Credit Quantitative Analyst Incremental Risk Charge Methodology Programmer- New York, NY - Georgia IT Inc.
New York, NY
About the Job
Job Title: Credit Quantitative Analyst Incremental Risk Charge Methodology Programmer
Location: New York, NY
Position Type: 6 month initial assignment, potential extensions beyond 12 months Contract
Rate: DOE W2 $55/hr
Prefer only green card or US citizen and EAD.
Will look at candidates with 4-5 years of relevant experience.
Basel rules and Regulatory experience is a plus
Will be spending 50% of the day programming. Experience should be with VBA, R, and MATLAB.
Having a mathematical background is ideal.
Look for candidates with Portfolio modeling, Credit portfolio, Incremental Risk, risk modeling...
Opportunity in the Incremental Risk Charge (IRC) Methodology team in the Credit Analytics area of Client's Chief Risk Officer Division. This team is responsible for the bank's IRC methodology. This challenging role includes:
Further develop the methodology including both mathematical and risk modelling aspects and business liaison aspects (e.g. dealing with internal and external stakeholders and regulators on the model).
Research, development and implementation of modelling for CCAR , calculation and reporting approaches in a continuous improvement cycle that the team undertakes.
Contribute to the Bank's delivery on major regulatory initiatives related to IRC methodology.
Take part in IRC methodology development
Regular interaction and visibility with a wide range of stakeholders across the Bank, particularly from Market Risk Management, Front Office, Reporting, IT and Regulatory Coordination.
PhD or Master's degree in a quantitative subject, ideally with a strong curriculum in statistics/econometrics, quantitative finance or similar.
Solid understanding of risk modelling in credit risk and/or financial markets in general.
Proven experience in the financial services industry is essential, including successful application of quantitative methods in bank risk management
Work experience in credit risk modelling, ideally in CCAR, IRC, credit portfolio methodology or credit regulatory capital is an asset.
Understanding of the Basel II framework and the background to the IRC requirements.
Ability to communicate logically and in a precise way, including writing rigorous and clear model documentation.
Opportunity in the Incremental Risk Charge (IRC) Methodology team in the Credit Analytics area of Client's Chief Risk Officer Division. This team is responsible for the bank's IRC methodology. This challenging role includes:
Further develop the methodology including both mathematical and risk modelling aspects and business liaison aspects (e.g. dealing with internal and external stakeholders and regulators on the model).
Research, development and implementation of modelling for CCAR , calculation and reporting approaches in a continuous improvement cycle that the team undertakes.
Contribute to the Bank's delivery on major regulatory initiatives related to IRC methodology.
Take part in IRC methodology development
Regular interaction and visibility with a wide range of stakeholders across the Bank, particularly from Market Risk Management, Front Office, Reporting, IT and Regulatory Coordination.
PhD or Master's degree in a quantitative subject, ideally with a strong curriculum in statistics/econometrics, quantitative finance or similar.
Solid understanding of risk modelling in credit risk and/or financial markets in general.
Proven experience in the financial services industry is essential, including successful application of quantitative methods in bank risk management
Work experience in credit risk modelling, ideally in CCAR, IRC, credit portfolio methodology or credit regulatory capital is an asset.
Understanding of the Basel II framework and the background to the IRC requirements.
Ability to communicate logically and in a precise way, including writing rigorous and clear model documentation
Please provide the following details along with your resume to make the submissions quicker.
Full Name:
Current Location:
Relocation:
Contact number:
Mail ID:
Skype ID:
Visa Status:
SSN Number(Last four Digits):
Availability(immediate/days/weeks):
Location: New York, NY
Position Type: 6 month initial assignment, potential extensions beyond 12 months Contract
Rate: DOE W2 $55/hr
Prefer only green card or US citizen and EAD.
Will look at candidates with 4-5 years of relevant experience.
Basel rules and Regulatory experience is a plus
Will be spending 50% of the day programming. Experience should be with VBA, R, and MATLAB.
Having a mathematical background is ideal.
Look for candidates with Portfolio modeling, Credit portfolio, Incremental Risk, risk modeling...
Opportunity in the Incremental Risk Charge (IRC) Methodology team in the Credit Analytics area of Client's Chief Risk Officer Division. This team is responsible for the bank's IRC methodology. This challenging role includes:
Further develop the methodology including both mathematical and risk modelling aspects and business liaison aspects (e.g. dealing with internal and external stakeholders and regulators on the model).
Research, development and implementation of modelling for CCAR , calculation and reporting approaches in a continuous improvement cycle that the team undertakes.
Contribute to the Bank's delivery on major regulatory initiatives related to IRC methodology.
Take part in IRC methodology development
Regular interaction and visibility with a wide range of stakeholders across the Bank, particularly from Market Risk Management, Front Office, Reporting, IT and Regulatory Coordination.
PhD or Master's degree in a quantitative subject, ideally with a strong curriculum in statistics/econometrics, quantitative finance or similar.
Solid understanding of risk modelling in credit risk and/or financial markets in general.
Proven experience in the financial services industry is essential, including successful application of quantitative methods in bank risk management
Work experience in credit risk modelling, ideally in CCAR, IRC, credit portfolio methodology or credit regulatory capital is an asset.
Understanding of the Basel II framework and the background to the IRC requirements.
Ability to communicate logically and in a precise way, including writing rigorous and clear model documentation.
Opportunity in the Incremental Risk Charge (IRC) Methodology team in the Credit Analytics area of Client's Chief Risk Officer Division. This team is responsible for the bank's IRC methodology. This challenging role includes:
Further develop the methodology including both mathematical and risk modelling aspects and business liaison aspects (e.g. dealing with internal and external stakeholders and regulators on the model).
Research, development and implementation of modelling for CCAR , calculation and reporting approaches in a continuous improvement cycle that the team undertakes.
Contribute to the Bank's delivery on major regulatory initiatives related to IRC methodology.
Take part in IRC methodology development
Regular interaction and visibility with a wide range of stakeholders across the Bank, particularly from Market Risk Management, Front Office, Reporting, IT and Regulatory Coordination.
PhD or Master's degree in a quantitative subject, ideally with a strong curriculum in statistics/econometrics, quantitative finance or similar.
Solid understanding of risk modelling in credit risk and/or financial markets in general.
Proven experience in the financial services industry is essential, including successful application of quantitative methods in bank risk management
Work experience in credit risk modelling, ideally in CCAR, IRC, credit portfolio methodology or credit regulatory capital is an asset.
Understanding of the Basel II framework and the background to the IRC requirements.
Ability to communicate logically and in a precise way, including writing rigorous and clear model documentation
Please provide the following details along with your resume to make the submissions quicker.
Full Name:
Current Location:
Relocation:
Contact number:
Mail ID:
Skype ID:
Visa Status:
SSN Number(Last four Digits):
Availability(immediate/days/weeks):
Source : Georgia IT Inc.
