnel
Displaying maturity and ability to function independently
Coaching and supervising junior staff and
Coordinating the workload in various projects
Participating in business development initiatives
Strong academic background, including a Master degree in Finance, Economics, Accounting, Engineering, Physics, Mathematics or related field
Between 2 - 8 years of relevant experience, where a first exposure to advisory is an asset
Deep understanding of quantitative modeling techniques where practical experience in one or more sub-domains, such as derivative pricing (equity, interest rates, credit), market risk, credit risk, operational risk, etc is a major plus
Proven affinity with mathematics, demonstrated by a formal degree in a quantitative discipline
An interest in the regulatory and accounting rules that set the context of valuation and risk management
Knowledge of some key vendor packages in the risk and/or valuation domain is an asset
Creative (quantitative) problem solver
Eager to learn and to (self)develop
Strong written and verbal communication and presentation skills
Fluency in Dutch and/or French is required, as well as proficiency in business English

Senior Manager Quantitative Risk Resume Examples & Samples

Expert knowledge of and experience with risk management in the financial industry, from a 'second line of defence' perspective
Ability to constructively challenge, consult and advise, whilst maintaining excellent relationships and the respect of senior executives
Relevant experience and a proven track record at a senior management level in a financial services environment
Strong knowledge of and experience with quantitative risk management in a financial services environment

Basel Quantitative Risk Officer m Resume Examples & Samples

To certify a new ratings system and ensuring the annual review of the existing systems
You are responsible for the approval of Basel 2 application files. These are aimed at diverse supervisors (France, Italy, Belgium, ...)
On-the-job training, tailor-made to your profile
Opportunities to expand your experience: on a highly technical level, with a view of all activities of the Group and in certification activities with the entity heads and the supervisory parties
A regular position in Brussels – with occasional assignments abroad
Remuneration based on knowledge and experience

Strategy Execution & Quantitative Risk Manager Resume Examples & Samples

Leads planning, development, testing, implementation, documentation and on-going maintenance of audit tools, databases, and reports
Leads the design, promotion, and implementation of quality control workflow changes and strategic initiatives
Manages the day to day work streams of multiple technical resources
Manage stakeholder relations to ensure efficiency of the operation
Advanced Degree in Computer Science/Engineering or other quantitative field
At least 4 years of experience with respect to the investment or financial services industry
Excellent knowledge of SQL for practical applications using multi-terabyte data on Oracle, Teradata, Hive or equivalent
Extensive experience with one or more programming languages, such as Python, JAVA, VBA and/or SAS
Excellent organizational skills with strong attention to detail
A collaborator with dedication and willingness to learn and adjust in a fast-paced working environment

Quantitative Risk Management Associate Resume Examples & Samples

Experience in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc
The candidate must also be well versed in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed
Programming languages: C++/C#, R, VBA and SQL
Experience working with senior management requiring consensus-building

