Vice President, Risk Management Specialist
DB USA Core Corporation seeks a Vice President, Risk Management Specialist, in New York, NY to support end-to-end credit risk stress testing calculation process and regulatory reporting for CCAR. Requires a Master's degree in Business Administration, Finance, or related field or equivalent, and three (3) years of experience supporting credit risk stress testing calculation process and regulatory reporting. Must include at least three (3) years of experience working with CCAR reporting; developing, recommending and implementing analytical framework related to risk appetite; performing complex analysis on stressed metrics; synthesizing analytical results and creating reporting solutions for stress testing and regulatory capital reporting; conducting empirical analysis and evaluation on market trends affecting credit risk metrics; performing user acceptance testing (UAT); preparing Business Requirement Documents; utilizing statistical techniques including Regression, Time-Series Analysis, Transition Matrices Modeling, Hypothesis Testing and Multi-Variate Analysis; and utilizing SAS Visual Analytics, and advanced SAS, SQL, MS Excel, MS Access, Spotfire, and Tableau. Employer will accept a Bachelor's degree and five (5) years of progressively responsible experience in the alternative.