Job #: 9233
Title: Senior Quantitative Risk Manager
Job Location: Pine Bluff, Arkansas - United States
Salary: $135,000.00 - $180,000.00 - US Dollars - Yearly
Other Compensation: Traditional Bank
Employer Will Recruit From: Nationwide
Relocation Paid?: Yes
WHY IS THIS A GREAT OPPORTUNITY?
The Senior Quantitative Risk Manager is an internal client facing consultant and will focus on a wide variety of stimulating analytical projects, predominantly in asset/liability management, stress testing, risk measurement, valuation, and loan credit modeling. JOB DESCRIPTION
- Develop & document quantitative models independently with minimum supervision.
- Research best practices and new modeling techniques.
- Responsible for development and analysis of quantitative models (financial and non-financial) focused on, but not limited to, forecasting, stress testing, valuation, interest rate modeling, and balance sheet management.
- Employ strong model development efforts to guarantee production of high-quality models.
- Facilitate the delivery of each models business objective(s).
- Partner with the model owner, model users, and model risk to safeguard that risks inherent in model development and usage are properly identified and managed.
- Support ensuing model validation efforts, and oversee models monitoring & maintenance over time.
- Create, review, and update strong and wide-ranging model documentation (methodology guide, user guide, policy documents).
- 4 or more years of experience in a associated role in the industry is required.
- Strong and fluent communication skills and the ability to confer ideas with colleagues at all levels of the organization is required.
- Deep familiarity with database technology and integration of quantitative models within enterprise-scale software systems would be advantageous.
- Familiarity with market risk methodologies such as Value-at-risk, back-testing, derivative pricing, statistical analysis and stress testing is vital.
- A PhD in a quantitative field such as mathematics, physics, statistics or econometrics is prefered but not required.
University - Bachelor`s Degree/3-4 Year Degree
How to Apply: