Stress Testing Lead - New York, NY Analytic Recruiting New York, NY 8/10/2014 Save Job Sign in Now Email Print Report Apply Now 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. Refer to Job#20650- CB and send word attached resume to Sunil Sud, [Click Here to Email Your Resumé]or register online at www.analyticrecruiting.com choosing Sunil Sud as your contact. 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 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 Apply Now SIMILAR JOBS Database Analyst – Risk Management Drum Associates, Inc. Seeking Data Analytics Professionals - Open Analytic Recruiting Senior Specialist-Data Assurance-Static Data Control Drum Associates, Inc. AVP- Model Risk Drum Associates, Inc. Business Analyst – Capital Markets Regulatory Trade Reporting Drum Associates, Inc.