Additional Job Listings

• Location:
• State:VA
• Salary:$130K+
• 

Job Types:

Risk Mngmnt & Quant Analysis

Responsibilities

Manages the development and implementation of interest rate risk management models and applications.  The focus of this effort is in developing analytical methods and models that assess the market, credit and / or operational risks of new and existing products in the portfolio. 

• Develop and utilize models from the Risk Management and Capital Strategy area to evaluate portfolio risk for new and existing products including stress testing, sensitivity analyses, scenario testing and Monte Carlo simulations.
• Analyze models used by the business to ensure that risks within the business' financial models are properly identified and consistent (eg, reviewing to ensure that options pricing calculations within a derivative product model are both accurate and consistent with the firm's options pricing standard).
• Secondary conduit between the portfolio management and the risk management groups by communicating modifications / corrections to the model based on their analysis. 

 Additional Specifications 

• Key focus of the position is on estimating loan loss reserves and credit loss forecasting, including related analytics, presentations, 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.
• Sound writing and presentation skills required.
• Work typically done in a team environment; good team player very important.
• SAS skills are essential; knowledge/experience with UNIX environment valuable, as well as experience with Freddie Mac databases.
• Demonstrated ability to lead analytic projects/processes.
• Excellent written and presentation skills.
• Graduate degree in economics, statistics, or related fields and/or extensive experience required. 

(905281)