AVP, Head of Quantitative Risk Resume Examples & Samples

Directs/executes approved strategy decisions and contributes to strategy creation for assigned area(s) of responsibility
Provides strategic direction to build and enhance the capability for his/her assigned area(s) of responsibility
Provides subject matter expertise with respect to quantitative investment/risk management analytics to positively influence key internal stakeholders investment/financial system vision, architecture, and strategies
Develops, implements and evaluates strategic existing/future quantitative investment models and tools to measure current investment positions and forecasting of future positions
Develops implements and evaluates statistical and econometric based equity models, interest rate models, credit risk models as needed to manage and monitor portfolio risks, returns and volatility
Develops a process for regularly stress testing portfolios and reporting results to management
Develops and directs the enhancement of existing tools and/or new solutions for analyzing portfolio risk, performance evaluation and attribution analysis
Serves as a subject matter expert and partners with key business stakeholders on technical design risk management issues including ensuring that all parties understand the significant capabilities, risk and/or system limitation(s)
Researches alternative ways to hedge market risks, including semi-static/static hedging strategies and makes recommendations for new strategies/changes to hedge risk
Identifies and recommends derivative instruments and hedging/risk management mechanisms that would enhance existing strategies
Provides expertise on the Lincoln proprietary portfolio management construction process and provides recommendations for enhancements
Analyzes and makes recommendations for enhancement of the various systems utilized in analyzing market risks within his/her assigned area of responsibility
Prepares and reports on analytical findings and recommendations to LIAC Management, LIAC Board of Directors and various Lincoln investment/risk committees
Creates and communicates complex technical documents, presentations, and communications (memos, fact sheets, collateral materials) pertaining to risk/exposure and performance attribution to a wide range technical and non-technical audiences. Directs/executes approved strategy decisions and contributes to strategy creation for assigned area(s) of responsibility
Directs and enhances organizational initiatives by positively influencing and supporting change management and/or departmental/enterprise initiatives within assigned area(s) of responsibility
Identifies and directs strategic process improvements that significantly improve quality across the team, department and/or business unit for assigned area(s) of responsibility
Provides subject matter expertise to team members and applicable internal/external stakeholders on complex assignments/projects for his/her assigned area(s) of responsibility
Maintains knowledge on current and emerging developments/trends for assigned area(s) or responsibility, assess the impact, and collaborates with senior management to incorporate new trends and developments in current and future strategies
10+ Years compliance of progressive relevant derivative, trading modeling, or risk management of derivative portfolios experience
Financial acumen and analytical skills along with experience with risk management practices
Deep experience and knowledge of portfolio management tools and analytics
Demonstrated strong relationship management skills with internal clients (e.g. senior management, peers and colleagues); proven ability to develop creative and collaborative approaches
Excellent presentation skills and with the ability to report analytics and complex concepts to a variety of audiences
Demonstrates strong interpersonal skills with a collaborative style
Demonstrated ability to successfully hire, retain, develop and coach staff via a culture of real-time performance feedback, with ability to build both technical and leadership skills
Ability to effectively use research/analytic tools – for analysis, selection and evaluation of investment options
Ability to communicate investment concepts to a variety of audiences
Investment and Insurance/Annuity industry knowledge
Known and trusted by peers and investment partners in industry
Microsoft Office Suite – Strong Excel and Powerpoint skills
Possesses a bias for action and avoids workplace distractions
Drives performance targets to completion

Quantitative Risk Manager Resume Examples & Samples

Technical and Business Development Lead for firm’s ALM, Stress Testing and Hedge Advisory businesses
Streamline and integrate several separate analytics business units into one unit
Standardize quantitative analytics models to create greater efficiencies
Identify new business, new markets, new products, cross selling opportunities

Quantitative Risk Developer Resume Examples & Samples

Design and develop a risk calculations framework including calculation modules, connectivity to data sources
Work with project managers and Risk IT to ensure quant code is seamlessly integrated within the banks's IT systems
Manage model release processes including integration, regression testing, user acceptance testing
Supervise and mentor more junior quantitative developers
At least 5 years C# .Net quant development experience, preferably in a quantitative risk role

Quantitative Risk Specialist Valuation Methodologies Resume Examples & Samples

Engineering of independent valuation methodologies for new and existing products and counterparty exposure focusing on model calibration and liquidity issues
Performing critical assessment of new model and analytics implementations
Approving Front Office marking methodologies and valuation adjustments for product/model combinations, focusing on the appropriateness of market data and its use in the model calibration and valuation adjustment methodologies
Technical assistance to the IPV and product control teams

Liquidity & Funding Quantitative Risk Manager Resume Examples & Samples

Work with multiple business units (ie. Derivatives Trading Desk) to understand their liquidity and funding needs
Manage a small (2-3 people) team of quantitative analysts who will build models to replicate each trading departments liquidity risk profile
Meet with Senior Business Managers to confirm Liquidity and Funding Risk Metrics
Work to consolidate the liquidity risk profiles across all business units into one large risk model
Work on Optimization Models to better understand manage the banks overall Liquidity and Funding Risk
Aggregate Liquidity Risk Metrics for Regulators: Liquidity Coverage Ratios, Economic Capital Models, Credit Conversion Factors
Work on Non-Financial Risk Models, Operational Risk, Compliance, Technology and Fraud

Analyst, Quantitative Risk Resume Examples & Samples

Maintain/gather/analyze metrics from various pnl and position reports
Support analysis and integration of management reports and dashboards
Develop tools for data/report consolidation, reconciliations, trend analysis
Develop tools for portfolio analytics (cash, sensitivities, prices, etc.)
Support ad hoc projects, analysis and reconciliations
Support market analysis required to evaluate business performance and trends and model impact from underlying risk factors and price dynamics
Support design, organize and maintain tools for better visibility and more efficient distribution of reports and portfolio analytics
Support evaluation and enhancement of forward curve models
Collects, analyzes, and interprets financial data. Information comes from Derivative Risk and Control, Segment Finance, Treasury and Commercial teams

