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Quant版 - [opening] Manager, Quantitative Credit Risk Analytics
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1 (共1页)
s*********e
发帖数: 1051
1
please email to M**********[email protected]
GENERAL FUNCTION: Manage projects related to the development, validation and
documentation of commercial credit risk models (i.e. economic capital, PD/
LGD models, stress tests/CCAR models, etc.). The main responsibilities
include managing various modeling projects to meet the required deliverables
. Responsible for communication of all developments to senior management and
to Line of Business stakeholders. The position requires the application of
strong analytics skills, understanding of commercial products and their risk
characteristics, the ability to present ideas clearly and persuasively to
senior management, and the ability to mentor and coach professional staff.
ESSENTIAL DUTIES & RESPONSIBILITIES: . Quantitative Risk Modeling
o Manage the development, implementation and validation of commercial credit
risk models, ranging from individual credit risk measures (PD, LGD, EAD) to
portfolio-level measures (rating migrations, future losses, economic
capital)
o Manage project timelines and resources . General Risk Management
Improvements: o Keep abreast of industry best practice standards for credit
risk measurement and economic capital.
o Assist in benchmarking risk capital (economic and regulatory) against
other financial institutions.
o Leverage analytic capabilities in overall decision making and risk
identification.
o Support ad-hoc Line of Business requests for quantitative modeling of
potential new businesses.
o Support risk capital assessment related to any strategic initiative or
future mergers and acquisitions.
o Evaluate possible impact of new business/products on economic capital. .
o. Other projects and tasks as assigned by the Manager.
SUPERVISORY RESPONSIBILITIES: Ability to supervise junior quantitative
analysts. Responsible for managing staff through employee mentoring and
development, challenging opportunities, recognizing employees for their
accomplishments and developingstrongbench strength. Under guidance from
manager, perform general staff duties relating to performance evaluations,
promotions, salary recommendations and terminations.
Experience
MINIMUM KNOWLEDGE, SKILLS AND ABILITIES REQUIRED: 7+ years experience
preferred, in commercial risk analytics required. Minimum MS from a strong
degree program in an analytical field such as economics, physical sciences,
statistics,mathematics,finance. Proven accomplishments in research and
analysis. Strong communication skills and successful experience presenting
to senior management. This person must demonstrate project management skills
and superior quantitative skills.Experience withstatistical and data
manipulation programming packages such as SAS. The ideal candidate must have
experience in leading projects and delivering to deadlines.
s*********e
发帖数: 1051
2
they also have analyst openings with lower requirements

and
deliverables
and
of
risk

【在 s*********e 的大作中提到】
: please email to M**********[email protected]
: GENERAL FUNCTION: Manage projects related to the development, validation and
: documentation of commercial credit risk models (i.e. economic capital, PD/
: LGD models, stress tests/CCAR models, etc.). The main responsibilities
: include managing various modeling projects to meet the required deliverables
: . Responsible for communication of all developments to senior management and
: to Line of Business stakeholders. The position requires the application of
: strong analytics skills, understanding of commercial products and their risk
: characteristics, the ability to present ideas clearly and persuasively to
: senior management, and the ability to mentor and coach professional staff.

w******8
发帖数: 5
3
what level for analyst openings

【在 s*********e 的大作中提到】
: they also have analyst openings with lower requirements
:
: and
: deliverables
: and
: of
: risk

s*********e
发帖数: 1051
4
there is only one way to find out

【在 w******8 的大作中提到】
: what level for analyst openings
w******8
发帖数: 5
5
position still available? No response from Mr. Pigli

【在 s*********e 的大作中提到】
: there is only one way to find out
1 (共1页)
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