Risk Quantitative Analyst Resume Samples

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P Barton

Pete

Barton

27775 Keanu Drive

San Francisco

+1 (555) 114 1081

27775 Keanu Drive

San Francisco

Phone

p +1 (555) 114 1081

Experience Experience

Phoenix, AZ

Market Risk Quantitative Analyst

Phoenix, AZ

Anderson and Sons

Phoenix, AZ

Market Risk Quantitative Analyst

Preparing supporting material for Senior Management Committees, both Internal Workshops as well External Workshops/Audit with Regulators
Develop, improve, and participate in the periodic recalibration process of the VaR model,
Estimate upfront VaR and capital impact to manage Front Office as well as Management Board expectations
Developing prototypes to test the proposed revised Standard rules for capital calculation (Standard Approach) at Group and Trading Desk level
Developing and implementing quantitative methodologies to be used for market risk measurement as part of the FRTB Quantitative Impact Studies
Ensure industry best-practice by rigorous challenge process within governance framework to satisfy the expectations of Regulators
Agree approach with and get acceptance from the Market Risk Managers

San Francisco, CA

Risk Analytics Market Risk Quantitative Analyst

San Francisco, CA

Raynor-Lueilwitz

San Francisco, CA

Risk Analytics Market Risk Quantitative Analyst

Provide research and analytical support to London risk teams for market risk models including VaR, Stressed VaR, IRC and CRM
Up-to-date working knowledge of Basel/CRD IV
Respond to audit, validation or regulatory requests on a timely and accurate basis and work closely with other Market risk departments
Familiarity with at least some of the following market risk models: VaR, IRC, CRM, CVA VaR
MSc or PhD, or equivalent, in a quantitative discipline such as economics, mathematics, physics, or engineering
Detailed knowledge of at least one asset class such as Equities, Rates, Traded Credit, FX or Commodities
Oversee implementation of model changes

present

Philadelphia, PA

Senior Market Risk Quantitative Analyst

Philadelphia, PA

Marvin, Schaefer and Cronin

present

Philadelphia, PA

Senior Market Risk Quantitative Analyst

present

Model testing including backtesting, sensitivity analysis, stress testing, and benchmarking
Ongoing improvement of business acumen including knowledge of regulatory guidance, relevant research, risk technology, and financial services industry
Participation in improvement of model validation procedures and supporting methods
Participation in model monitoring and maintenance review
Review of the model implementation, verification of user acceptance testing
Review market risk reporting for any new business lines, products, and transactions as part of the due diligence process
Replication of the model estimates

Education Education

Bachelor’s Degree in Statistics

Oregon State University

Bachelor’s Degree in Statistics

Skills Skills

Strong understanding of advanced analytics software such as SAS
Excellent writing, communication and presentation skills
Proficient skills in SQL, VBA Script, Excel, Python, JAVA and C#
Ability to manage multiple projects
Attention to detail
Data management skills
Significant experience in modeling of consumer assets
A Masters or PhD in Quantitative disciplines such as Economics, Statistics, Physics or Engineering
SAS Certification
A Master's in Quantitative disciplines such as Economics, Statistics, Physics or Engineering

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15 Risk Quantitative Analyst resume templates

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Risk Quantitative Analyst Resume Examples & Samples

Excellent programming skill and data analysis capability are essential, especially in C/C , Perl, shell scripts, VBA and basic database skills in either Oracle or Sybase
Familiar with general operation systems (OS) and integrated development environment (IDE) like Linux/Unix, Windows, Eclipse, Microsoft Visual Studio, software development cycle, Unit/Acceptance testing, Code version control (CVS), hardware and storage management such as job schedule, Storage Area Network ( SAN) and Network Attached Storage (NAS)
3 years working experience in related field is required

Risk Quantitative Analyst Resume Examples & Samples

Degree of MS or Ph.Din a highly quantitative field, such as mathematics, physics, statistics, orengineering
Knowledge of derivative pricing and products, market riskmanagement practices and procedures, numerical methods, Monte Carlosimulations, statistical analysis
Very good programmingskills, in C/C

Senior Operational Risk Quantitative Analyst Resume Examples & Samples

Advanced degree in statistics/mathematical finance or other quantitative field. Proven accomplishments in research and analysis a plus
5+ years experience in risk modeling, good knowledge of the Operational Risk models used in the industry, experience in advanced statistical modeling and model validation
Database experience, SAS, SQL, VBA, Business Objects, C and/or MatLab
Strong communication skills and successful experience presenting to senior management and interacting with the regulators. The ideal candidate must have experience in leading projects and delivering to deadlines

