Asset Liability - Analytics - Risk Management Modeling
- Location:Washington
- State:DC
- Salary:$100K
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- Job Types:
- Risk Mngmnt & Quant Analysis
Job Description
Responsibilities:
Support senior analytics staff by analyzing methods and models that assess the market, credit and/or operational risks of financial products in the portfolio. Analyze models used by the business to ensure that risks within the business' financial models are properly identified. Work closely with more senior analytics staff to identify modifications / corrections to the model based on their analyses.
Additional Specifications
- Key focus of the position is on estimating loan loss reserves and credit loss forecasting, including related computer runs, database operations, analytics, and controls.
- Ability to quickly frame analytic problems/issues, solve them, and package results, often under tight deadlines.
- High-level of personal ownership for results; self-motivated, proactive, with significant attention to detail.
- Ability to communicate/present results and write effectively required.
- Work typically done in a team environment; good team player very important.
- SAS skills are essential (3-5 years SAS experience and some SQL experience required)
- Knowledge/experience with UNIX environment required (Knowledge of Unix scripts a plus).
(905066)
