Risk Modeler Resume Samples

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CG
C Gorczany
Chad
Gorczany
3732 Leo Path
Detroit
MI
+1 (555) 463 4732
3732 Leo Path
Detroit
MI
Phone
p +1 (555) 463 4732
Experience Experience
Boston, MA
Risk Modeler
Boston, MA
Johnston Group
Boston, MA
Risk Modeler
  • Liaising with quantitative developers of the firm and providing leadership during infrastructure development
  • Participating in project work around improvements to credit risk parameters
  • Working on methodology to improve overall scenario analysis and execution
  • Assisting in the development of credit risk rating models at single obligor and transaction level
  • Performing ad-hoc analysis      
  • Further develop the Standardized methodology including both risk modeling aspects and business liaison aspects
  • Assisting in the preparation of regulatory (e.g. Pillar III) disclosures relating to Basel II, CRD IV
Dallas, TX
Experienced Risk Modeler
Dallas, TX
Crooks, Cormier and Daugherty
Dallas, TX
Experienced Risk Modeler
  • Stress testing methodology development. This would include development of
  • Stress testing impact analysis and documentation of results for presentation to Senior management, Board and Regulators
  • Testing and documentation of models for validation
  • Challenger models to cover material contributions of firm-wide scenarios
  • Scenario calibration models
  • Scenario Design and Expansion execution
  • Top down and bottom up risk identification and quantification
present
Phoenix, AZ
Senior Risk Modeler
Phoenix, AZ
Greenholt-Zemlak
present
Phoenix, AZ
Senior Risk Modeler
present
  • Team is properly trained, knowledge sharing established and working together productively
  • Analyze model performance over time & identify areas for model improvement
  • Perform data analysis as part of model performance tracking
  • Develop and inculcate healthy and collaborative work environment
  • Pro-active team management and development
  • Improved constructive collaboration with other Credit Analytics teams
  • Execute models & interpret results; present models & results to sr. mgmt. & other internal customers
Education Education
Master’s Degree in Quantitative
Master’s Degree in Quantitative
Liberty University
Master’s Degree in Quantitative
Skills Skills
  • Highly Detail Oriented
  • Strong communication skills with the ability to express complex financial instruments in simple terms     
  • Good VBA & SQL knowledge
  • Ability to build strong relationships with peers, line of business managers and colleagues across the Bank
  • Should have knowledge of basic programming, algorithm
  • Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience
  • Strong communication skills with the ability to express complex financial instruments in simple terms
  • Good Communication skills
  • Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage
  • Being responsible for deliverables
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14 Risk Modeler resume templates

1

Risk Modeler Resume Examples & Samples

  • Minimum of a Master's degree in a field that provides a strong background in finance, economics and statistical methods. Ph.D. degree is strongly preferred
  • Minimum of 5-year experience in developing credit risk models within financial institutions
  • Handle projects independently with a minimum of oversight and supervision and should be able to make contributions to the group's knowledge base by proposing creative and valuable ways for approaching problems and projects
  • Excellent communication skills are required, as the incumbent will frequently be called upon to make presentations to the senior management and to write documents that describe work products in a clear manner
2

Ccb-risk Modeler Resume Examples & Samples

  • 5 years of experience in developing statistical and econometrics models within financial institutions
  • Strong preference will be given to those with consumer scorecard development experiences using internal and external data
  • The candidates that do not meet all the qualifications may be considered for a lower level of the position (Risk Modeler II)
3

Ccb-risk Modeler Resume Examples & Samples

  • Minimum of 5-year experience in developing loan-level loss forecasting models and credit risk models within financial institutions
  • Possess a thorough understanding of the risk drivers of the models and their applications in estimating default and prepayment risk and potential losses
  • Successful candidates will have had statistics or econometrics courses at the graduate level. Besides basic statistics, the incumbent should have a solid theoretical knowledge of regressions with categorical dependent variable such as logistic and probit and regressions with limited depended variable such as Tobit and survival modeling
  • Knowledge of linear and non-linear regressions and time series econometrics is also desired
  • Intermediate level of SAS skills, especially in modules such as SAS/Base, SAS/STAT, SAS/Macro, data mining and simulation because SAS is heavily employed in creating data sets, ad hoc analyses and modeling
4

