Quantitative Risk Resume Samples
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Quantitative Risk Resume Samples
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AM
A Murphy
Abelardo
Murphy
8073 Dejon Terrace
Chicago
IL
+1 (555) 598 2623
8073 Dejon Terrace
Chicago
IL
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
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
15 Quantitative Risk resume templates
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1
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
2
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
3
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
4
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*
5
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
6
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
7
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
8
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.)
9
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
10
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
11
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
12
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
13
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
14
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
15
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
16
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
17
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
18
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
19
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
20
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
21
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
22
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
23
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
24
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
25
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
26
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
27
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
28
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
29
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
30
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
31
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
32
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
33
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
34
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
35
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
36
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)
37
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
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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
39
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
40
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
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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
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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
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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
44
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)
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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
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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
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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
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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
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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
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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
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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
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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
53
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
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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
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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
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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
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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
58
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
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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
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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
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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
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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)
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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
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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
65
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
66
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
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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
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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
69
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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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