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Senior Risk Analyst - Quantitative Analyst Job Details

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Senior Risk Analyst - Quantitative Analyst (Ref: TBG-RO-01)
Sector, Sub Sector: Consulting , Generalist Consulting
Risk Type: Regulatory/Compliance
Expertise: Quant
Company: Premier Alliance Group
Location: New York City , New York , 10104 , Americas
Employment Type: Contract
Job Description:

Senior Risk Analyst, Retail and Commercial Risk for BASEL II

  

Premier Alliance Group is a fast growing business and technology consulting firm. Our customers include major investment and retail banks, names you'll recognize, who are turning to us for leadership, guidance and direction in today's complex world of Risk Management.   A sophisticated risk management program is now a critical success factor for our customers.  It is a MUST HAVE in order for them to achieve and maintain a competitive advantage in today's rapidly changing business climate.


Our Governance, Risk and Compliance (GRC) Practice is seeking Senior Risk Analyst with extensive Retail and Commercial Risk experience to join their TEAM.  This consultant will lead the analysis of our customer's portfolios supporting the company's retail and commercial credit risk modeling for the purpose of Basel II credit risk quantification requirements.

 

Responsibilities include:

 

  • Analyze internal and external data for portfolio segmentation and validation
  • Scorecard development and validation for modeling probability of default (PD), loss given default (LGD) and exposure at default (EAD) under the framework of Basel II
  • Determine, develop and document data requirements, modeling assumptions and model results for best practice methodologies deployed and alternatives approaches considered
  • Work with lines of business to ensure models are business-driven and empirically derived
  • Communicate and respond to internal model validation team for risk model approval
  • Work with IT group to ensure that scorecard programs are accurately implemented

  

Requirements include:

 

  • Advanced degree in economics, statistics, operations research, or other quantitative disciplines
  • 4+ years of experience in credit risk modeling in banking or financial service industry
  • Knowledge of financial service products and risk characteristics to support quantitative analysis of credit risk
  • Familiarity with large database system and information warehouse, including experience in query writing and data manipulation using SAS and SQL
  • Ability to meet deadlines for multiple projects
  • Basel II modeling experience is preferred

 

Other:

 

  • MBA desired

 

If challenging assignments, ongoing consultant support, honesty and integrity and a quality focus throughout the recruiting and employment process are important to you, then you've found your way to a company that can offer you all of that and more.

 

Qualified professionals can email their resume to: khasenfus@premieralliance.com.

 
Job Ref No: TBG-RO-01