Mrad-risk Modeler Resume Examples & Samples

  • A post graduate degree or equivalent expertise in operations research or statistics or econometrics or other related fields with emphasis in quantitative methods
  • Must have in-depth knowledge in building /validating linear and non-linear models
  • Must have in-depth knowledge in applying classification/decision tree algorithms, sequencing/association tools, and/or other linear and non-linear modeling techniques
  • Strong data handling and problem solving skills with the ability to process large volume of data and efficiently derive actionable results
  • Strong Knowledge of SAS or S+ and SQL required
5

Risk Modeler Resume Examples & Samples

  • The candidate will have to monitor, understand and analyse the market risk and to support the SRM cluster manager and the NSU team
  • Liaise with other departments and support/manage project deliveries
  • Candidates without banking experience but a strong academic background will be considered
  • Working knowledge in any asset classes and/or their derivatives will be considered
  • Competent in using Microsoft Office suite (powerpoint, excel, basic vba programing)
  • FRM qualification is a plus
6

Risk Modeler Resume Examples & Samples

  • Ph.D. or Master Degree with specialization in Statistics, Economics, Finance, Engineering or other quantitative fields
  • 5+ years hand-on statistical risk modeling experience of building application and behavior models, at least 3-year in financial industry with demonstrated proficiency in each step of scorecard development. Risk modeling experience in business banking field will be a plus
  • Understanding of regulatory requirements. Prior experience with years of face-to-face interactions with regulators and internal auditors is preferred
  • Strong writing skills and clear oral communications
  • Experienced in SAS and other Statistical Software
7

Risk Modeler Resume Examples & Samples

  • Master's degree or Ph.D
  • Degree in a quantitative discipline is preferred (e.g. Economics, Finance, Mathematics, Statistics, Physics)
  • 5+ years of experience in a quantitative analysis or development role for a bank or finance company; experience with commercial lending is preferred
  • Knowledge of modeling techniques such as logistic or linear regression
  • Programming background in SAS (Base, STAT, and/or Enterprise Guide)
  • Extensive hands-on data analysis and econometrics modeling experience with large data sets
  • Experience and or knowledge of regulations relating to capital adequacy such as Basel II/III is a plus
  • Working knowledge of VBA, C/C++, SQL, SPSS, S-Plus, R
  • Ability to build strong relationships with peers, line of business managers and colleagues across the Bank
8

Risk Modeler, Senior Resume Examples & Samples

  • 5+ years of experience in positions of increasing complexity and leadership in the financial services industry or risk-consulting industry
  • 2+ years of experience in project leadership roles and with managing multiple task assignments and leading small cross-functional teams
  • Ability to deliver results on projects that require a grasp of cross-functional subject matter, including people, process, and technology aspects of change across multiple business units a plus
  • Ability to thrive in chaotic and fast-paced environments with rapidly changing requirements
  • Ability to travel up to 100%
  • Experience in a consulting environment with significant client interaction preferred
  • Ability to analyze complex data sets, evaluate alternatives, develop insights, and recommended client solutions
  • Possession of excellent core consulting skills, including analytics, executive communications, project management, or process design
  • Possession of excellent facilitation, interpersonal, and communication skills to interact with all levels
  • Possession of excellent analytical problem-solving and conceptual thinking skills
  • MBA, MA, or MS degree in Economics, Statistics, Mathematics, or Engineering
  • CISSP or similar Certification
9

