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发帖数: 18160 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: statcompute (statcompute), 信区: Quant
标 题: manager in C1
发信站: BBS 未名空间站 (Wed Oct 30 20:12:33 2013, 美东)
My name is Troy Wright and I'm in the recruiting department at Capital One.
I’m seeking a Manager, Analytical Lead - Commercial and Small Business
Stress Testing for our NYC offices. And, I’m reaching out to you in hopes
of networking. Do you know of anyone that might be open to looking into a
potentially stronger opportunity which is outlined below? Any help you can
send this way would be greatly appreciated! Thank you!
Capital One is a diversified bank that offers a broad array of financial
products and services to consumers, small business and commercial clients.
Ranked #127 on the Fortune 500, Capital One has one of the most widely
recognized brands in America.
The team member will support our Commercial and Small Business Stress
Testing group. This team is responsible for all analytics around losses
under various macroeconomic scenarios (including CCAR/Stress Testing and
Internal Stress Testing). Backgrounds should include some combination of the
following...SAS, SQL, Basel II/III Modeling, and an advanced degree.
Responsibilities and Requirements:
-Execute Commercial & Industrial and Commercial Real Estate stress testing
forecasting models
-Incorporate on feedback from senior leadership to ascertain portfolio risk
in the context of a given set of macroeconomic assumptions
-Monitor performance of stress testing models (including sensitivity
analyses, benchmarking, and back testing)
-Develop incremental forecasting models to enhance the overall stress
testing process
-Enhance the forecasting process with improved control around the model
execution environment (e.g., SAS Model Execution)
Regards,
Troy Wright
Consulting Sourcing Manager | Internal Agency
Mobile 214-641-7312
t*********[email protected] |
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