Credit Risk Quantitative Analyst Resume Examples & Samples

Review and challenge the CCAR counterparty credit risk stress testing results and effectively present key results and findings to senior management
Create effective solutions on stress testing outside the strategic platform and actively drive the strategic implementation forward
Support the manager to interact with regulators regarding stress testing methodology and analyses of Counterparty Credit Risk
Run the developed models during CCAR runs, and document the results for the banks CCAR submission

Risk Analytics Market Risk Quantitative Analyst Resume Examples & Samples

Oversee implementation of model changes
Respond to audit, validation or regulatory requests on a timely and accurate basis and work closely with other Market risk departments
Detailed knowledge of at least one asset class such as Equities, Rates, Traded Credit, FX or Commodities
Up-to-date working knowledge of Basel/CRD IV
Good knowledge of stochastic calculus, Monte Carlo, PDE and other numerical techniques

Corporate Model Risk Quantitative Analyst Rates Resume Examples & Samples

Develop and implement alternative model benchmarks and compare the outcome of various models; Design model performance metrics
Advanced mathematics required for financial modeling (i.e. probability theory, stochastic calculus, partial differential equations, numerical analysis, statistics)
A knowledge of options pricing theory would be an advantage

Risk Quantitative Analyst Resume Examples & Samples

Understand Citi’s credit risk management systems, data flow, data definition and data requirement for various trading products. Utilize this knowledge to perform various analyses to meet risk managers and business needs
Conduct counterparty credit risk model analysis and backtesting required by regulators and model performance reviewers
Specify exposure calculation methods for counterparty risk management and regulatory capital requirement
Interact with other risk management teams, with the front office and with various technology groups to coordinate implementation of improvements to risk models and also support any related production processes
Conduct Ad-hoc data analysis to support regulatory inquiries, internal capital optimization
Prepare reports and analysis for presentation to senior management and regulators

Market Risk Quantitative Analyst Market Risk Methodology Resume Examples & Samples

Advance the methodologies and parameterization for measuring VaR
Develop, improve, and participate in the periodic recalibration process of the VaR model
Collaborate closely with Risk IT in improving the market risk measurement platform and in implementing model changes
Participate in methodically testing new implementations in the VaR measurement system
Contribute to analyses / responses demanded by internal and external parties (e.g. regulators, audit)
Master's degree in a quantitative discipline (e.g. Financial Engineering, Mathematics, Statistics, Computer Science, Physics, Engineering, Operations Research)
Strong analytical skills and strong knowledge of quantitative risk models, financial engineering and derivatives valuation techniques
Strong coding skills in the statistical software R. Competency in SQL. Knowledge of other programming languages (like Java, C++) or database design is a plus
Competency in working with large data sets, time series analysis, statistical analysis, outlier detection, regression models
Familiarity with LaTeX document creation
Strong communication skills and ability to explain technical topics to a varied audience
Detail oriented, highly self-motivated, and ability to work collaboratively
Fluent command in English (oral and written)

Liquidity Risk-quantitative Analyst Resume Examples & Samples

Develop analytical tools and infrastructure to effectively manage liquidity risks for the firm
Conduct independent research projects focused on liquidity risks
Work closely with Treasury and senior management to identify emerging ALM and liquidity risks and conduct analysis to provide tools to address emerging risks
Understanding of Financial systems and simulation tools
Ability to think strategically and understand implications of liquidity risk management to firm-wide balance sheet and capital management
Strong programming skills and familiarity with data base and statistics programming tools

Risk Quantitative Analyst Resume Examples & Samples

Degree of MS or Ph.D in a highly quantitative field, such as mathematics, physics, statistics, or engineering
Knowledge of derivative pricing and products, market risk management practices and procedures, numerical methods, Monte Carlo simulations, statistical analysis
Very good programming skills, in C/C++

System Risk / Quantitative Analyst Resume Examples & Samples

Identify and monitor systemic risk developments within global financial markets
Develop methodologies to assess the probability of such risk events
Assess strategic changes to deposit rates in different business lines based on the evolution of market interest rates
Assess the effect of Chinese currency devaluation on global currencies and rates
Estimate the probability of sudden currency regime changes in different countries
Degree in Economics, Finance, Statistics or a related discipline (Master’s degree preferred)
Coursework in theoretical and empirical Asset Pricing and Econometric methods and some experience analyzing data to address economic questions
Good written and oral communication skills are required with the ability to present work in a formal and understandable format
Relevant work experience is a plus
Ability to operate well in a team environment
Must demonstrate ability to successfully engage in multiple projects

