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Stress Testing Lead

Job Description

 Background: A leading multi-national consultancy seeks Stress Testing Professionals to join their Risk & Regulatory Practice Team to take a leadership role in building, developing, enhancing, and marketing the consultancy's Stress Testing practice across multiple risk domains (credit risk, market risk, etc.).  Additionally, the lead will partner closely with various internal/external stakeholders to ensure execution and delivery of all projects.  

Salary Range: $90K – $165K w/ a 15% Bonus.

Job Requirements

  • MBA preferred with a quantitative discipline
  • Fully understands regulatory stress testing requirements under CCAR and DFAST for each risk domain at an aggregate bank/enterprise level
  • Conceptual understanding of regulatory models (Credit Risk: PD/EAD/LGD; market risk: Value-at-Risk;  Interest Rate Risk: ALM/Behavioral) and their stress testing derivative's i.e. (rating transition, roll rates, charge off, and other regression approaches)
  • Experience in development and validation of credit/market risk models, ALLL, forecasting, balance sheet, etc.
  • Exposure and expertise with a variety of software used in model development, validation, and stress testing (VBA, Matlab, C++, R, SAS, SQL, etc.)
  • Design stress testing frameworks for different types of models to grow and market the practice
  • Good communication and project management skills

Salary: $90K - $165K

Keywords: SAS, SQL, Credit Analytics, Credit Policy, Risk Management, Risk, Regulatory, Basel, CCAR, ALLL, Stress Testing, DFAST, PD, EAD, LGD, Credit Risk, Market Risk, Interest Rate Risk

Refer to Job#20650- CB and send word attached resume to Sunil Sud, [Click Here to Email Your Resumé]

Job Snapshot

Base Pay $90,000.00 - $165,000.00 /Year
Employment Type Full-Time
Job Type Finance, Research, Consultant
Education 4 Year Degree
Experience At least 3 year(s)
Manages Others No
Industry Consulting
Required Travel Not Specified
Job ID SSD012-20650
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Stress Testing Lead

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