$160K - $200K(Ladders Estimates)
The Risk and Compliance Initiative is a highly visible key program to expand the firm's reach in the Risk Management and Reg Tech space. You will be part of a global team functioning in start up mode within one of the key players in Global Consulting & Technology
• Is actively involved in business development activities to help identify and research opportunities on new/existing clients
• Solve complex challenges for clients in the Risk & Compliance area
• Manage and deliver large projects including managing engagement risks
• Manage and deliver projects to meet and exceed the expectations of our clients and our own quality criteria
• Train, coach, and supervise team members
• Conduct independent model validations of Market models.
• Develop model governance infrastructure and implement model risk management policies and procedures.
• Understand regulatory mandates and assist in compliance programs.
• Work closely with clients in analyzing and monitoring market, credit and liquidity risks.
• Establish and review risk appetite framework and business strategy to help clients to achieve revenue targets and new business growths.
• Master's Degree in finance, mathematics, engineering, computer science or related quantitative field.
• PhD, CFA, or FRM is considered a plus but not required.
• Knowledge of pricing, risk and capital models, including knowledge of risk management framework (e.g. Model validation SR11-07, Regulatory Capital, VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation, documentation and reporting approaches)
• Familiarity with risk management framework for various valuation adjustments' risk in derivatives (e.g. CVA, DVA, FVA, CTDVA, KVA and IM).
• Working knowledge of programming skills in C++ / Python / VBA would be considered a plus (to develop risk models and tools).
• Strong analytical and critical-thinking skills.
• Excellent verbal and written communication skills and the ability to work well
Valid Through: 2019-11-15