Risk Model Validation Analyst
- Charlotte, NC, USA
- Contract, Full time
- Broadridge Financial Solutions
- 08 Nov 18
Broadridge is hiring. Our team is seeking three quantitative analysts who are passionate about applying quantitative methods to complex business problems. You love to learn and work with leading-edge technologies in a collaborative work environment. Superb opportunity for applicants that are experienced in treasury functions, financial engineering, and Risk Management. Main responsibilities of these roles will be risk modeling, financial analysis, and risk analytics.
Need is for a model liquidity risk review. Resumes meeting the following criteria:
• 3+ years of experience in Treasury functions (e.g., interest rate risk, capital and/or liquidity); prior experience in Bank Treasury Finance, or Risk Management is preferred
• Degree in a quantitative field such quantitative discipline such as Economics, Financial Engineering, Mathematics, etc.; advanced degree such as Masters or PhD preferred
• Strong analytical skills including experience in financial quantitative modeling; experience with QRM, or other ALM systems, is preferred
• Experience with market risk analytics, including LCR, Liquidity Stress-Testing, Earnings at Risk (EAR), Economic Value of Equity, Value at Risk (VaR), Risk Sensitivities and scenario analysis, etc.
Excellent written and verbal communication skills