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Quantitative Risk Executive
NPAworldwide Recruitment Network
NPAworldwide Recruitment Network
 
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Job Location: Houston, TX
JOB DESCRIPTION

Job #: 8222
Title: Quantitative Risk Executive
Job Location: Houston, Texas - United States
Employment Type:
Salary: $120,000.00 - $190,000.00 - US Dollars - Yearly
Other Compensation: Traditional Bank
Employer Will Recruit From: Nationwide
Relocation Paid?: Yes

WHY IS THIS A GREAT OPPORTUNITY?

Quantitative Risk Executive

This Quantitative Risk Executive role will fully utilize the candidates strong analytical, quantitative and problem solving skills to develop and maintain ultra sophisticated analytics to identify potential risks in complex speciality, C&I, CRE, business lending among other platforms.

The results of this work will support complex risk management efforts, regulatory examinations, and corporate decisions enterprise wide throughout a growing bank.

JOB DESCRIPTION

Responsibilities:

  • The Quantitative Risk Executive will complete as directed, analysis to support existing internal client requests, efforts to engage new internal clients, or ad hoc internal projects
  • Support the development and execution of quantitative models around areas including but not limited to stress testing, ALM, loan and security valuation, consumer deposit behavior, and risk advisory services.
  • Guarantee timely completion of project milestones and client deliverables are met using the highest standards.
QUALIFICATIONS

Qualifications:

Quantitative Risk Executive

  • Five or more years of experience using advanced quantitative analysis and applied statistical techniques in relevant asset/liability categories, including regression, model specification, time series forecasting, economic models, data mining, survival analysis, credit risk modeling, sensitivity and uncertainty analysis, back-testing.
  • Proven ability in developing and managing sophisticated financial models and carrying out analysis to support risk, valuation, pricing, and capital decisions in relevant asset/liability categories.
  • Advanced proficiency in Excel and/or VBA and database applications.
  • Strong organizational skills and communication skills.
  • Four or more years financial services experience with a preference for skills acquired in a function responsible for CCAR/DFAST stress testing, capital management, risk management, ALM , dynamic balance sheet/ income statement forecasting, loan loss reserve modeling, loan or bond pricing.

Education:
University - Bachelor`s Degree/3-4 Year Degree




How to Apply:


 
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