Provide analytics support in development, research and enhancement of an enterprise-wide risk management framework for client.
Ensure the models and methodologies are scalable, robust, and enable risk based decision making. Provide quantitative risk management advisory and expertise to various client constituents.
SAS, 8+ years risk experience preferred
OBJECTIVES: Provide analytics support in development, research and enhancement of an enterprise-wide risk management framework for client. Ensure the models and methodologies are scalable, robust, and enable risk based decision making. Provide quantitative risk management advisory and expertise to various client constituents.
ESSENTIAL ACCOUNTABILITIES:
* Support the risk analytics team in development of mathematical/ statistical models. Work with business in the data gathering and analysis process. Perform statistical modeling, data and model validation, scenario and stress testing, and model backtesting
* Continue to improve modeling approach and methodology that are suitable and practical in the client environment but also meet the industry standard. Perform maintenance, re-calibration, and enhancement of models
* Manage and work with outsourcing vendors on risk analytics related projects
* Provide support in the implementation and integration of models. Assist in establishing management protocols, education, and training programs
POSITION REQUIREMENTS:
Education
Advanced degree in quantitative finance, statistics, mathematics, economics, or an equivalent discipline
Work Experience
* 5+ years of quantitative analysis experience within mortgage (must have mortgage experience)
* Experience with credit risk modeling, commercial and consumer, and economic capital modeling is preferred
* Project management experience is desirable
Technical Competencies
* Good understanding of risk management and financial models within mortgage
* Ability to perform statistical analysis with large sets of data
* Strong problem solving and programming skills: experience in SAS, MATLAB, and SQL are preferred
* Experience with database management
* Demonstrated ability to understand and develop financial models
Personal Competencies
* Must be self-motivated
* Ability to work in a team and fast paced changing environment
* Effective written and verbal communication skills
* Effective presentation skills and the ability to explain complex concepts to non-technical clients
**NO SPONSORSHIP AVAILABLE**
Durations: 2 Month Project to begin with
Location: Des Moines, IA
Email resumes to:
Darryl Dukek
ddukek@zinncorp.com