Senior Quantitative Risk Management Analyst Resume Examples & Samples

Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures
Ensure that the model is up to date with the proven theories in the field
Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors
Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk Models, etc
Have had academic experience in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed
Experience with some programming languages such as C++/C#, R, VBA and SQL is also required

Quantitative Risk Management Intern Resume Examples & Samples

Test and validate risk models for commodities
Develop software tools to efficiently implement risk methodologies
Present results to the risk team peers and management as needed
Pursuing a MS program in Math, Quant finance or any quantitative field
Possesses strong quantitative, analytical, and problem solving skills
Strong knowledge of statistics, probability theory, stochastic processes, and PDE’s
Strong working knowledge of Programming languages such as C#, Matlab, R. Intermediate level knowledge in SQL

Quantitative Risk Modeler Resume Examples & Samples

Developing and documenting the models needed to perform stress analyses in accordance with regulatory requirements (DFAST, Basel III, CCAR, and other Federal regulations for large banks that may apply now and in the future).　
Developing, documenting, and maintaining quantitative tools and models used to, among other things,
Measure risks to earnings and capital inherent in the Company’s current position and business plans/forecast
Assess economic capital and to ensure that risks taken are adequately compensated
Analyze loan prepayment speeds of assets and deposit decay rates
Developing expertise in the fields of risk quantification and modeling in support of and working closely with both internal and external stakeholders including business and risk professionals and regulatory authorities
Developing, enhancing, implementing, documenting and providing ongoing expert support for the practical applications of analytics, financial economics, and quantitative methods in support management business decision making, risk management, capital allocation and optimal resource allocation
Converting data from different sources into meaningful business intelligence to enhance decisions and financial performance
Solid understanding of general business principles
Excellent quantitative, analytical, and technical skills, including familiarity with several of the following techniques
Time series estimation and forecasting
Optimization
Simulation
Interest rate modeling/derivative pricing
Survival analysis
Strong interpersonal skills with the ability to work effectively in a team environment and to build cross-functional relationships
Ability to interact with a variety of organizational levels
Manual dexterity for the functional operation of standard office equipment
Ability to see, hear, and speak is necessary
Mobility sufficient to coordinate activities within the assigned department is helpful, but not essential
Ability to sit or stand, intermittently or for an extended period of time (up to and including four hours per day), and
Experience planning and leading complex quantitative projects
High proficiency with standard modeling/data extraction tools (e.g., SAS (preferred) or R) and VBA
Ability to produce high quality documents, presentations, and analyses

Quantitative Risk Manager Resume Examples & Samples

Developing, refining, maintaining and supporting models and methodologies of the risk management of asset classes from a quantitative perspective. Deep understanding of the existing risk models available of asset classes
Provide expertise on the conceptual soundness of valuation engines and its suitability for capturing risks adequately. It also incorporates providing high quality documentation on due diligence work in the validation process
Design and implement analysis to measure on-going model calibration for new “incubating” risk models
Supporting the development of the market risk stress-test library
Provide though leadership in research on both risk modelling techniques and statistically based research to support the asset management function
Performing Quantitative Analysis on Market data and Risk Functionality
Independently review of pricing engine on the front desk or risk vendors
Strengthening quantitative analysis using programming software
Provide consultancy services to the portfolio management teams, internal teams and the wider business
Supporting the profile of the quantitative risk function, both internally and externally, and be seen as a trusted and valued advisor to the business
Accuracy & highly numerical
Planning & Organisation
Able to demonstrate project oriented skills
Good communication skills. Able to articulate understanding of the models to external stakeholders
Team spirit / ability and networking
Able to push projects forwards to completion level
Ideation and creative thinking
Comfortable interfacing with senior personnel on current project and initiative
Undergraduate Degree (or equivalent)
Member of The Institute of Risk Management Association
Chartered Certified Accountants
Chartered Institute of Securities and Investments
Laws, regulations and standards

