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Sr Asset Liability Analyst (Credit Risk) Job Details

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Sr Asset Liability Analyst (Credit Risk) (Ref: 1270)
Sector, Sub Sector: Capital Markets
Asset Management , Traditional Asset Manager
Risk Type: Credit
Expertise: Quant
Risk Manager
Company: Navy Federal Credit Union
Location: Vienna , Virginia , 22180 , Americas, United States
Employment Type: Permanent
Job Description:

Navy Federal Credit Union seeks an accomplished and experienced Risk Management Professional with significant experience in Economic Capital, Basel II and RAROC to join its prestigious Risk Management Advisory Team. This group advises a variety of Major Financial Institutions (banks, broker-dealers, insurance companies, asset managers, hedge funds) regarding interest rate risk, and equity risk management. Projects include credit risk, risk reporting, market risk measurement (VaR - Value at Risk), RAROC / RAPM (Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement), corporate treasury, derivatives/swaps pricing/valuation, quantitative risk management methods and financial risk systems / credit risk systems (i.e.: QRM).

 

Analysts in credit risk / RAROC / RAPM will manage:

  • Integrated teams that focus on helping clients pioneer sophisticated methods of developing and implementing economic capital models, credit portfolio management / performance measurement methodologies
  • Establishing Basel II risk management / compliance frameworks and infrastructure
  • Introducing cutting edge risk management technology to their enterprise

 

Requirements:

  • More than 5 years risk experience in Financial Services, Regulatory / Ratings Agency or Professional Services / Risk Advisory (Big 4 / Big 5 or similar Risk Management Advisory) with significant exposure to economic capital risk, Basel II compliance, RAROC / RAPM and related risk management models and complex global risk projects
  • Must possess will have advanced quantitative skills
  • Possess a strong track record of managing risk management project teams
  • Expert knowledge of data mining techniques and Structured Query Language (SQL)
  • Direct experience with QRM systems and software
  • Effective planning and organizational skills

Additional Expertise:

  • Graduate degree in Mathematics, Finance, Economics or a related field
  • CFA, MBA, MS or relevant professional/graduate qualification in a finance related discipline
Job Ref No: 1270