Credit Card Risk Modeler Resume Examples & Samples

  • Develop, interpret and implement statistical models to predict customer behavior applicable to Credit Risk initiatives such as targeted acquisition, retention and behavior-triggered programs
  • Monitor and track performance of models in production to determine degradation and the need for recalibration or redevelopment
  • Provide support to Model Governance, Capital Risk Modeling team, internal and external Audit
  • Dive into large amounts of structured and unstructured data to extract information, gain insight and create predictive variables to be used as inputs into models
  • Effectively communicate findings and insights gathered throughout model development to internal partners in a concise and easy-to-understand way
  • Recommend adoption of new techniques/processes to enhance the current modeling environment
  • Interact with internal stakeholders to gather the requirements from the business and be able to translate them into technical terms and vice-versa. Also, the incumbent is expected to gauge the effort needed to develop models/analyses and provide realistic timelines and recommendations keeping in mind the end product and overall expectations
  • Masters or Ph.D. degree in a quantitative discipline such as statistics or economics, or at least five years experience in a data analytic or otherwise quantitative role
  • Substantial in depth experience in use of advanced statistical techniques such as discrete-choice models, survival analysis, time-series analysis, neural networks and general regression techniques
  • Excellent programming skills, preferably in SAS
  • Superior organizational abilities and project management skills, evidenced by completion of concurrent, complex projects
  • Working experience in an financial institution will be an asset
  • 3-5 years practical statistical experience in a business or academic setting
10

Assitant Risk Modeler Resume Examples & Samples

  • Checking for any discrepancy between pre and post trade analysis
  • Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience
  • Ability to work well under stress and tight timelines with a minimum amount of supervision
  • Strong communication skills with the ability to express complex financial instruments in simple terms
11

Market Risk Modeler Resume Examples & Samples

  • Master or above degree holder in quantitative fields, such as Financial Engineering, Computational Finance, Risk Management, Finance, Physics, Math or Economics
  • Over 7 years of experience in market risk or market risk modeling or implementation, in any of the area of VaR, Stress test, IRC calculations at major investment banks' Risk Modelling or IT department
  • Hands-on experience in prototyping, testing and implementing models
  • Expertise in risk management and of the Basel 2&3 market risk capital rules - ideal
  • Experience in coordinating different teams in achieving successful delivery of major projects
  • In-depth knowledge of fixed income products - rates, FX etc
  • Programming and system skills: Matlab is required
  • Confident communicator with good soft people skills and management skills
  • Ability to build effective relationships and liaise effectively with key business areas and management at all levels of the organization
  • Strong desire to embrace and drive change with strong influencing ability
  • Able to work in a dynamic and multinational culture and cope with high pressure
12

Risk Modeler Resume Examples & Samples

  • Develop and support credit risk rating models at single obligor and transaction level
  • Assisting with regular Basel II credit risk parameter (PD, LGD, CCF) updates, involving performing core technical modeling, and liaison with independent validation teams and across the risk and finance functions
  • Assisting in the preparation of regulatory (e.g. Pillar III) disclosures relating to Basel II, CRD IV
  • Participating in project work around improvements to credit risk parameters
  • Participating in our regular dialogue with our supervisors where appropriate
  • Writing and maintaining detailed technical documentation and preparing presentations for senior management and bank supervisors
13

Senior Risk Modeler Resume Examples & Samples

  • The objective of the role is to lead the CSST- Mumbai and as a subject matter expert provide necessary direction and support to ensure the deliverables are met timely while maintaining the CS standards. This would require working closely with the colleagues in London and NY to support changes/enhancements to the CSST framework and additionally support credit stress testing reports for regulators as well as credit officers
  • Ensure delivery of high quality quant analysis and business support to CRM and FO at transaction and portfolio level
  • Ensure that the external audit and regulatory commitments are met within agreed timelines
  • Collaborate with stake-holders in rolling out the changes/enhancements in line with Credit Analytics roadmap and key change initiatives
  • Ensure appropriate stakeholder management by pro-active communication of upcoming changes
  • Timely response to all business requests from CRM and other stakeholders
  • Improved constructive collaboration with other Credit Analytics teams
  • Understand the existing processes and systems (and interdependencies)
  • Ability to map these to existing infrastructure (people & processes) in Credit Analytics and various strategic initiatives / projects taken within the group
  • Take initiatives to share knowledge with the team and promote cross team KTs
  • Using this knowledge to improve existing systems/processes
  • Pro-active team management and development
  • Ensure resources - systems/processes/people are organized effectively and efficiently
  • Develop and inculcate healthy and collaborative work environment
  • Team is properly trained, knowledge sharing established and working together productively
  • Will need to take ownership of any task and see it through. Be a thinker and take proactive steps to improve process continually in order to take it to the next level. Should be comfortable working under Strict timelines
14