Senior Quantitative Risk Modeler Resume Examples & Samples

The models are to be used for Stress Testing (DFAST/CCAR) and Risk Ratings for C&I and CRE portfolios OR loss forecasting for Mortgage and Helocs portfolios
You will act as an expert resource in the fields of credit risk quantification and modeling, working closely with other stakeholders both internal and external such as business and risk areas, and regulatory authorities
The person will be responsible for driving innovation in analytical tools and the application of analytics (new methods, processes, new uses of statistics)
Executing analytics projects associated with the work described above and presenting the result of his or her analysis to senior management while operating in an international setting
Executing project deliverables (includes aligning non-analytical resources, developing project plans, etc.)
Developing, enhance, implement, document and provide ongoing expert support for advanced credit risk models and methodologies, covering Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD)
Utilizing advanced statistical, financial and economic concepts to develop analysis that can be used by management in business decisions such as pricing, risk management and capital allocation to ensure business value is being delivered
Developing and documenting loss forecasting models for stress testing across a number of Commercial and Wholesale portfolios OR Mortgages and Helocs
Ph.D. or Master's degree in a quantitative field: Economics, Finance, Statistics, or a related discipline
2 years’ experience with loss forecasting either commercial or retail portfolio (Familiarity with PD/LGD/EAD modelling and demonstrating subject matter expertise with Credit Bureau/Moodys data is a plus
2-3 years’ experience with applied statistical techniques: linear and non-linear regression, time series forecasting, panel data analysis, optimization, data mining and survival analysis; hands-on experience in SAS, R, Matlab or similar software
Ability to articulate complex theories, concepts, methodology and findings, OR 1-2 years’ experience with Scorecards and Economic Capital models for Mortgage and Home Equity portfolio
Self-motivated and with sense of urgency
Willingness to work in a team environment and to coordinate work efforts with others in international locations

Senior Analyst, Quantitative Risk Resume Examples & Samples

Daily client portfolio stress testing and risk analysis (equities, equity options, fixed income, futures, futures options, forex)
3 years practical financial risk management experience
3 years practical trading experience
4 Year College Degree (Finance, Mathematics, Physical Sciences, or Engineering)

Senior Quantitative Risk Modeler Resume Examples & Samples

Providing technical knowledge and advice to Director of Quantitative Risk Management (QRM) and Senior Bank Management related to quantitative analysis, modeling, economic capital, and stress testing
Periodically evaluating and enhancing the models to maintain their relevance and ensure compliance with current regulatory requirements
Measure and analyze the liquidity effects of government-mandated and idiosyncratic scenarios
Quantify the probability of default, loss given default, and exposure at default to be used in the credit review process and in the calculation of the allowance for loan and lease losses
Optimize product and services pricing; and
Analyze and predict compliance with high risk laws and regulations (including those under the purview of the Consumer Financial Protection Bureau), and performance under the Community Reinvestment Act
Guiding and critically evaluating the efforts of consultants and vendors engaged to develop and document models to be used or in use in the production environment
Supervising and mentoring Quantitative Risk Modelers
Serving as an expert resource in the fields of risk quantification and modeling in support of and working closely with both internal and external stakeholders, including business and risk professionals and regulatory authorities
Collaborating with business units to identify the relevant asset-liability management data used in analyses and modeling and to ensure that it is collect and retained
Participating in and providing information for discussions with regulators, independent public accountants, and consultants on current quantitative processes, related outputs and analyses, and management determined model inputs
Performing ad hoc analyses as requested by the Director of QRM
Making recommendations for enhancing resource allocation and financial performances
Communicating results of work and recommendations for improvements or enhancements effectively to all levels of management
Collaborating with the Director of QRM in identifying, recruiting, selecting, and managing a team of high caliber analysts and modelers skilled in the development of modern, practical analytical and predictive models
Performing other duties as may be required
Excellent oral and written communications skills including the ability to articulate complex theories, concepts, methodology and findings in a non-technical fashion and to non-technical audiences
Ability to design and apply complex financial and economic models and quantitative tools to solve business problems
Understanding of bank operations, including finance and treasury, credit, deposits, sales and support operations, trust and asset management, and regulatory compliance
Excellent quantitative, analytical, and technical skills, including hands-on, practical experience with several of the following techniques
Linear and non-linear regression
Maximum likelihood estimation
Panel data analysis
Limited dependent and qualitative variable models
Data mining
Superior problem-solving skills
Ability to interact with a variety of management levels and to easily shift between a detailed and a big picture focus
Ability to lift a typical office-sized storage container (box) for shipment of records being retained (up to 30 lbs.)
5+ years of increasingly responsible experience in financial and business analysis
3 years of experience directly related to financial services modeling or model validation at a DFAST/CCAR institution
Experience preparing deliverables for senior management committees and corporate boards
Ph.D. or Masters in degree in finance, economics, statistics or related quantitative field
Travel on Company business is required, including occasional overnight travel or extended business trips, both throughout and outside of the Company’s footprint

