Quantitative Analytics Manager-ALM, Stress Testing, Hedge Advisory Services
- Denver, CO, USA
- Permanent, Full time
- Analytic Recruiting Inc.
- 23 Sep 16
A Denver based financial analytics firm that provides structured products risk analytics and hedge advisory services for institutional investors and mortgage companies
... As well as asset liability management and CCAR/DFAST model stress testing services for regional commercial banks is looking for an experienced and dynamic quantitative technical product manager for these businesses.
- Technical and Business Development Lead for firm’s ALM, Stress Testing and Hedge Advisory businesses
- Streamline and integrate several separate analytics business units into one unit
- Standardize quantitative analytics models to create greater efficiencies
- Identify new business, new markets, new products, cross selling opportunities
- 7-10 years of experience with quantitative risk analytics, modeling, stress testing and/or hedge advisory
- Must have advanced statistical modeling skills
- Must have current programming skills in one of these languages: SAS, STATA, SQL, Matlab, R.
- Must be able to analyze complex models, identify modeling issues, mitigate problems and provide viable solutions
- Must have superior communication skills and the ability to translate complex models to both internal management and the firm’s clients
- Must have the ability to manage multiple projects in a time sensitive environment
- Must be very client centric
Keywords: Risk Analytics, CCAR Modeling, Hedging, ALM, Product Development, Project Management, Quantitative Modeling, Stress Testing
Please refer to Job #22355 - and send MS Word attached resume to firstname.lastname@example.org