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CCAR Quantitative Risk Manager - (job location: New York, NY; employer: Santander Bank, N.A.) - Utilize advanced statistical, financial & economic concepts to develop analysis to be used by management in business decisions such as pricing, risk management & capital allocation. Execute project deliverables (includes aligning non-analytical resources, developing project plans, etc.). Execute analytics projects & present the results to senior management. Develop, enhance, implement, document & provide ongoing expert support for advanced credit risk models & methodologies, covering Probability of Default (PD), Loss Given Default (LGD) & Exposure at Default (EAD). Develop, enhance, implement, document & provide ongoing expert support for advanced operational risk models & methodologies for SHUSA's each legal entity. Drive innovation in analytical tools & the application of analytics (new methods, processes, new uses of statistics). Develop & document loss forecasting models for stress testing across a number of business lines. Req's: Master's in Economics or Statistics, plus 6 months of pre- or post-Master's exp in position offered or Operational Risk Modeling Analyst. All req'd exp must have included performing operational risk loss forecasting; applying statistical techniques: linear & non-linear regression, time series forecasting, panel data analysis, optimization, data mining, & survival analysis; implementing regressions & Monte Carlo simulations for operational risk loss forecasts; & utilizing SAS, R, or Matlab. Mail resume to: Glinder Satalaya, Santander Bank, N.A., 2 Morrissey Boulevard, Dorchester, MA 02125. Ref. #482 on resume.

T Jobs.Category: Finance, Keywords: Risk Manager

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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