Quantitative Risk Manager Resume Examples & Samples

Utilize analytical and quantitative methodologies for daily risk monitoring, financial and transactional modeling and valuation
Develop, calculate and validate the daily statistical/risk analytics for various deal types in global crude trading and risk management - emphasis on option modeling and time series analysis
Perform scenario analysis, stress testing, and back testing of models to assess the impact of commodity price movements potential future exposure, credit risk metrics, and liquidity risks, gross margin at risk, and support regulatory and compliance requests
Validate and maintain asset valuation models. Develop models for long and short term price volatility of market curves to support portfolio valuation and management decisions
Familiar with Endur, MarketView, QlikView and other future applications as required by the business
Research and monitor industry best practices and apply quantitative and statistical techniques to assist in the development of effective risk limits
Develop integrated web based reports
Build technical community between crude risk and SARP team, ensure consistency in model development and related controls
Develop strong business partnering relationships with the commercial teams, while retaining independence as part Market Risk
Ability to lead and mentor peers on quantitative concepts, developing a more technical skill set within the team
Take a leadership role in communicating and supporting positions to various stakeholders

Quantitative Risk-VP Resume Examples & Samples

Strong analytical skills and understanding of financial products, including an understanding of sensitivity analysis, asset allocation models, and product-specific risk measures
Experience with modeling and statistics, including interpretation of downside risk measures such as VAR
Excellent communication skills, specifically writing and presentation skills and comfortable interacting with with senior personnel on highly sensitive issues
Team player with a strong work ethic and high level of maturity
Proficiency in SQL, VBA, and R a plus
5+ years of experience in the financial services industry
CFA or FRM or progress towards one of the two a plus

Quantitative Risk Analysis Manager Resume Examples & Samples

Support in reporting and query writing for all credit reporting inquiries that are extracted directly from the loan system
Assists in Business Intelligence report writing
Assists with the management process for all credit models including allowance for credit losses, credit risk stress testing and credit data mart applications
Report various findings and outcomes to executive management on a periodic basis as part of the strategic decision making process of the bank
Generates various ad hoc reporting for executive management decision making
Advanced degree in Mathematics, Statistics, Economics or related field
Three or more years of experience in financial risk management, experience in developing and/or validating statistical models is preferred
Knowledge with SQL, SAP Business Objects and relational database configuration is ideal
Must have attention to detail, initiative and capacity to work under tight deadlines
Advanced Microsoft excel and proficiency in Microsoft Access mandatory
Acquaintance of credit and financial risk management, economic capital and stress testing concepts

Manager, Quantitative Risk Resume Examples & Samples

Conduct critical review and validation of existing pricing models, including derivative models, and portfolio construction models
Lead the development and implementation of risk models suitable for both public and private asset classes
Provide idea leadership in the development of quantitative risk solutions across Investment Risk
Liaise with business owners and management to support portfolio management and investment decision process
Participate in the design, development and evaluation of prospective risk systems
Partner with external vendors to enhance and influence new product development

Senior Analyst, Quantitative Risk Resume Examples & Samples

Conduct critical review and validation of existing models, including derivative models, and portfolio construction models
Work on the development and implementation of risk models suitable for both public and private asset classes
Support the risk oversight teams I the analysis of risks and vulnerabilities

Senior Quantitative Risk Model Developer Resume Examples & Samples

Ability to utilize tools, techniques and processes for gathering and reporting data in a particular department or division of a corporation
Acquaintance of the values and practices that line up client needs and satisfaction as primary considerations in all business decisions, and ability to influence that information in generating customized customer solutions
Ability to use numerical methods to develop statistical models for devising trading strategies
MS degree or Ph.D. in Computer Science, Economics, Math, Engineering, Physics or additional quantitative field is preferred
Minimum 3 or more years of experience in the above in the banking/finance industry
Thorough understanding of at least one programming language such as R - SAS - C - C++ - Python