Market Risk Quantitative Analyst Resume Examples & Samples

Developing and implementing quantitative methodologies to be used for market risk measurement as part of the FRTB Quantitative Impact Studies
Evaluating the impact of the new capital rules for the Group but also for particular Business/desks
Developing prototypes to test the proposed revised Standard rules for capital calculation (Standard Approach) at Group and Trading Desk level
Defining and implementing tactical revised methodology for all material Non-Modellable Risk Factors
Using in-house systems and prototypes to analyse the multiple criteria through quantitative and qualitative features of the trading desks to be able to use Internal Models approach to capitalize their trading activities
Liaising with other stakeholders within the bank involved with FRTB and in particular hands on the Quantitative Impact Studies
Agree approach with and get acceptance from the Market Risk Managers
Ensure industry best-practice by rigorous challenge process within governance framework to satisfy the expectations of Regulators
Check feasibility of implementation approach with Information Technology and Operations
Estimate upfront VaR and capital impact to manage Front Office as well as Management Board expectations
Preparing supporting material for Senior Management Committees, both Internal Workshops as well External Workshops/Audit with Regulators
Strong quantitative skills including a good mastery of Probability, Statistics and Derivative Pricing Theory
Solid experience in coping with large datasets and applying market data methodologies across different product/asset classes
Ability to work independently and/or within intra/inter-departmental groups
One or more programming languages (C++/Java/VB/Matlab)
Ability to explain mathematical concepts and results in layman's terms

CIB Risk-quantitative Analyst Resume Examples & Samples

Develop and implement derivatives pricing and risk management models in Python and C++
Adapt existing and develop new models from different asset classes (Interest Rates, FX) to needs of Emerging Markets trading
Rapid prototyping of models and products
Strong software development and C++ / Python skills
Strong analytical and problem solving abilities and the ability to maintain critical thinking abilities
Understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Understanding of probability theory, stochastic processes, partial differential equations, and numerical analysis
Interest Rates flow products and curve construction
Interest Rates options modelling – HJM, tree, Monte Carlo simulation
Inflation modelling
FX modelling

Systemic Risk Quantitative Analyst, AVP Resume Examples & Samples

Identify and monitor systemic risk developments
Develop methodologies to assess the probability of risk events
Evaluate the effect of risk events on Citi’s capital, liquidity and leverage
Estimating the sensitivity of deposit rates (for different business lines) to market rates
Quantifying the margin posting of Citi’s derivative hedges in response to rate and credit shocks
Masters degree or higher in quantitative field such as statistics, economics, business finance, or mathematics. Some work experience preferred
Good written and oral communication skills are required, ability to present work in a formal and understandable format, bringing groups of people to consensus
PCs, SAS, Microsoft Office Suite, and general office equipment
Candidates should be strong quantitatively, naturally inquisitive, organized, and able to work both alone and as part of a team

Mortgage Risk Quantitative Analyst Resume Examples & Samples

Proven track record of risk modeling of various derivative and cash products (interest rate, FX, credit, equity, emerging markets, and securitized products)
An ability to work in dynamic cross functional and cross product teams
A keen interest in regulation and an ability to translate regulatory requirements into risk and valuation models; and
Develop and enhance risk and capital models
Collaborate with clusters and risk methodology teams to develop risk models
Prepare documentation for model validation and regulators
Provide leadership to risk IT teams in model development and implementation

Senior Market Risk Quantitative Analyst Resume Examples & Samples

Makes day-to-day independent decisions to resolve day-to-day issues. Expected to make the necessary decisions to carry out own job responsibilities and meet primary goals and objectives. Analyzes and escalates unusual or complex issues to manager
Minimum of five years proven, progressive and broad-based credit risk management with proven experience assessing financial institution risk
Bachelor's degree in business, related field, or equivalent experience
Strong written and verbal communication skills; strong interpersonal and diplomatic skills
Knowledge of Personal Computers as well pertinent software / programs
Flexibility in adapting to changes in internal business and external risk practices; policies and reporting; industry practices; and regulatory frameworks
Thorough understanding of credit approval, relevant external policies and regulations, as well as lines of businesses supported

