Manager Modeling - Quantitative Risk

Location: Chicago, IL, United States
Date Posted: 12-05-2016
Opportunity to provide support model validation initiatives related to quantitative analytic modeling within the bank's Model Governance and Validation platform. If you have passion for data, enjoy solving business problems, and want to see your recommendations in action, this may be the role for you.
Working closely within the Risk group, you will be a key contributor supporting independent model validation of capital planning and stress testing models. You will liaise with the business teams to discover and highlight model risks and keep pace with the newest developments in academia, regulatory environment, risk technology (vendor and in-house) and financial services industries in order to provide expert guidance to stakeholders. 
You will have hands-on modeling experience in stress testing (DFAST, CCAR), capital planning, capital allocation, funding and liquidity.
A Master's degree or equivalent in Statistics, Mathematics, Economics or related quantitative field.  Experience with the application of regulatory requirements for Model Risk. and experience using modeling techniques supporting one the following: Capital Planning, Stress Testing (DFAST and/or CCAR), ALLL.  Experience in a statistical modeling risk analytics position with statistical tools including SAS, Advanced Excel Macros, and SQL a must.
Contact information:
Max Populi, LLC
4628 Bayard Street, #207
Pittsburgh, PA 15213-2750
Tel: (412) 567-5279
Fax: (412) 567-5198
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