Senior Quantitative Risk Development Analyst Resume Examples & Samples

Employ robust model development efforts to guarantee production of high-quality models
Partner with the model owner, model users, and model risk to safeguard that risks inherent in model development and usage are properly identified and managed
Create, review, and update strong and wide-ranging model documentation (methodology guide, user guide, policy documents)
4+ years of experience in a associated role in the industry is required
Strong and fluent communication skills and the ability to confer ideas with colleagues at all levels of the organization is required
Deep familiarity with database technology and integration of quantitative models within enterprise-scale software systems would be advantageous
Acquaintance with a high level language such as C++ or Java, along with knowledge of numerical languages such as MATLAB or R is highly desired
Profound familiarity with market risk methodologies such as Value-at-risk, back-testing, derivative pricing, statistical analysis and stress testing is vital

Quantitative Risk Modeling Assistant Group Manager Resume Examples & Samples

Assists with maintaining the mapping process from multiple systems to certify consistency in reporting across the bank for credit reporting purposes
Minimum Required Qualifications *
4 or more years of experience in financial risk management, experience in developing and/or validating statistical models is preferred

Quantitative Risk Model Validation Mgr Resume Examples & Samples

Minimum 5 years of experience in the financial services industry
Minimum 5 years of quantitative analysis experience in a discipline relevant to risk management to include statistical analysis, modeling, mathematics
Minimum 3 years of experience with model validation or development
Candidates for the role are expected to hold a degree in a quantitative discipline, e.g. Bachelor's degree in mathematics, finance, engineering, statistics or related discipline
5+ years of experience within the financial services industry
Experience of 3+ years in Model validation, development or similar experience within an Internal Audit function. Hands-on experience of risk and financial modelling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of valuation modelling, financial and bank focused products
Proven track record of strong technical model development, model management, and/or model oversight in one or more of the following areas: credit risk management, market / interest rate risk management, economic capital estimation, and valuation
Proven knowledge of banking systems and processes, risk management methodologies, and familiar with Model validation function
Knowledgeable about model risk management and associated regulatory requirements such as OCC 2011-12, Basel II, SR 15-18/19
Deep modeling and technical skills. Advanced Excel skills with ability to apply and review formulas and functions, along with extensive knowledge with the suite of MS Office applications
Demonstrated ability to think critically and facilitate change through collaborative effort. Strong interpersonal, verbal, and written communication skills
Self-motivation, discipline, task focus, the ability to structure and present work and a proven record of delivering high quality results within strict deadlines
Experience in data management and analysis
Programming experience with software applications such as SAS, R, SQL, VBA a plus
Extensive knowledge and experience with various models -- Regression, Market Risk, Operational Risk, Credit Risk, PPNR, and analysis tools including Excel, EViews, or Stata applications
Advanced degree in finance, economics, statistics or related field (Masters or PhD preferred). Industry certifications a plus (e.g., CFA, FRM)
Represents basic qualifications of the position. To be considered for this position you must at least meet the basic qualifications

Quantitative Risk Manager Resume Examples & Samples

Multiple retail product exposure
Outstanding technical skills including Word, Power Point, spreadsheets, and analytic tools such as SAS
Prior experience with retail Loss Forecasting

Quantitative Risk Model Manager Resume Examples & Samples

Perform review and analysis of expert judgment or qualitative factors that enhance quantitative models; review to approve proper controls and adequate documentation is in place
Aids in Business Intelligence report writing
Aids with the management process for all credit models including allowance for credit losses, credit risk stress testing and credit data mart applications
Aids with maintaining the mapping process from multiple systems to certify consistency in reporting across the bank for credit reporting purposes
Knowledge with SQL, SAP Business Objects and relational database configuration is preferred
Innovative skills with database development, maintenance, and extraction of data for reporting

Senior Quantitative Risk Manager Resume Examples & Samples

Develop & document quantitative models independently with a minimum of supervision
Research best practices and new modeling techniques
Responsible for development and analysis of quantitative models (financial and non-financial) focused on, but not limited to, forecasting, stress testing, valuation, interest rate modeling, and balance sheet management
Facilitate the delivery of each model’s business objective(s)
Support ensuing model validation efforts, and oversee model’s monitoring & maintenance over time
5+ years of experience in a associated role in the industry is required

Senior Quantitative Risk Specialist Resume Examples & Samples

Knowledge and ability to use the tools, processes and practices for forecasting business trends and providing forecasts that drive business decisions and business planning
Knowledge of and ability to plan, implement and manage testing tactics, policies and practices that guarantee the distribution of high quality applications
Aquaintance of quantitative tools and techniques to measure and analyze risks
Assesses and effectively manages all of the key risks related with their business objectives and activities to ensure activities are in orientation with the bank's and unit's risk appetite and/or management agenda
Acquaintance of techniques, roles, and responsibilities in providing technical or business guidance to clients, both internal and external; ability to apply this knowledge appropriately to diverse situations
The candidate must have an understanding of risk analysis
Capacity to execute on competing priorities in an efficient and timely manner
Minimum five or more years of experience in the above in the banking/finance industry
Thorough understanding of at least one programming language

