Quantitative Analytics Manager-ALM, Stress Testing, Hedge Advisory Services

  • Competitive
  • 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.

 

Responsibilities:

  • 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

 

Requirements:

  • 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 jeg@analyticrecruiting.com