Lead Stress Testing Quantitative Risk Modeler

Cleveland, OH

Post Date: 03/27/17 Job ID: 279951-5 Category: Credit Analytics Salary: Up to 180k base
Smith Hanley Associates
Lead Stress Testing Quantitative Risk Modeler
Cleveland, OH
Salary: Up to 180k base
Contact: Stefan Lehtis- slehtis@smithhanley.com

The selected candidate will develop complex statistical models to quantify risk as well as lead project teams of modelers to deliver the proper analytical and modeling solutions for the enterprise. You will also perform economic stress testing for credit risk (including probability of default, loss given default, exposure measurement, and expected loss forecasting), loan loss reserving, market risk (including daily value at risk), pricing models, counterparty credit risk, ALM risk, and liquidity risk (including building regulatory liquidity calculations). Conduct generalized statistical analysis, manage large complex data sets and review financial regulations to be sure all models and solutions meet regulatory requirements. This is a primary model development role.

Requirements include:
Masters Degree in a quant discipline (Statistics, economics, mathematics etc) PhD Preferred
At least 6 years relevant work experience
MUST have at least 2 years of extremely technical model development work
Strong working knowledge of SAS, SQL, R
Advanced knowledge of regulatory frameworks (CCAR/DFAST/BASEL) and multivariate statistics

Stefan Lehtis

Stefan recruits in the credit, risk and analytics space with permanent, full-time roles open nationwide.
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