Experienced Risk Modeler Resume Examples & Samples

  • Top down and bottom up risk identification and quantification
  • Stress testing methodology development. This would include development of
  • Scenario calibration models
  • Challenger models to cover material contributions of firm-wide scenarios
  • Testing and documentation of models for validation
  • Scenario Design and Expansion execution
  • Stress testing impact analysis and documentation of results for presentation to Senior management, Board and Regulators
15

Risk Modeler Resume Examples & Samples

  • Developing internal risk analysis and pricing models to analyze investment opportunities
  • Being part of the deal team in pricing/analyzing investment opportunities
  • Advising the portfolio managers with risks, potential issues
  • Liaising with quantitative developers of the firm and providing leadership during infrastructure development
  • Developing portfolio level risk reporting/analysis tools
16

Ass Risk Modeler Resume Examples & Samples

  • Should have experience with at least one of the following
  • OTC Derivatives (At least one asset class), Secured Financing Transactions
  • Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)
  • Market Risk (or Counterparty) historic VaR calculations
  • MBA/Analytical/Numerical degree
  • Good Communication skills
17

Junior Risk Modeler Resume Examples & Samples

  • Determining and publishing Loan-to-Values for PB Lombard lending
  • Be a close partner and central point of contact for all standard LTV questions from FO and CRM
  • Ensuring a high service level and fast time to market for global PB Lombard lending
  • Maintain our database and ensuring due diligence of our database
  • Educate front office and credit risk management in respect to standard LTV methodologies
  • Provide stakeholders with ad-hoc analysis
18

Catastrophe Risk Modeler Resume Examples & Samples

  • Bachelor’s Degree from a Four-Year College or University – Concentration in fields such as Mathematics, Finance, Sciences, Engineering, Economics, Business, etc
  • Actuarial Exam(s), GIS, and familiarity with data manipulation software such as SQL and Microsoft Office products a Plus
  • Computer Programming skills a Plus
  • Diverse, well-rounded background
  • Ability to Apply Basic Mathematical Concepts
19

Catastrophe Risk Modeler Resume Examples & Samples

  • Ability to Apply Basic Mathematical Concepts - (Higher Quantitative Skills a Plus)
  • Excellent Work Ethic and Organizational Skills
  • Strong Interpersonal Skills and Team Orientation
  • Innovative Thinker and Creative Problem Solver
  • Highly Motivated and Takes Initiative
  • Solid Written and Verbal Communication Skills
  • (Proven Public Speaking and Presentation Skills a Plus)
  • Proficient with Information Technology, particularly Microsoft Office Products
20

Risk Modeler Resume Examples & Samples

  • Development and prototyping of Collateral and Wrong Way Risk methodologies and Credit Exposure Models
  • Validating methodology changes related to Internal Models Method (IMM) for exposure computation
  • Implementing methodology changes in strategic initiatives and Collateral haircut and margin period of risk
  • Regulatory changes in collateral methodology and regulatory requests: - detailed investigation into risk limit breaches from FCCM methodology and assisting in regulatory requests
  • Provide technical support implementation of collateral concentration framework, in line with BCBS IOSCO requirement
  • Maintain and enhance the routing tables used to route trades to the most appropriate calculators
  • Other bespoke requests regarding exposure analysis for several audit or regulatory reports
  • Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally. These tools are in place to
  • Calculate counterparty exposures for particular product types,
  • Update parameters that are used in counterparty exposure calculations
  • Should have experience/Knowledge with at least one of the following
  • MBA/Analytical/Numerical degree from Tier-1 college
21

Risk Modeler Resume Examples & Samples

  • Further develop the Standardized methodology including both risk modeling aspects and business liaison aspects
  • Research, development and implementation for Standardized FRTB for DRC calculation and reporting approaches in a continuous improvement cycle that the team undertakes, contribute to the Bank’s delivery on major regulatory initiatives related to methodology
  • Take part in IRC methodology development
22

Senior Risk Modeler Resume Examples & Samples

  • Advanced / Master’s degree in finance, mathematics, econometrics, engineering or other quantitative subject. Candidates from other streams who are able to demonstrate solid quantitative understanding to be able to understand the stress testing framework in depth are welcome to apply as well
  • Good Communication skills (oral and written): Ability to communicate logically and precisely, including writing extended documentation
  • Highly Detail Oriented. This role requires hand-on approach along with management oversight
  • Team management experience would be advantageous and desirable
23