Mortgage Risk Quantitative Analyst Resume Examples & Samples

Proven track record of risk modeling of various derivative and cash securitized products
Develop and enhance risk and capital models for securitized products
LI-CF1*

Liquidity Risk Quantitative Analyst Resume Examples & Samples

Produce reports and present analyses to senior management and regulators
Broad understanding of liquidity risks and balance sheet management
Strong financial market knowledge of Fixed Income, capital markets, and banking products
Excellent team work ethics
Postgraduate level education, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or finance/economics with quantitative emphasis). Master or higher degree is preferred
Experience in risk management, numerical analysis, Finance and other Control functions
Knowledge of balance sheet management, capital markets and banking products, financial systems

Senior Market Risk Quantitative Analyst Resume Examples & Samples

Independent Validation of market risk models, QRM models (such as QRM ALM, QRM Mortgage Banking, FTP, MSR valuation), balance sheet forecasting, prepayment, credit line utilization, term structure of interest rate models and other types of models as assigned
Effective challenge of the model conceptual soundness, assumptions, and appropriateness of model methodology
Model development data integrity verification
Replication of the model estimates
Model testing including backtesting, sensitivity analysis, stress testing, and benchmarking
Preparation of comprehensive independent validation documentation
Coordination of independent validation projects and processes among multiple stakeholders
Participation in peer review processes for model development and validation
Ongoing improvement of business acumen including knowledge of regulatory guidance, relevant research, risk technology, and financial services industry
Development of strong business relationships with key business partners
Statistical and econometric theory, stochastic modeling, logistic regression, linear regression, time series modeling, operations research, and scenario based simulations
Model development and implementation procedures
SAS statistical software
Regulatory requirements such as SR 11-7
Project management, strong communication and writing skills
QRM
AD&Co
Bloomberg
RiskMetrics
Programming Skills (Matlab, VBA, Python)

Model Risk Quantitative Analyst Resume Examples & Samples

Master's degree, or equivalent work experience with a quantitative emphasis in business, finance, economics, statistics, operational research, or accounting
Five or more years of financial services industry experience, including experience with models and model risk management
Demonstrated process and documentation review and assessment experience
Familiarity with banking
Strong Microsoft Office and advanced Microsoft Excel skills
Familiarity with regulatory guidance OCC 2011-12/FR SR 11-7
Prior audit or compliance experience
Ability to independently and effectively work with all levels of management
Knowledge of U.S. banking regulations (including SOX, BASEL and CCAR)

Market Risk Quantitative Analyst Resume Examples & Samples

Collaborating with internal partners to propose and test new market risk methodologies; overseeing model development (including programming, testing, and documentation)
Work with the team's internal partners to design market risk methodology, including counterparty exposure risk methodology and valuation/hedging analytics, and develop models/tools to support the Bank's market risk management activities
Manage research activities that support the Bank's market risk model development
Directly responsible for model development projects assigned at the team Director's discretion. These projects are expected to encompass ALM modeling, mortgage, trading market risk modeling, and counterparty credit
Support the group's Director in management activities, as needed

Risk Quantitative Analyst Resume Examples & Samples

Strong understanding of advanced analytics software such as SAS
Significant experience in modeling of consumer assets
Proficient skills in SQL, VBA Script, Excel, Python, JAVA and C#
Excellent writing, communication and presentation skills

Corporate Model Risk-quantitative Analyst Model Validation Associate Resume Examples & Samples

PhD or equivalent
C/C++ programming, Visual Basic
Team work oriented
Trading desk support, model validation, or model design experience

Counterparty Credit Risk Quantitative Analyst Resume Examples & Samples

The opportunity to work in a dynamic and innovative team
A challenging role in developing quantitative models for risk measurement and monitoring of financial collaterals and exposure
Contribution to the risk assessment of new business and lead key strategic initiatives development
Risk modeling of different asset classes and products
Querying and empirical analysis of large amount of financial data
Programming of model prototypes
Collaboration with business partners globally and cross-functionally
Cooperation with IT and project management for IT-implementation of risk models
Supporting risk management units in model related questions and ad-hoc queries
Credit risk experience
Practical work experience in a similar function within a financial institution
Good programming skills in e.g. R, Matlab, Python SQL, VBA, C#
Excellent MS-Office
Organized personality with attention to details
Flexibility and the ability to work under pressure
Excellent analytical skills, especially with regards to financial analysis
Fluency in English, any other European language is a plus