Quantitative Risk Analytics, VP Resume Examples & Samples

Develop risk models for new Rates, FX and Equity derivatives (Total Return and Dividend swaps)
Perform quantitative research to implement model changes, enhancements and remediation plans
Work with stakeholders across business and functional teams during model development process
Create tools which can enhance and improve the quality of market and credit risk-related data
Conduct analysis on existing model short-comings and design remediation plans
Maintain, update and back-test bilateral initial margin model (SIMM)
Integrate/Migrate VaR and Credit Analytics into Global Framework
Assess the methodologies and processes used by modeling teams to develop and manage their models, and identify potential weaknesses and the associated materiality of the risk
Quantitative Master’s Degree; PhD degree preferred
Deep understanding of pricing and risk calculations for financial derivatives
Strong analytical skills required to understand quantitative models, and to translate that understanding into sustainable library design, code development and integration into IT’s systems
3-5 years of experience in market and/or counterparty credit analytics; preference for experience in derivative modelling experience at a major bank
Strong understanding of EPE, CVA, DVA, FVA, MVA
Database expertise; SQL, Informix, Sybase
Proficient programming skills in C#, C++; Python a nice to have
Experience with Murex a plus

Quantitative Risk Modeler Resume Examples & Samples

Working primarily with line and credit approval personnel to design, develop, document, and implement Probability of Default (PD)/Loss Given Default (LGD) models, thus providing credible management direction to support business decisions
Ensure full compliance with regulatory and accounting requirements
Provide functional specs to Information Technology (IT) within the context of Citizens existing model implementation environment
Conduct Quantitative portfolio analytics in coordination with the Risk reporting units, the business units and the Treasury Capital Management unit
Experience with credit risk modeling at a bank or Non-Bank Financial Institution (NBFI) Strong Quantitative/statistical skills (logistic and linear regression, advanced statistical modeling, etc)
Excellent communication skills to develop and present recommendations of “grey areas” / uncertainty

Quantitative Risk Modeling Analyst Resume Examples & Samples

Bachelor's degree in mathematics or a mathematically related field such as mathematical finance, financial engineering, statistics, operations research or economics
1+ experience with risk modeling, preferably within the financial services industry
Experience with documenting technical aspects of a model as well as presenting results/findings
Proficient in either SQL, SAS, or R

Senior Quantitative Risk Manager Resume Examples & Samples

Work closely with validation regarding accuracy and performance of statistical models and to detect issues requiring further investigation
Monitor external vendor models to guarantee accuracy and relevancy
Assist as a key contributor supporting independent model creation of capital planning and stress testing models
Lead the complete and in depth analysis on large data sets, and formulate analysis and reports to support discussions on crucial analytics and model risks
Provide independent model review services and support across functions at client
6 or more years of hands-on modeling experience in stress testing (DFAST, CCAR), capital planning, capital allocation, funding and liquidity
7 or more years of work associated experience in a statistical modeling risk analytics position
5 or more years of statistical analysis and the handling of large volumes of data and analyzing for trends
5 or more years’ experience with the application of regulatory requirements for Model Risk
5 or more years of experience using modeling techniques supporting one the following: Capital Planning, Stress Testing (DFAST and/or CCAR), ALLL, Loss Forecasting, etc
6 or more years of work related experience in risk analytics/statistical modeling within the banking or financial industry

Senior Lead Quantitative Risk Resume Examples & Samples

Complete as directed, analysis to support existing internal client requests, efforts to engage new internal clients, or ad hoc internal projects
5 or more years of experience using advanced quantitative analysis and applied statistical techniques in relevant asset/liability categories, including regression, model specification, time series forecasting, economic models, data mining, survival analysis, credit risk modeling, sensitivity and uncertainty analysis, back-testing
5 or more years financial services experience with a preference for skills acquired in a function responsible for CCAR/DFAST stress testing, capital management, risk management, ALM , dynamic balance sheet/ income statement forecasting, loan loss reserve modeling, loan or bond pricing

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