Risk Modeler Resume Examples & Samples

  • Development and prototyping of Wrong Way Risk methodologies and Collateral and Credit Exposure Models
  • Implementing methodology changes in strategic initiatives for Wrong Way Risk Exposure calculations in the bank
  • Regulatory changes in wrong way risk methodology and regulatory requests: - Implementing these changes into tactical processes and performing impact analysis before implementing them in system
  • Provide technical support implementation of Waterfall logic for keys in Correlated Collateral framework, in line with BCBS IOSCO requirement
  • Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally. These tools are in place to Calculate counterparty exposures for particular product types, and to update parameters that are used in counterparty exposure calculations
24

Risk Modeler Resume Examples & Samples

  • Development and prototyping of Back Testing methodologies. Back-testing of Monte Carlo Credit Exposure Models
  • Back Testing Counterparty Credit exposure calculations according to Basel 3/CRD4
  • Responsibility for the development of capital relevant risk methodologies in the derivatives area for FINMA, PRA and SEC
  • Possibility to support the IT strategic implementation of complex risk and simulation systems
  • Close collaboration with several internal stakeholders in the Investment Bank of Credit Suisse (front office, reporting, CVA desk and other risk departments)
  • Working knowledge of at least one of R, MATLAB, Python or C++ is a must, VBA, SQL, and Office package is highly recommended
  • Experience of at least one of the following topics: Numerical simulations, Monte Carlo, derivative pricing / modeling
25

Risk Modeler Resume Examples & Samples

  • Setting up various scenarios for different asset classes - Equity, Currency, Interest Rates, Commodities and Credit
  • Analyzing the overall trade and collateral impacts for various scenarios
  • Working on methodology to improve overall scenario analysis and execution
  • Communicating with CRM and FO to explain impacts for different scenarios
  • Access requirement and Test any future upgrades to scenario execution tools
  • Performing ad-hoc analysis      
26

Market Risk Modeler Resume Examples & Samples

  • Develop models and analytics for quantitative risk measures. This involves designing and implementing methodologies to identify market risk factors and capture their economic and statistical characteristics. Model development will be based on a deep understanding of derivatives pricing theory, financial markets and instruments, as well as statistical model building
  • Provide comprehensive documentation of model assumptions, design, implementation, and limitations
  • Evidence model correctness by testing the appropriateness of model assumptions and conducting sensitivity analysis
  • Design tests to monitor the performance of the models and their implementation on an ongoing basis
  • Operate under model control policy
  • Perform bespoke pricing, risk and capital impact analyses for a variety of financial derivatives
  • Broad exposure to pricing and calibration models, risk and capital models for a variety of financial products
  • Exposure to challenging quantitative problems such as modeling market risk for derivatives, large scale Monte?Carlo simulations of complete portfolios across the firm, and fast approximation of market risk measurements
  • Development of quantitative and programming skills as well as product and market knowledge
  • Opportunities to work with other groups in various areas of the firm
  • Advanced degree (PhD preferred) in a quantitative field such as Engineering, Mathematics or Physics. Holders of BS degrees with relevant technical work experience will also be considered
  • Excellent command of mathematics, modeling and numerical algorithms. Deep knowledge of statistics and time?series analysis is highly desirable
  • Strong programming skills and experience. Proven ability to perform analysis and problem?solve using computational tools
  • Self?motivated team player
27

Senior Risk Modeler Resume Examples & Samples

  • Execute models & interpret results; present models & results to sr. mgmt. & other internal customers
  • Analyze model performance over time & identify areas for model improvement
  • Document models & analytic processes
  • Perform ad hoc analyses for internal customers
  • Perform data analysis as part of model performance tracking
  • Test alternative modeling approaches to identify accurate tools that meet business needs
  • Ensure compliance with applicable federal, state and local laws and regulations. Complete all required compliance training. Maintain knowledge of and adhere to Flagstar's internal compliance policies and procedures. Take responsibility to keep up to date with changing regulations and policies